//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Hochschulschrift"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Journal of risk"
~language:"eng"
~language:"rus"
~person:"Brigo, Damiano"
~person:"Hurlin, Christophe"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Basel Accord
Portfolio-Management
Risikomaß
Supply chain
Theorie
Theory
Welt
Risikomanagement
6
Risk management
6
Collateral
3
Credit risk
3
Derivat
3
Derivative
3
Financial services
3
Finanzdienstleistung
3
Kreditrisiko
3
Kreditsicherung
3
Portfolio selection
3
Risiko
3
Risk
3
Bank risk
2
Bankrisiko
2
Counterparty risk
2
Risk measure
2
collateral
2
credit valuation adjustment
2
-Arbitrage
1
Anlageverhalten
1
Arbitrage
1
Asset management
1
Basel III
1
Basler Akkord
1
Behavioural finance
1
CVA restructuring
1
Classic utility risk limit
1
Coherent risk measures
1
Concave utility constraints
1
Concave utility risk constraints
1
DVA
1
Decision under risk
1
Derivatives
1
Effective risk constraints
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Hochschulschrift
Aufsatz in Zeitschrift
Article in journal
6
Language
All
English
Russian
Author
All
Brigo, Damiano
Hurlin, Christophe
Breuer, Thomas
4
Dias, Alexandra
3
Dionne, Georges
3
Embrechts, Paul
3
Ji, Qiang
3
McNeil, Alexander J.
3
Pérignon, Christophe
3
Roncoroni, Andrea
3
Summer, Martin
3
Alexander, Gordon J.
2
Armstrong, John
2
Baptista, Alexandre M.
2
Bernard, Carole
2
Bouri, Elie
2
Breton, Michèle
2
Ceretta, Paulo Sergio
2
Chen, Ren-Raw
2
Cont, Rama
2
Cotter, John
2
Cui, Xueting
2
Daly, Kevin James
2
Daníelsson, Jón
2
Dorfleitner, Gregor
2
Godin, Frédéric
2
Goodwin, Barry K.
2
Gueyie, Jean-Pierre
2
Guillén, Montserrat
2
Gzyl, Henryk
2
Hammoudeh, Shawkat
2
Hunter, William Curt
2
Jandačka, Martin
2
Júdice, Pedro
2
Kellner, Ralf
2
Kerkhof, Franciscus Lambertus Johannes
2
Kratz, Marie
2
Leatham, David J.
2
Lehar, Alfred
2
Li, Yuying
2
more ...
less ...
Published in...
All
Energy economics
International journal of theoretical and applied finance
Journal of banking & finance
Journal of risk and financial management : JRFM
Journal of risk
European journal of operational research : EJOR
2
Journal of financial intermediation
1
Journal of forecasting
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
4
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
5
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
The Risk Map : a new tool for validating risk models
Colletaz, Gilbert
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3843-3854
Persistent link: https://www.econbiz.de/10010127439
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->