//--> //--> //-->
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:"Thesis"
~person:"Mitic, Peter"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
7
Risk management
7
Risikomaß
5
Risk measure
5
Theorie
5
Theory
5
Statistical distribution
4
Statistische Verteilung
4
loss distribution
4
Operational risk
3
Operationelles Risiko
3
operational risk
3
value-at-risk (VaR)
3
Bank risk
2
Bankrisiko
2
Bootstrap approach
2
Bootstrap-Verfahren
2
capital value
2
ARCH model
1
ARCH-Modell
1
Ansteckungseffekt
1
Basel Accord
1
Basler Akkord
1
Bayes-Statistik
1
Bayesian
1
Bayesian inference
1
Comprehensive Capital Analysis and Review (CCAR)
1
Contagion effect
1
Coronavirus
1
Corporate reputation
1
Correlation
1
Covid-19
1
Credit risk
1
DeGroot network
1
Dienstleistungssektor
1
Diversification
1
Diversifikation
1
Financial services
1
Finanzdienstleistung
1
Firmenimage
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Thesis
Aufsatz in Zeitschrift
Article in journal
7
Language
All
English
7
Author
All
Mitic, Peter
Ivanov, Dmitry
46
Gleißner, Werner
40
Broll, Udo
26
Dolgui, Alexandre
22
Gatzert, Nadine
21
Fabozzi, Frank J.
18
Sawik, Tadeusz
18
Wagner, Stephan M.
18
Dionne, Georges
17
Eling, Martin
17
Hammoudeh, Shawkat
17
Li, Jianping
17
McAleer, Michael
17
Turvey, Calum Greig
17
Wang, Ruodu
17
McConnell, Patrick
16
Mußhoff, Oliver
16
Romeike, Frank
16
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Blackhurst, Jennifer
14
Choi, Tsan-Ming
14
Hussainey, Khaled
14
Liu, Shan
14
Tan, Ken Seng
14
Embrechts, Paul
13
Li, Johnny Siu-Hang
13
Zhu, Xiaoqian
13
Finger, Robert
12
Goodwin, Barry K.
12
Righi, Marcelo Brutti
12
Sherris, Michael
12
Wu, Desheng Dash
12
Bartram, Söhnke M.
11
Bhansali, Vineer
11
Govindan, Kannan
11
Gupta, Aparna
11
Hoyt, Robert E.
11
Kouvelis, Panos
11
Miloš Sprčić, Danijela
11
more ...
less ...
Published in...
All
The journal of operational risk
4
The journal of risk model validation
2
The journal of network theory in finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
2
Correlations in operational risk stress testing : use and abuse
Mitic, Peter
- In:
The journal of operational risk
17
(
2022
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
Saved in:
3
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
4
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
5
Shapley allocation, diversification and services in operational risk
Mitic, Peter
;
Hassani, Bertrand
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011848894
Saved in:
6
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
7
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->