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~subject:"Messung"
~type_genre:"Book section"
~type_genre:"Sammlung"
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Risikomaß
75
Risk measure
75
Theorie
32
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26
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26
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22
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22
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19
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Ang, Marcus
1
Anselmi, Giulio
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1
Berkhouch, Mohammed
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Brandtner, Mario
1
Cano, Stefan
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Chen, Wei
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Dorfleitner, Gregor
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Gai, Yuxi
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Scandolo, Giacomo
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Sehgal, Ruchika
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Sokolova, M.
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Risk management approaches in engineering applications
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Risk management decisions and value under uncertainty
2
Stochastic optimization: theory and applications
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Advances of OR in commodities and financial modeling
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Application of operations research to financial markets
1
Applied quantitative finance
1
Consumer perception of product risks and benefits
1
Creating value and improving financial performance : inclusive finance and the ESG premium
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Islamic finance, risk-sharing and macroeconomic stability
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Recent advances in optimization theory and applications
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Recent applications of financial risk modelling and portfolio management
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ECONIS (ZBW)
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1
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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2
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
Saved in:
3
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
Saved in:
4
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
Saved in:
5
On the use of the terminal-value approach in risk-value models
Dorfleitner, Gregor
- In:
Risk management decisions and value under uncertainty
,
(pp. 877-897)
.
2022
Persistent link: https://www.econbiz.de/10013342062
Saved in:
6
A review of standard spectral risk measures
Berkhouch, Mohammed
;
Lakhnati, Ghizlane
- In:
Recent applications of financial risk modelling and …
,
(pp. 363-381)
.
2021
Persistent link: https://www.econbiz.de/10012303981
Saved in:
7
The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
Saved in:
8
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
9
Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul
- In:
Islamic finance, risk-sharing and macroeconomic stability
,
(pp. 151-170)
.
2019
Persistent link: https://www.econbiz.de/10012098473
Saved in:
10
Enhanced indexing using weighted conditional value at risk
Sehgal, Ruchika
;
Mehra, Aparna
-
2019
Persistent link: https://www.econbiz.de/10012116217
Saved in:
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