//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Messung"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Measurement
Messung
Risikomaß
107
Risk measure
107
Theorie
67
Theory
67
Risiko
44
Risk
44
Portfolio selection
40
Portfolio-Management
40
Statistical distribution
35
Statistische Verteilung
35
Risikomanagement
31
Risk management
31
ARCH model
22
ARCH-Modell
22
Estimation
18
Schätzung
18
Ausreißer
17
Outliers
17
Multivariate Verteilung
16
Multivariate distribution
16
Volatility
14
Volatilität
14
Capital income
12
Kapitaleinkommen
12
Reinsurance
12
Rückversicherung
12
value-at-risk
11
Forecasting model
10
Prognoseverfahren
10
extreme value theory
10
risk measures
10
Financial crisis
8
Finanzkrise
8
Hedging
8
Probability theory
8
Wahrscheinlichkeitsrechnung
8
Börsenkurs
7
Share price
7
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Mao, Tiantian
2
Afonso, Lourdes B.
1
Alqahtani, Faisal
1
Barbi, Massimiliano
1
Boonen, Tim J.
1
Borges, Maria Rosa
1
Brandtner, Mario
1
Cai, Jun
1
Cheung, Ka Chun
1
Coculescu, Delia
1
Delbaen, Freddy
1
Denuit, Michel
1
Devolder, Pierre
1
Dhaene, Jan
1
Feng, Runhuan
1
Floryszczak, A.
1
Furman, Edward
1
Grün, Bettina
1
Gubareva, Mariya
1
Herrmann, Klaus J.
1
Hofert, Marius
1
Hou, Yanxi
1
Hürlimann, Werner
1
Jang, Hyun Jin
1
Jia, Huameng
1
Junike, Gero
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kürsten, Wolfgang
1
Lebègue, Adrien
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Liu, Qing
1
Lévy Véhel, Jacques
1
Mailhot, Mélina
1
Majri, M.
1
Miljkovic, Tatjana
1
Pan, Xiao
1
Papayiannis, G. I.
1
Park, Sumin
1
more ...
less ...
Published in...
All
Applied economics
Astin bulletin : the journal of the International Actuarial Association
Scandinavian actuarial journal
Insurance / Mathematics & economics
111
Journal of banking & finance
38
Journal of risk
37
Risks : open access journal
36
European journal of operational research : EJOR
34
Mathematics of operations research
19
International journal of theoretical and applied finance
18
The journal of operational risk
18
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
17
Finance research letters
16
The journal of risk model validation
16
Econometric Institute research papers
15
Discussion paper / Tinbergen Institute
13
Journal of risk management in financial institutions
13
Research paper series / Swiss Finance Institute
12
International review of financial analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Operations research
10
Economic modelling
9
International review of economics & finance : IREF
9
Journal of forecasting
9
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
The journal of credit risk : published quarterly by Incisive Media
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of financial stability
7
Journal of international financial markets, institutions & money
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Applied economics letters
6
Computational management science
6
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
4
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
5
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
6
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
7
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
8
Extending composite loss models using a general framework of advanced computational tools
Grün, Bettina
;
Miljkovic, Tatjana
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 642-660
Persistent link: https://www.econbiz.de/10012194987
Saved in:
9
Representation of concave distortions and applications
Junike, Gero
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 768-783
Persistent link: https://www.econbiz.de/10012194997
Saved in:
10
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->