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~isPartOf:"Applied economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Risk measure
164
Risikomaß
163
Theorie
109
Theory
109
Portfolio selection
80
Portfolio-Management
80
Risiko
67
Risk
67
Risikomanagement
52
Risk management
52
Measurement
33
Messung
33
Stochastic process
32
Stochastischer Prozess
32
Mathematical programming
31
Mathematische Optimierung
31
Statistical distribution
25
Statistische Verteilung
25
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23
ARCH-Modell
23
Estimation
21
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21
Volatility
18
Volatilität
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Multivariate distribution
17
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Risk aversion
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Ausreißer
12
Capital income
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Experiment
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Outliers
12
Stochastic programming
12
Robust statistics
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Robustes Verfahren
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English
34
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Blazsek, Szabolcs
3
Allen, David E.
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Monteros, Luis Antonio
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Al-Yahyaee, Khamis Hamed
1
Barbi, Massimiliano
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Choudhry, Taufiq
1
Cover, James Peery
1
DasGupta, Ranjan
1
Diao, Xundi
1
Dimitrov, Stanko
1
Drenovak, Mikica
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Geman, Hélyette
1
Goodwin, Barry K.
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
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1
Hurlin, Christophe
1
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1
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1
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1
Jelic, Ranko
1
Ji, Qiang
1
Jian, Lirong
1
Karnakar, Madhusudan
1
Kumar, Satish
1
Lee, Eun-joo
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Applied economics
European journal of operational research : EJOR
International journal of forecasting
49
Journal of banking & finance
46
Finance research letters
33
Risks : open access journal
33
Journal of forecasting
32
Insurance / Mathematics & economics
31
Journal of risk
26
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
Energy economics
24
International review of financial analysis
23
The journal of risk model validation
22
Economic modelling
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The journal of credit risk : published quarterly by Incisive Media
19
Journal of empirical finance
17
Journal of risk and financial management : JRFM
17
Journal of risk management in financial institutions
16
SFB 649 discussion paper
15
The European journal of finance
15
Computational economics
14
Quantitative finance
14
Econometric Institute research papers
13
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
12
Applied economics letters
11
International review of economics & finance : IREF
11
Research paper series / Swiss Finance Institute
11
Working paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Pacific-Basin finance journal
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Journal of economic dynamics & control
8
Journal of financial services research : JFSR
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper / Deutsche Bundesbank
7
International journal of theoretical and applied finance
7
Journal of econometrics
7
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ECONIS (ZBW)
34
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11
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
12
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
13
Optimal inventory decisions for a risk-averse retailer when offering layaway
Wang, Daao
;
Dimitrov, Stanko
;
Jian, Lirong
- In:
European journal of operational research : EJOR
284
(
2020
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10012238624
Saved in:
14
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
15
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
16
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
17
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
18
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
19
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
20
Measuring exposure to dependence risk with random Bernstein copula scenarios
Tavin, Bertrand
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 873-888
Persistent link: https://www.econbiz.de/10011882643
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