//--> //--> //--> //-->
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:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The journal of risk model validation"
~subject:"Basel Accord"
~subject:"Estimation"
~subject:"Measurement"
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
Estimation
Measurement
Risikomaß
112
Risk measure
112
Theorie
44
Theory
44
Portfolio selection
38
Portfolio-Management
38
Risikomanagement
31
Risk management
31
Statistical distribution
26
Statistische Verteilung
26
ARCH model
23
ARCH-Modell
23
Basler Akkord
23
Forecasting model
23
Prognoseverfahren
23
Volatility
22
Volatilität
22
Risiko
20
Risk
20
Schätzung
17
Messung
16
Credit risk
13
Kreditrisiko
13
Welt
11
World
11
value-at-risk (VaR)
11
Capital income
10
Estimation theory
10
Financial crisis
10
Finanzkrise
10
Kapitaleinkommen
10
Schätztheorie
10
Ausreißer
9
Outliers
9
backtesting
9
value-at-risk
9
Bank risk
8
more ...
less ...
Online availability
All
Free
20
Undetermined
17
Type of publication
All
Article
31
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
51
Author
All
McAleer, Michael
20
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
7
Allen, David E.
3
Asai, Manabu
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Powell, Robert
2
Singh, Abhay Kumar
2
Tansuchat, Roengchai
2
Afonso, Lourdes B.
1
Arhus, Gisle Hoel
1
Bloxham, Nicholas
1
Boonen, Tim J.
1
Buczy´nski, Mateusz
1
Cai, Chunlin
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Ceretta, Sergio Paulo
1
Chan, Felix
1
Chen, Huiqiong
1
Chen, Jiun-Lin
1
Chlebus, Marcin
1
Choi, Sun-Yong
1
Cohort, Pierre
1
Cong, Chang
1
Cooper, James
1
Curcic, Nikola
1
Da Veiga, Bernardo
1
Feng, Runhuan
1
Floryszczak, A.
1
Frydenberg, Marina
1
Frydenberg, Stein
1
Furman, Edward
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Han, Chulwoo
1
Ho, Kung-Cheng
1
Huang, Chun-Kai
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
The journal of risk model validation
Insurance / Mathematics & economics
118
Journal of banking & finance
55
Journal of risk
52
Risks : open access journal
45
European journal of operational research : EJOR
34
Finance research letters
33
The North American journal of economics and finance : a journal of financial economics studies
26
Quantitative finance
24
Applied economics
23
Discussion paper / Tinbergen Institute
23
Economic modelling
23
International review of financial analysis
23
International journal of theoretical and applied finance
21
Journal of econometrics
19
Mathematics of operations research
19
Mathematics and financial economics
18
Finance and stochastics
17
The journal of operational risk
17
Energy economics
16
International journal of forecasting
16
International review of economics & finance : IREF
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Working paper
15
Journal of empirical finance
14
Journal of forecasting
14
Journal of risk management in financial institutions
14
Working papers
14
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
13
Computational economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Operations research
12
Scandinavian actuarial journal
12
Journal of economic dynamics & control
11
Journal of mathematical finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
Saved in:
4
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
5
Nonconvex noncash risk measures
Cong, Chang
;
Zhao, Peibiao
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 23-38
Persistent link: https://www.econbiz.de/10012817203
Saved in:
6
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
7
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:
8
Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014335934
Saved in:
9
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
Saved in:
10
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->