//--> //--> //--> //-->
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:"Working papers"
~subject:"Basel Accord"
~subject:"Measurement"
~type:"book"
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
Risikomaß
61
Risk measure
61
Portfolio selection
24
Portfolio-Management
24
ARCH model
23
ARCH-Modell
23
Basler Akkord
20
Theorie
19
Theory
19
Forecasting model
18
Prognoseverfahren
18
Volatility
18
Volatilität
18
Estimation
16
Schätzung
16
Risk management
15
Risikomanagement
14
Statistical distribution
14
Statistische Verteilung
14
Capital income
9
Financial crisis
9
Finanzkrise
9
Kapitaleinkommen
9
Welt
8
World
8
Risk
7
Spillover effect
7
Spillover-Effekt
7
Value at Risk
7
Bank risk
6
Bankrisiko
6
Risiko
6
GARCH
5
VAR model
5
VAR-Modell
5
risk management
5
Market risk
4
Marktrisiko
4
USA
4
more ...
less ...
Online availability
All
Free
21
Type of publication
All
Book / Working Paper
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
20
French
1
Author
All
McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Hassani, Samir Saissi
4
Dionne, Georges
3
Allen, David E.
2
Guégan, Dominique
2
Hassani, Bertrand
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Li, Kehan
1
Powell, Robert
1
Santos, Paulo Araújo
1
Singh, Abhay Kumar
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Working papers
Discussion paper / Tinbergen Institute
13
Research paper series / Swiss Finance Institute
12
Working paper
11
Discussion paper
6
Swiss Finance Institute Research Paper
5
CIRRELT
4
NBER Working Paper
4
NBER working paper series
4
CESifo working papers
3
CFS working paper series
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
Finance and economics discussion series
3
IES working paper
3
IMES discussion paper series / Englische Ausgabe
3
IMF working papers
3
SpringerLink / Bücher
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
Working papers / TSE : WP
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
AFI
2
Bank of Finland research discussion papers
2
BestMasters
2
Competence Center Finanz- und Bankmanagement : ccfb
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
EBA staff paper series
2
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
2
Policy research working paper : WPS
2
Research paper / Federal Reserve Bank of New York
2
Risikomanager
2
SAFE working paper
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
5
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
6
The Spectral Stress VaR (SSVaR)
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
-
2015
Persistent link: https://www.econbiz.de/10011635436
Saved in:
7
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
Saved in:
8
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
10
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->