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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Estimation"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
Basel Accord
Estimation
Measurement
Risikomaß
52
Risk measure
52
Theorie
23
Theory
23
Portfolio selection
20
Portfolio-Management
20
Basler Akkord
17
Statistical distribution
13
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12
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McAleer, Michael
22
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
7
Allen, David E.
3
Asai, Manabu
2
Caporin, Massimiliano
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
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2
Singh, Abhay Kumar
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2
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1
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1
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1
Chan, Felix
1
Da Veiga, Bernardo
1
Feng, Runhuan
1
Floryszczak, A.
1
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1
Hakim, Abdul
1
Hürlimann, Werner
1
Lévy Véhel, Jacques
1
Majri, M.
1
Medeiros, Marcelo C.
1
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1
Real, Pedro Corte
1
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1
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1
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1
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Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Insurance / Mathematics & economics
122
Journal of banking & finance
73
Journal of risk
66
Risks : open access journal
49
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
39
Economic modelling
38
Energy economics
36
European journal of operational research : EJOR
35
Applied economics
33
International review of financial analysis
32
Journal of empirical finance
32
International journal of forecasting
30
The journal of risk model validation
30
Discussion paper / Tinbergen Institute
27
Journal of risk and financial management : JRFM
26
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25
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24
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23
International journal of theoretical and applied finance
22
International review of economics & finance : IREF
22
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22
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21
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20
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19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
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18
Research in international business and finance
18
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17
Finance and stochastics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The journal of operational risk
17
Journal of financial econometrics
16
Journal of risk management in financial institutions
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Applied economics letters
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The European journal of finance
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ECONIS (ZBW)
30
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1
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:
2
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:
3
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:
4
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:
5
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
7
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
10
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
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