//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Basel Accord"
~subject:"Conditional value at risk"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Conditional value at risk
Risikomaß
204
Risk measure
204
Theorie
102
Theory
102
Portfolio selection
84
Portfolio-Management
84
Risikomanagement
60
Risk management
60
Risiko
56
Risk
56
Statistical distribution
39
Statistische Verteilung
39
Measurement
27
Messung
27
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Financial crisis
23
Finanzkrise
23
Credit risk
22
Kreditrisiko
22
Volatility
21
Volatilität
21
Basler Akkord
20
Systemic risk
20
Systemrisiko
18
Bank risk
17
Bankrisiko
17
Capital income
17
Kapitaleinkommen
17
Value-at-Risk
16
Forecasting model
15
Prognoseverfahren
15
Financial services
14
Finanzdienstleistung
14
Welt
14
World
14
Ausreißer
13
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Chi, Yichun
2
Paterlini, Sandra
2
Afonso, Lourdes B.
1
Boubaker, Heni
1
Brechmann, Eike
1
Carey, Mark S.
1
Chen, Xinxiang
1
Chernobai, Anna
1
Czado, Claudia
1
Daníelsson, Jón
1
DeStefano, Michael
1
Düllmann, Klaus
1
Farmer, J. Doyne
1
Fethı, Meryem Duygun
1
Floryszczak, A.
1
Gatzert, Nadine
1
Geanakoplos, John
1
Griep, Clifford
1
Hrycay, Mark
1
Jacobson, Tor
1
Jarrow, Robert A.
1
Jobst, Andreas A.
1
Kaplanski, Guy
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Koch Medina, Pablo
1
Kratz, Marie
1
Laurent, Jean-Paul
1
Levy, Haim
1
Lin, Sheldon
1
Lindé, Jesper
1
Lok, Yen H.
1
Lévy Véhel, Jacques
1
Majri, M.
1
McNeil, Alexander J.
1
Munari, Cosimo-Andrea
1
Pertaia, Giorgi
1
Poledna, Sebastian
1
Prokhorov, Artem
1
Puzanova, Natalia
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Journal of banking & finance
Econometric Institute research papers
15
The journal of operational risk
13
Journal of risk
12
Journal of risk management in financial institutions
11
Discussion paper / Tinbergen Institute
10
Insurance / Mathematics & economics
10
Risks : open access journal
9
Economic modelling
8
European journal of operational research : EJOR
8
The journal of risk model validation
8
Working paper
8
The journal of credit risk : published quarterly by Incisive Media
7
Journal of financial stability
6
Discussion paper
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
Working papers
5
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
4
Journal of financial services research : JFSR
4
Journal of forecasting
4
Marktrisikoregulierung im Umbruch
4
CFS working paper series
3
Finance and economics discussion series
3
Finance research letters
3
International journal of forecasting
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of financial intermediation
3
SpringerLink / Bücher
3
Basel III, Risikomanagement und neue Bankenaufsicht
2
BestMasters
2
CESifo working papers
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion paper / Centre for Economic Policy Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
3
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:
4
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
5
The design of an optimal retrospective rating plan
Chen, Xinxiang
;
Chi, Yichun
;
Tan, Ken Seng
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
Saved in:
6
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
Saved in:
7
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
8
Unexpected shortfalls of Expected Shortfall : extreme default profiles and regulatory arbitrage
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Journal of banking & finance
62
(
2016
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011634091
Saved in:
9
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
10
Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->