//--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Pérez Amaral, Teodosio"
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:"Value at Risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
7
Basler Akkord
7
Risikomaß
7
Risk measure
7
Financial crisis
4
Finanzkrise
4
Forecasting model
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risk management
3
Value-at-Risk
3
Value-at-Risk (VaR)
3
optimizing strategy
3
2008-2009
2
Ausreißer
2
Basel III Accord
2
Corporate disclosure
2
Daily capital charges
2
Optimizing strategy
2
Outliers
2
Risikomanagement
2
Unternehmenspublizität
2
Violation penalties
2
Welt
2
World
2
expected shortfall
2
2008-2010
1
ARCH model
1
ARCH-Modell
1
Aggressive or conservative risk management strategies
1
Aggressive risk management
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Bank liquidity
1
Bank risk
1
Bankenliquidität
1
Bankrisiko
1
Basel
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Pérez Amaral, Teodosio
McAleer, Michael
14
Vries, Casper G. de
13
Allen, David E.
8
Dijk, Herman K. van
8
Lucas, André
8
Hoogerheide, Lennart
7
Daníelsson, Jón
6
Hyung, Namwon
6
Chang, Chia-Lin
4
Dijk, Dick van
4
Jiménez-Martín, Juan-Ángel
4
Koopman, Siem Jan
4
Opschoor, Anne
4
Hoogerheide, Lennart F.
3
Kole, Erik
3
Powell, Robert
3
Schaumburg, Julia
3
Slijkerman, Jan Frederik
3
Ardia, David
2
Barendse, Sander
2
Blasques, Francisco
2
Borowska, Agnieszka
2
Dhaene, Jan
2
Franses, Philip Hans
2
Gatarek, Lukasz
2
Jimenez-Martin, Juan-Angel
2
Jorgensen, Bjorn N.
2
Maasoumi, Esfandiar
2
Scharth, Marcel
2
Shi, Zhen
2
Singh, Abhay K.
2
Smant, David Jan Cornelis
2
Werker, Bas J. M.
2
Zhang, Xin
2
Altman, Edward I.
1
Asai, Manabu
1
Banachewicz, Konrad
1
Bauwens, Luc
1
Bos, Charles S.
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Review of finance : journal of the European Finance Association
Econometric Institute research papers
11
Working paper
7
Journal of forecasting
2
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic surveys
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
shifting the quantitative risk metrics system from
Value-at-Risk
(VaR) to Expected Shortfall (ES). The Basel Committee on …
Persistent link: https://www.econbiz.de/10011431395
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
system from
Value-at-Risk
(VaR) to Expected Shortfall (ES). The BCBS (2013) noted that - a number of weaknesses have been …
Persistent link: https://www.econbiz.de/10010532611
Saved in:
3
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
4
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
5
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
6
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
to measure
Value-at-Risk
(VaR). The risk estimates of these models are used to determine capital requirements and …
Persistent link: https://www.econbiz.de/10011378354
Saved in:
7
Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003851225
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->