//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
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:"Expected shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
334
Risk measure
334
Theorie
153
Theory
153
Portfolio selection
142
Portfolio-Management
142
Risikomanagement
100
Risk management
100
Risk
99
Risiko
97
Volatility
64
Volatilität
64
ARCH model
61
ARCH-Modell
61
Estimation
57
Schätzung
57
Statistical distribution
52
Statistische Verteilung
52
Measurement
42
Messung
42
Forecasting model
40
Prognoseverfahren
40
Capital income
39
Kapitaleinkommen
39
Welt
34
World
34
Financial crisis
33
Finanzkrise
33
Multivariate Verteilung
30
Multivariate distribution
30
Systemic risk
30
Systemrisiko
28
Expected shortfall
27
Credit risk
26
Kreditrisiko
26
Oil price
26
Ölpreis
26
Value-at-risk
22
Ausreißer
21
Basel Accord
21
more ...
less ...
Online availability
All
Undetermined
165
Free
9
Type of publication
All
Article
334
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
335
Aufsatz in Zeitschrift
335
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
335
Author
All
Ji, Qiang
6
Weiß, Gregor
6
Brandtner, Mario
4
Daníelsson, Jón
4
Fabozzi, Frank J.
4
Fan, Ying
4
Hammoudeh, Shawkat
4
Liu, Bing-Yue
4
Paterlini, Sandra
4
Peña Sánchez de Rivera, Juan Ignacio
4
Pérignon, Christophe
4
Alexander, Gordon J.
3
Bali, Turan G.
3
Baptista, Alexandre M.
3
Dias, Alexandra
3
Gerlach, Richard
3
Härdle, Wolfgang
3
Li, Duan
3
McNeil, Alexander J.
3
Rösch, Daniel
3
Shahzad, Syed Jawad Hussain
3
Tiwari, Aviral Kumar
3
Uryasev, Stan
3
Zhu, Shushang
3
Acerbi, Carlo
2
Alexander, Carol
2
Armstrong, John
2
Bernard, Carole
2
Bianchi, Michele Leonardo
2
Bouri, Elie
2
Breuer, Thomas
2
Brigo, Damiano
2
Buccioli, Alice
2
Caccioli, Fabio
2
Campbell, Rachel
2
Chen, Qian
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Delage, Erick
2
Dowd, Kevin
2
more ...
less ...
Institution
All
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
Published in...
All
Energy economics
Journal of banking & finance
Journal of economic dynamics & control
Quantitative finance
Insurance / Mathematics & economics
218
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
94
Economic modelling
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Working paper
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
more ...
less ...
Source
All
ECONIS (ZBW)
335
Showing
1
-
10
of
335
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
5
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
8
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
9
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
10
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->