//--> //--> //--> //-->
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 risk"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
248
Risk measure
248
Portfolio selection
105
Portfolio-Management
105
Theorie
93
Theory
93
Risikomanagement
86
Risk management
86
Risk
75
Risiko
73
ARCH model
59
ARCH-Modell
59
Volatility
56
Volatilität
56
Estimation
50
Schätzung
50
Measurement
43
Messung
43
Statistical distribution
39
Statistische Verteilung
39
Forecasting model
31
Prognoseverfahren
31
Capital income
30
Kapitaleinkommen
30
Oil price
28
Ölpreis
28
Estimation theory
26
Multivariate Verteilung
26
Multivariate distribution
26
Schätztheorie
26
Welt
25
World
25
Spillover effect
19
Spillover-Effekt
19
Ausreißer
18
Outliers
18
value-at-risk (VaR)
18
Börsenkurs
17
Share price
17
Derivat
15
more ...
less ...
Online availability
All
Undetermined
155
Free
9
Type of publication
All
Article
248
Type of publication (narrower categories)
All
Article in journal
248
Aufsatz in Zeitschrift
248
Conference paper
4
Konferenzbeitrag
4
Language
All
English
248
Author
All
Ji, Qiang
6
Fan, Ying
4
Liu, Bing-Yue
4
Auer, Benjamin R.
3
Berger, Theo
3
Gerlach, Richard
3
Hammoudeh, Shawkat
3
Tiwari, Aviral Kumar
3
Uryasev, Stan
3
Ardia, David
2
Boudt, Kris
2
Bouri, Elie
2
Chen, Qian
2
Delage, Erick
2
Desmettre, Sascha
2
He, Kaijian
2
Herrera, Rodrigo
2
Härdle, Wolfgang
2
Kwon, Roy H.
2
Lampenius, Niklas
2
Li, Jonathan Yu-Meng
2
Martin, R. Douglas
2
Marumo, Kohei
2
Marzban, Saeed
2
Mayoral, Silvia
2
Okhrin, Ostap
2
Peña Sánchez de Rivera, Juan Ignacio
2
Righi, Marcelo Brutti
2
Shahzad, Syed Jawad Hussain
2
Sit, Tony
2
Trabelsi, Abdelwahed
2
Wang, Chao
2
Wang, Yudong
2
Wong, Hoi Ying
2
Yoon, Seong-min
2
Ziggel, Daniel
2
Abad, Pilar
1
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adrian, Tobias
1
more ...
less ...
Published in...
All
Energy economics
Journal of risk
Quantitative finance
Insurance / Mathematics & economics
218
Journal of banking & finance
181
European journal of operational research : EJOR
111
Finance research letters
107
Risks : open access journal
106
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
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)
248
Showing
1
-
10
of
248
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
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
10
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna
;
Hakim, Arief
;
Suprijanto, Djoko
- In:
Energy economics
129
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
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...
//-->