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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Risk
Theory
Risk measure
347
Risikomaß
346
Theorie
204
Portfolio selection
156
Portfolio-Management
156
Risiko
108
Risikomanagement
103
Risk management
103
Statistical distribution
55
Statistische Verteilung
55
Measurement
53
Messung
53
ARCH model
52
ARCH-Modell
52
Estimation
41
Schätzung
41
Volatility
41
Volatilität
41
Forecasting model
35
Mathematical programming
35
Mathematische Optimierung
35
Stochastic process
31
Stochastischer Prozess
31
Credit risk
30
Kreditrisiko
30
Capital income
29
Kapitaleinkommen
29
Financial crisis
27
Finanzkrise
27
Value-at-Risk
24
Systemic risk
23
Bank risk
22
Bankrisiko
22
Basel Accord
21
Basler Akkord
21
Expected shortfall
20
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20
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Article
247
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Aufsatz in Zeitschrift
Article in journal
248
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1
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English
248
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Brandtner, Mario
6
Boonen, Tim J.
4
Kürsten, Wolfgang
4
Weiß, Gregor
4
Caporin, Massimiliano
3
Daníelsson, Jón
3
Dias, Alexandra
3
Grechuk, Bogdan
3
Koedijk, Kees
3
McNeil, Alexander J.
3
Pesenti, Silvana M.
3
Rosazza Gianin, Emanuela
3
Rösch, Daniel
3
Wied, Dominik
3
Zhu, Shushang
3
Acerbi, Carlo
2
Armstrong, John
2
Bellini, Fabio
2
Berens, Tobias
2
Bernard, Carole
2
Bonaccolto, Giovanni
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gao, Jianjun
2
Herrera, Rodrigo
2
Huisman, Ronald
2
Jiang, Wenjun
2
Lazar, Emese
2
León Valle, Ángel Manuel
2
Li, Duan
2
Li, Yanhai
2
Ling, Aifan
2
Maillet, Bertrand
2
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HFDF <2, 1998, Zürich>
1
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European journal of operational research : EJOR
Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
196
Risks : open access journal
87
Finance research letters
70
Journal of risk
57
International journal of forecasting
52
International review of financial analysis
49
Quantitative finance
49
Economic modelling
46
The journal of risk model validation
37
Applied economics
35
Journal of forecasting
35
Energy economics
34
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Computational economics
28
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
International review of economics & finance : IREF
26
Journal of economic dynamics & control
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Mathematics and financial economics
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
Journal of mathematical finance
20
The journal of operational risk
20
Pacific-Basin finance journal
19
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ECONIS (ZBW)
248
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
3
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
4
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
5
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
6
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
7
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
8
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
9
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
10
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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