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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Risk measure
212
Risikomaß
211
Theorie
109
Theory
109
Portfolio selection
95
Portfolio-Management
95
Risiko
66
Risikomanagement
64
Risk management
64
Measurement
38
Messung
38
Statistical distribution
31
Statistische Verteilung
31
Credit risk
25
Estimation
25
Kreditrisiko
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Financial crisis
23
Finanzkrise
23
Volatility
21
Volatilität
21
Basel Accord
20
Basler Akkord
20
Systemic risk
20
Systemrisiko
18
Bank risk
17
Capital income
16
Financial services
16
Finanzdienstleistung
16
Kapitaleinkommen
16
Expected shortfall
15
Value-at-Risk
14
Welt
14
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2
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Article
85
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85
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85
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English
85
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Wang, Ruodu
4
Brandtner, Mario
3
Daníelsson, Jón
3
Embrechts, Paul
3
Feinstein, Zachary
3
Puccetti, Giovanni
3
Weiß, Gregor
3
Armstrong, John
2
Bellini, Fabio
2
Breuer, Thomas
2
Brigo, Damiano
2
Klüppelberg, Claudia
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Rösch, Daniel
2
Rüschendorf, Ludger
2
Wied, Dominik
2
Ziegel, Johanna F.
2
Ziggel, Daniel
2
Zähle, Henryk
2
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Ararat, Çağın
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Berens, Tobias
1
Bernard, Carole
1
Biagini, Francesca
1
Bignozzi, Valeria
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Cai, Jun
1
Chabot, Ben
1
Chen, Yanhong
1
Chen, Yi-Hsuan
1
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Finance and stochastics
Journal of banking & finance
Insurance / Mathematics & economics
130
Risks : open access journal
63
European journal of operational research : EJOR
61
Finance research letters
52
International journal of forecasting
45
Journal of risk
44
Quantitative finance
36
International review of financial analysis
33
Journal of forecasting
33
Economic modelling
31
Discussion paper / Tinbergen Institute
30
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
27
Journal of empirical finance
24
Applied economics
23
Mathematics of operations research
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Computational economics
20
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
The journal of operational risk
20
The journal of risk model validation
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Mathematics and financial economics
17
Operations research
17
Pacific-Basin finance journal
17
Journal of financial econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Journal of economic dynamics & control
15
Working papers
15
Applied economics letters
14
Journal of econometrics
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
85
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85
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1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
6
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
7
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
8
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
9
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
10
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
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