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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Kapitaleinkommen
Portfolio selection
Statistical distribution
Risikomaß
217
Risk measure
217
Theorie
173
Theory
173
Risk
122
Risiko
121
Portfolio-Management
105
Measurement
104
Messung
104
Risikomanagement
93
Risk management
93
Statistische Verteilung
76
Risikomodell
32
Risk model
32
Reinsurance
31
Rückversicherung
31
Estimation theory
24
Schätztheorie
24
Value-at-Risk
24
Ausreißer
22
Multivariate Verteilung
22
Multivariate distribution
22
Outliers
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
18
Stochastischer Prozess
18
Capital income
17
Risk measures
17
Capital allocation
15
Value at risk
14
Estimation
12
Insurance
11
Schätzung
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Distortion risk measure
9
Expected Shortfall
9
Multivariate Analyse
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English
147
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Mao, Tiantian
7
Furman, Edward
6
Landsman, Zinoviy
5
Tang, Qihe
5
Wang, Ruodu
5
Su, Jianxi
4
Cai, Jun
3
Cossette, Hélène
3
Dhaene, Jan
3
Guillou, Armelle
3
Hu, Taizhong
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Ling, Chengxiu
3
Marceau, Etienne
3
Rüschendorf, Ludger
3
Sordo, Miguel A.
3
Wei, Yunran
3
Yang, Fan
3
Beirlant, Jan
2
Belles-Sampera, Jaume
2
Bellini, Fabio
2
Bignozzi, Valeria
2
Cheung, Ka Chun
2
Di Bernardino, Elena
2
Eling, Martin
2
Farkas, Walter
2
Gijbels, Irène
2
Goegebeur, Yuri
2
Guillén, Montserrat
2
Joe, Harry
2
Kim, Joseph H. T.
2
Koch Medina, Pablo
2
Laudagé, Christian
2
Li, Jinzhu
2
Lin, Liyuan
2
Liu, Haiyan
2
Makov, Udi
2
Peng, Zuoxiang
2
Qin, Jing
2
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Insurance / Mathematics & economics
Journal of banking & finance
92
Journal of risk
70
Finance research letters
65
European journal of operational research : EJOR
63
Risks : open access journal
61
International review of financial analysis
48
Quantitative finance
45
Economic modelling
43
Discussion paper / Tinbergen Institute
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of forecasting
36
Journal of risk and financial management : JRFM
34
Applied economics
32
Journal of empirical finance
32
The journal of risk model validation
31
Energy economics
26
The European journal of finance
26
Computational economics
24
International journal of theoretical and applied finance
24
International review of economics & finance : IREF
24
Journal of econometrics
24
Journal of economic dynamics & control
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Research paper series / Swiss Finance Institute
23
The journal of operational risk
23
Journal of forecasting
22
Research in international business and finance
22
Scandinavian actuarial journal
21
Working papers
20
Finance and stochastics
17
Journal of international financial markets, institutions & money
17
Applied economics letters
16
Econometric Institute research papers
16
Journal of financial econometrics
16
Journal of risk management in financial institutions
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research
16
Working paper
16
Pacific-Basin finance journal
15
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ECONIS (ZBW)
147
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1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
3
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
4
Asymptotic results on marginal expected shortfalls for dependent risks
Li, Jinzhu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 146-168
Persistent link: https://www.econbiz.de/10013271968
Saved in:
5
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
6
Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants
Gribkova, N. V.
;
Su, J.
;
Zitikis, R.
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 199-222
Persistent link: https://www.econbiz.de/10013471211
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7
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
8
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
9
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
10
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
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