//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"The journal of asset management"
~language:"deu"
~language:"eng"
~subject:"Portfolio selection"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomaß
78
Risk measure
78
Forecasting model
51
Prognoseverfahren
51
Theorie
42
Theory
42
Portfolio-Management
29
Statistical distribution
29
Statistische Verteilung
29
ARCH model
24
ARCH-Modell
24
Volatility
20
Volatilität
20
Risk management
18
Capital income
17
Estimation
17
Kapitaleinkommen
17
Risikomanagement
17
Schätzung
17
Risk
14
Expected shortfall
12
Risiko
12
Time series analysis
10
Zeitreihenanalyse
10
Outliers
9
Value at risk
9
Ausreißer
8
Value-at-Risk
8
Extreme value theory
7
VAR model
7
VAR-Modell
7
Bayes-Statistik
6
Bayesian inference
6
Financial crisis
6
Finanzkrise
6
Forecasting
6
Backtesting
5
Börsenkurs
5
Credit risk
5
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
German
English
Author
All
Bianchi, Michele Leonardo
2
Ardia, David
1
Biglova, Almira
1
Birge, John R.
1
Bluteau, Keven
1
Boudt, Kris
1
Cadle, John
1
Catania, Leopoldo
1
Chávez-Bedoya, Luis
1
Clements, Adam
1
De Luca, Giovanni
1
Deng, Geng
1
Diaz, Mauricio
1
Diks, Cees G. H.
1
Dionne, Georges
1
Dulaney, Tim
1
Fabozzi, Frank J.
1
Falzon, Joseph
1
Fang, Hao
1
Fortin, Alain-Philippe
1
Fuentes, Fernanda
1
Giot, Pierre
1
Greenwood, David
1
Hammoudeh, Shawkat
1
Hernandez, Jose Arreola
1
Herrera, Rodrigo
1
Ho, Lan-chih
1
Härdle, Wolfgang
1
Janabi, Mazin A. M. al
1
Kang, Kyu Ho
1
Karmakar, Madhusudan
1
Kim, Dongwhan
1
Kinlaw, Will
1
Kwon, Roy H.
1
Lee, David Kuo Chuen
1
Lin, Weidong
1
Lucas, André
1
Manicaro, Christian
1
Martin, Chris
1
McCann, Craig
1
more ...
less ...
Published in...
All
International journal of forecasting
The journal of asset management
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
62
Journal of risk
57
Risks : open access journal
46
Finance research letters
45
Quantitative finance
40
Economic modelling
32
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
The journal of risk model validation
19
Finance and stochastics
17
Operations research
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
11
Working paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
4
Observation-driven models for realized variances and overnight returns applied to value-at-risk and
expected
shortfall
forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
5
Forecasting
expected
shortfall
: should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
6
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
7
Nonparametric
expected
shortfall
forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
10
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->