//--> //--> //--> //-->
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 theoretical and applied finance"
~subject:"Ausreißer"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Measurement"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Bankrisiko
Credit risk
Measurement
Risikomaß
46
Risk measure
46
Theorie
27
Theory
27
Portfolio selection
22
Portfolio-Management
22
Risiko
16
Risk
16
Risikomanagement
15
Risk management
15
Messung
14
Stochastic process
11
Stochastischer Prozess
11
Kreditrisiko
6
Option pricing theory
6
Optionspreistheorie
6
Estimation theory
5
Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
Basel Accord
4
Basler Akkord
4
expected shortfall
4
Bank risk
3
Derivat
3
Derivative
3
Estimation
3
Financial services
3
Finanzdienstleistung
3
Schätzung
3
Systemic risk
3
Systemrisiko
3
Transaction costs
3
Transaktionskosten
3
set-valued risk measures
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Chen, Yanhong
2
Hu, Yijun
2
Rudloff, Birgit
2
Rutkowski, Marek
2
Amini, Hamed
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Centrone, Francesca
1
Cont, Rama
1
D'Addona, Stefano
1
Durand, Cyril
1
Gouriéroux, Christian
1
Guambe, Calisto
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Jokhadze, Valeriane
1
Kalyvas, Lampros
1
Kim, Young Shin
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Lütkebohmert-Holtz, Eva
1
Mabitsela, Lesedi
1
Marinelli, Carlo
1
Matchie, Lydienne
1
Minca, Andreea
1
Monfort, Alain
1
Möller, Philipp M.
1
Overbeck, Ludger
1
Račev, Svetlozar T.
1
Rosazza Gianin, Emanuela
1
Schmidt, Wolfgang M.
1
Schuhmacher, Frank
1
Sfetsos, Athanasios
1
Shi, Xiang
1
Stein, Harvey J.
1
Tahar, Imen Ben
1
Tarca, Silvio
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
125
Journal of banking & finance
59
Risks : open access journal
54
Journal of risk
46
European journal of operational research : EJOR
39
The journal of operational risk
27
Finance research letters
25
The journal of risk model validation
22
Economic modelling
21
International review of financial analysis
21
Journal of risk management in financial institutions
21
Quantitative finance
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of credit risk : published quarterly by Incisive Media
20
Discussion paper / Tinbergen Institute
19
Mathematics of operations research
19
Applied economics
18
Finance and stochastics
18
Mathematics and financial economics
17
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
14
Journal of risk and financial management : JRFM
13
Computational economics
12
International journal of forecasting
12
Research paper series / Swiss Finance Institute
12
Applied economics letters
11
Astin bulletin : the journal of the International Actuarial Association
11
International review of economics & finance : IREF
11
Journal of empirical finance
11
Journal of financial econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Energy economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Journal of financial services research : JFSR
10
Journal of mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
8
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
9
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
10
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->