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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk
Risikomaß
46
Risk measure
46
Theorie
27
Theory
27
Portfolio selection
22
Portfolio-Management
22
Risiko
17
Risikomanagement
15
Risk management
15
Measurement
14
Messung
14
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
7
Optionspreistheorie
7
Credit risk
6
Kreditrisiko
6
Statistical distribution
6
Statistische Verteilung
6
Volatility
6
Volatilität
6
Estimation theory
5
Schätztheorie
5
Basel Accord
4
Basler Akkord
4
expected shortfall
4
Bank risk
3
Bankrisiko
3
Derivat
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Derivative
3
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3
Finanzdienstleistung
3
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3
Systemic risk
3
Systemrisiko
3
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3
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3
set-valued risk measures
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Fallstudie
Aufsatz in Zeitschrift
17
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English
17
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Chen, Yanhong
2
Hu, Yijun
2
Rudloff, Birgit
2
Ararat, Çağin
1
Auer, Benjamin R.
1
Benth, Fred Espen
1
Centrone, Francesca
1
Framstad, Nils Chr.
1
Gouriéroux, Christian
1
Guambe, Calisto
1
Hamel, Andreas
1
Jokhadze, Valeriane
1
Kim, Young Shin
1
Kovacevic, Raimund
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kutrolli, Gleda
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Mabitsela, Lesedi
1
Monfort, Alain
1
Overbeck, Ludger
1
Pflug, Georg
1
Rosazza Gianin, Emanuela
1
Schmidt, Wolfgang M.
1
Schuhmacher, Frank
1
Serrano, Rafael
1
Shi, Xiang
1
Stefani, Silvana
1
Stein, Harvey J.
1
Tahar, Imen Ben
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
126
Risks : open access journal
59
European journal of operational research : EJOR
57
Journal of banking & finance
57
Finance research letters
53
International journal of forecasting
49
Journal of risk
37
Quantitative finance
37
Journal of forecasting
33
International review of financial analysis
32
Economic modelling
27
Energy economics
26
Journal of empirical finance
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Computational economics
20
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
Pacific-Basin finance journal
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
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ECONIS (ZBW)
17
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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
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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:
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