//--> //--> //--> //-->
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 review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
160
Risk measure
160
Theorie
80
Theory
80
Portfolio selection
79
Portfolio-Management
79
Risk
56
Risiko
55
Risk management
51
Risikomanagement
50
ARCH model
39
ARCH-Modell
39
Estimation
37
Schätzung
37
Statistical distribution
35
Statistische Verteilung
35
Volatility
33
Volatilität
33
Capital income
32
Kapitaleinkommen
32
Forecasting model
31
Prognoseverfahren
31
Measurement
27
Messung
27
Value-at-risk
21
Expected shortfall
19
Aktienmarkt
16
Stock market
16
Systemic risk
15
Systemrisiko
15
Time series analysis
15
Zeitreihenanalyse
15
Ausreißer
13
Multivariate Verteilung
13
Multivariate distribution
13
Outliers
13
CAPM
12
Financial crisis
12
Finanzkrise
12
Value-at-Risk
12
more ...
less ...
Online availability
All
Undetermined
92
Free
40
Type of publication
All
Article
128
Book / Working Paper
32
Type of publication (narrower categories)
All
Article in journal
128
Aufsatz in Zeitschrift
128
Arbeitspapier
32
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Conference paper
3
Konferenzbeitrag
3
more ...
less ...
Language
All
English
159
French
1
Author
All
Chlebus, Marcin
9
Billio, Monica
5
Frattarolo, Lorenzo
4
Hassani, Samir Saissi
4
Buczyński, Mateusz
3
Caporin, Massimiliano
3
Dionne, Georges
3
Gerlach, Richard
3
Pelizzon, Loriana
3
Alexander, Carol
2
Barro, Diana
2
Bee, Marco
2
Benavides, Guillermo
2
Canestrelli, Elio
2
Chen, Qian
2
Chávez-Bedoya, Luis
2
Corradin, Fausto
2
Degiannakis, Stavros
2
Delage, Erick
2
Fernández, Viviana
2
Guégan, Dominique
2
Hassani, Bertrand
2
Härdle, Wolfgang
2
Lazar, Emese
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Righi, Marcelo Brutti
2
Sartore, Domenico
2
Sit, Tony
2
Troster, Victor
2
Uddin, Mohammed Gazi Salah
2
Wang, Chao
2
Wong, Hoi Ying
2
Zarangas, Leonidas P.
2
Zhao, Yang
2
Afonso, António
1
Ahelegbey, Daniel Felix
1
Akinsomi, Omokolade
1
Al-Titi, Omar
1
Alzahrani, Mohammed
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Published in...
All
International review of financial analysis
Quantitative finance
Working papers
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Finance research letters
107
Risks : open access journal
106
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Working paper
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
more ...
less ...
Source
All
ECONIS (ZBW)
160
Showing
1
-
10
of
160
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
3
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
6
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
9
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
10
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->