//--> //--> //--> //-->
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"
~subject:"Statistische Verteilung"
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
Statistische Verteilung
Risikomaß
120
Risk measure
120
Theorie
63
Theory
63
Portfolio selection
62
Portfolio-Management
62
Risiko
46
Risk
46
Risikomanagement
34
Risk management
34
Capital income
28
Kapitaleinkommen
28
Estimation
26
Schätzung
26
Measurement
24
Messung
24
Statistical distribution
24
Volatility
24
Volatilität
24
Forecasting model
23
Prognoseverfahren
23
ARCH model
22
ARCH-Modell
22
Expected shortfall
18
Value-at-risk
18
Aktienmarkt
13
Multivariate Verteilung
13
Multivariate distribution
13
Stock market
13
Systemic risk
13
Systemrisiko
13
Time series analysis
12
Zeitreihenanalyse
12
Ausreißer
11
Outliers
11
Welt
11
World
11
CAPM
10
Financial crisis
10
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Conference paper
1
Konferenzbeitrag
1
Language
All
English
24
Author
All
Lazar, Emese
2
Zarangas, Leonidas P.
2
Alexander, Carol
1
Argyropoulos, Christos
1
Bee, Marco
1
Birge, John R.
1
Brooks, Robert
1
Chen, Qian
1
Chen, Wilson Ye
1
Chen, Yi-Hsuan
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
DeBoyrie, Maria Eugenia
1
Diamandis, Panayotis F.
1
Ding, Rui
1
Do, Hung Xuan
1
Drakos, Anastassios A.
1
Eom, Cheoljun
1
Eom, Yunsung
1
Fan, Caiyun
1
Fan, Zhengyang
1
Garcia-Jorcano, Laura
1
Gerlach, Richard
1
Gerlach, Richard H.
1
Giacometti, Rosella
1
González Sánchez, Mariano
1
Hambuckers, J.
1
Härdle, Wolfgang
1
Ji, Ran
1
John, Kose
1
Jutamas Wongkantarakorn
1
Kouretas, Georgios P.
1
Lee, Yong Woong
1
Lejeune, Miguel A.
1
Li, Handong
1
Li, Jingrui
1
Makris, I.
1
Massaporn Cheuathonghua
1
Mausser, Helmut
1
Mihoci, Andrija
1
more ...
less ...
Published in...
All
International review of financial analysis
Quantitative finance
Insurance / Mathematics & economics
76
Journal of banking & finance
30
International journal of forecasting
24
Risks : open access journal
24
Discussion paper / Tinbergen Institute
21
The journal of operational risk
19
Journal of risk
17
Economic modelling
16
Applied economics
15
Journal of econometrics
15
Journal of empirical finance
15
Finance research letters
13
The journal of risk model validation
13
Journal of financial econometrics
12
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
European journal of operational research : EJOR
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Working papers
10
Astin bulletin : the journal of the International Actuarial Association
9
Computational economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research paper series / Swiss Finance Institute
8
Pacific-Basin finance journal
7
Journal of risk management in financial institutions
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
International journal of theoretical and applied finance
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
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
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:
3
Left-tail momentum and tail properties of return distributions : a case of Korea
Eom, Cheoljun
;
Eom, Yunsung
;
Park, Jong Won
- In:
International review of financial analysis
87
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014457498
Saved in:
4
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
5
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
6
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
9
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
10
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->