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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk
Theory
Risikomaß
270
Risk measure
270
Theorie
138
Portfolio selection
116
Portfolio-Management
116
Risikomanagement
70
Risk management
70
Risiko
64
ARCH model
52
ARCH-Modell
52
Statistical distribution
48
Statistische Verteilung
48
Estimation
44
Schätzung
44
Volatility
40
Volatilität
40
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36
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32
Finanzkrise
32
Capital income
31
Kapitaleinkommen
31
Measurement
28
Messung
28
Credit risk
26
Kreditrisiko
26
Systemic risk
24
Bank risk
21
Bankrisiko
21
Systemrisiko
21
Basel Accord
20
Basler Akkord
20
Value-at-Risk
20
Expected shortfall
19
Outliers
19
Ausreißer
18
Time series analysis
17
Welt
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180
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1
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English
181
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Koedijk, Kees
3
Li, Duan
3
McNeil, Alexander J.
3
Rösch, Daniel
3
Wied, Dominik
3
Zhu, Shushang
3
Acerbi, Carlo
2
Alexander, Gordon J.
2
Armstrong, John
2
Baptista, Alexandre M.
2
Berens, Tobias
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Caporin, Massimiliano
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Herrera, Rodrigo
2
Huisman, Ronald
2
Kellner, Ralf
2
León Valle, Ángel Manuel
2
Maillet, Bertrand
2
Molnár, Peter
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokhorov, Artem
2
Puccetti, Giovanni
2
Račev, Svetlozar T.
2
Rüschendorf, Ludger
2
Schneider, Judith Christiane
2
Schweizer, Nikolaus
2
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HFDF <2, 1998, Zürich>
1
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Journal of banking & finance
Journal of economic dynamics & control
Journal of empirical finance
Insurance / Mathematics & economics
196
European journal of operational research : EJOR
94
Risks : open access journal
87
Finance research letters
70
Journal of risk
57
International journal of forecasting
52
International review of financial analysis
49
Quantitative finance
49
Economic modelling
46
Discussion paper / Tinbergen Institute
43
The journal of risk model validation
37
Applied economics
35
Journal of forecasting
35
Energy economics
34
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Computational economics
28
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Mathematics and financial economics
25
SFB 649 discussion paper
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
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ECONIS (ZBW)
181
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
3
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
4
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
7
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
8
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
9
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
10
Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
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