//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Huisman, Ronald"
~person:"Ñíguez, Trino-Manuel"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
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:"Risk measure"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Theory
Risikomaß
4
Risk measure
4
Theorie
4
Backtesting
2
Expected shortfall
2
Portfolio selection
2
Portfolio-Management
2
1990-1998
1
ARCH model
1
ARCH-Modell
1
CAPM
1
Capital income
1
Conditional higher-order moments
1
Equity screening
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Kurtosis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Probability theory
1
Schätzung
1
Skewness
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Tail index
1
Tail-index
1
USA
1
Unimodality
1
United States
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Huisman, Ronald
Ñíguez, Trino-Manuel
Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Koedijk, Kees
3
McNeil, Alexander J.
3
Wied, Dominik
3
Acerbi, Carlo
2
Armstrong, John
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
León Valle, Ángel Manuel
2
Molnár, Peter
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokhorov, Artem
2
Puccetti, Giovanni
2
Račev, Svetlozar T.
2
Rösch, Daniel
2
Rüschendorf, Ludger
2
Tasche, Dirk
2
Wang, Ruodu
2
Zhu, Shushang
2
Ziggel, Daniel
2
Alcock, Jamie
1
Alexander, Carol
1
Allen, Linda
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of empirical finance
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Spanish economic review : SER
1
The European journal of finance
1
Working papers / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
Saved in:
2
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
3
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
4
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->