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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Bankrisiko"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Finanzkrise
Forecasting model
Prognoseverfahren
Risk
Risikomaß
304
Risk measure
304
Portfolio selection
134
Portfolio-Management
134
Theorie
124
Theory
124
Risikomanagement
92
Risk management
92
Risiko
72
Estimation
48
Schätzung
48
Statistical distribution
48
Statistische Verteilung
48
ARCH model
46
ARCH-Modell
46
Measurement
46
Messung
46
Volatility
35
Volatilität
35
Credit risk
34
Kreditrisiko
34
Basel Accord
30
Basler Akkord
30
Estimation theory
29
Schätztheorie
29
Capital income
27
Financial crisis
27
Kapitaleinkommen
27
Bank risk
25
Financial services
24
Finanzdienstleistung
24
Systemic risk
22
Systemrisiko
20
Multivariate Verteilung
18
Multivariate distribution
18
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121
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121
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121
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English
121
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Weiß, Gregor
4
Ziggel, Daniel
4
Brandtner, Mario
3
Daníelsson, Jón
3
Rösch, Daniel
3
Wied, Dominik
3
Armstrong, John
2
Berens, Tobias
2
Breuer, Thomas
2
Brigo, Damiano
2
Cotter, John
2
Dias, Alexandra
2
Embrechts, Paul
2
Kratz, Marie
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pitera, Marcin
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Abad, Pilar
1
Abduraimova, Kumushoy
1
Adrian, Tobias
1
Allen, Linda
1
Alles, Lakshman
1
Amendola, Alessandra
1
An, Yunbi
1
Anand, Abhinav
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Auer, Benjamin R.
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Belles-Sampera, James
1
Bellini, Fabio
1
Benito Muela, Sonia
1
Bernard, Carole
1
Bertagna, Andrea
1
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Journal of banking & finance
Journal of risk
Insurance / Mathematics & economics
130
Finance research letters
68
Risks : open access journal
64
European journal of operational research : EJOR
62
International journal of forecasting
49
International review of financial analysis
39
Quantitative finance
37
Discussion paper / Tinbergen Institute
36
Economic modelling
36
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
33
Energy economics
30
International review of economics & finance : IREF
29
Journal of empirical finance
25
Applied economics
24
The journal of risk model validation
24
Computational economics
23
Journal of risk and financial management : JRFM
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
The journal of operational risk
21
Journal of economic dynamics & control
20
The European journal of finance
20
International journal of theoretical and applied finance
19
Journal of international financial markets, institutions & money
19
Pacific-Basin finance journal
19
Research paper series / Swiss Finance Institute
19
Scandinavian actuarial journal
19
Applied economics letters
17
Journal of econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
Working paper
16
Research in international business and finance
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ECONIS (ZBW)
121
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10
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121
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1
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:
2
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:
3
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:
4
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
5
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
6
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
7
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
8
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
9
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
10
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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