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~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematics of operations research"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Estimation
Prognoseverfahren
Risk
Risikomaß
259
Risk measure
259
Theorie
139
Theory
139
Portfolio selection
124
Portfolio-Management
124
Risiko
94
Risikomanagement
76
Risk management
76
Measurement
56
Messung
56
Statistical distribution
44
Statistische Verteilung
44
Schätzung
37
ARCH model
31
ARCH-Modell
31
Volatility
27
Volatilität
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Capital income
24
Credit risk
24
Forecasting model
24
Kapitaleinkommen
24
Kreditrisiko
24
Expected shortfall
23
Financial crisis
22
Finanzkrise
22
Basel Accord
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Basler Akkord
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Systemic risk
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Financial services
19
Finanzdienstleistung
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Systemrisiko
19
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17
Bankrisiko
17
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127
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English
127
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Weiß, Gregor
5
Brandtner, Mario
4
Daníelsson, Jón
3
Gerlach, Richard
3
Pichler, Alois
3
Wang, Ruodu
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Chen, Qian
2
Chen, Yi-Hsuan
2
Delage, Erick
2
Escanciano, Juan Carlos
2
Feinstein, Zachary
2
Härdle, Wolfgang
2
Krätschmer, Volker
2
Kürsten, Wolfgang
2
Laeven, Roger J. A.
2
Li, Jonathan Yu-Meng
2
Liu, Fangda
2
Marzban, Saeed
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rosazza Gianin, Emanuela
2
Rudloff, Birgit
2
Rösch, Daniel
2
Schlotter, Ruben
2
Stadje, Mitja
2
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Alexander, Carol
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Banulescu, Georgiana-Denisa
1
Bartl, Daniel
1
Bellini, Fabio
1
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Journal of banking & finance
Mathematics of operations research
Quantitative finance
Insurance / Mathematics & economics
133
Risks : open access journal
65
Finance research letters
60
European journal of operational research : EJOR
59
International journal of forecasting
52
Journal of risk
49
International review of financial analysis
36
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of risk model validation
35
Economic modelling
34
Energy economics
34
Journal of forecasting
34
Discussion paper / Tinbergen Institute
33
Journal of empirical finance
32
Applied economics
28
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
25
Computational economics
24
Journal of econometrics
23
Finance and stochastics
21
International journal of theoretical and applied finance
20
Working papers
20
Journal of economic dynamics & control
19
Journal of financial econometrics
19
Operations research
19
Pacific-Basin finance journal
19
Scandinavian actuarial journal
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Mathematics and financial economics
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of mathematical finance
17
Research in international business and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics letters
15
Econometric Institute research papers
14
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ECONIS (ZBW)
127
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
8
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
9
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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