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~isPartOf:"Journal of banking & finance"
~isPartOf:"Operations research"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Risikomaß
207
Risk measure
207
Theorie
103
Theory
103
Portfolio selection
94
Portfolio-Management
94
Risiko
63
Risikomanagement
58
Risk management
58
Measurement
30
Messung
30
Statistical distribution
30
Statistische Verteilung
30
Estimation
28
Schätzung
28
ARCH model
24
ARCH-Modell
24
Credit risk
23
Kreditrisiko
23
Financial crisis
22
Finanzkrise
22
Systemic risk
21
Volatility
21
Volatilität
21
Basel Accord
19
Basler Akkord
19
Systemrisiko
19
Bank risk
16
Capital income
16
Kapitaleinkommen
16
Financial services
15
Finanzdienstleistung
15
Mathematical programming
15
Mathematische Optimierung
15
Welt
14
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14
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82
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82
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82
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English
82
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Wang, Ruodu
4
Brandtner, Mario
3
Daníelsson, Jón
3
Embrechts, Paul
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Delage, Erick
2
Kley, Oliver
2
Klüppelberg, Claudia
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Atamtürk, Alper
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Berens, Tobias
1
Boucher, Christophe
1
Brechmann, Eike
1
Broadie, Mark
1
Brownlees, Christian
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chabot, Ben
1
Chen, Jingnan
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
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Journal of banking & finance
Operations research
Insurance / Mathematics & economics
130
European journal of operational research : EJOR
65
Risks : open access journal
64
Finance research letters
60
International journal of forecasting
49
Journal of risk
45
Quantitative finance
38
International review of financial analysis
36
Economic modelling
33
Journal of forecasting
33
Discussion paper / Tinbergen Institute
30
Energy economics
29
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of empirical finance
25
International review of economics & finance : IREF
24
The journal of risk model validation
24
Applied economics
23
Computational economics
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
The journal of operational risk
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Pacific-Basin finance journal
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of financial econometrics
17
Mathematics and financial economics
17
Journal of economic dynamics & control
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working papers
15
Applied economics letters
14
Journal of econometrics
14
Journal of mathematical finance
14
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ECONIS (ZBW)
82
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82
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date (oldest first)
1
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
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:
3
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
4
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:
5
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
6
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
7
Dynamic risked equilibrium
Ferris, Michael C.
;
Philpott, Andy
- In:
Operations research
70
(
2022
)
3
,
pp. 1933-1952
Persistent link: https://www.econbiz.de/10013366305
Saved in:
8
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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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