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~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~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
217
Risk measure
217
Portfolio selection
94
Portfolio-Management
94
Theorie
87
Theory
87
Risk management
62
Risikomanagement
61
Risiko
51
Estimation
35
Schätzung
35
Statistical distribution
35
Statistische Verteilung
35
ARCH model
34
ARCH-Modell
34
Capital income
28
Kapitaleinkommen
28
Financial crisis
27
Systemic risk
26
Volatility
25
Volatilität
25
Credit risk
24
Kreditrisiko
24
Systemrisiko
24
Measurement
22
Messung
22
Bank risk
19
Value-at-Risk
19
Basel Accord
18
Basler Akkord
18
Welt
18
World
18
Financial services
16
Finanzdienstleistung
16
Expected shortfall
15
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Undetermined
53
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89
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89
Aufsatz in Zeitschrift
89
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English
89
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Chiang, Thomas C.
2
Dias, Alexandra
2
Härdle, Wolfgang
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
Abduraimova, Kumushoy
1
Ahmad, Wasim
1
Al Rababa'a, Abdel Razzaq
1
Allen, Linda
1
Alles, Lakshman
1
Alomari, Mohammad
1
Althof, Michael
1
An, Yunbi
1
Anand, Abhinav
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Bekiros, Stelios
1
Bellini, Fabio
1
Ben Amor, Souhir
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Caliskan, Hande
1
Cevik, Emrah I.
1
Chabot, Ben
1
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Journal of banking & finance
Research in international business and finance
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
Journal of risk
47
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
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ECONIS (ZBW)
89
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89
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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
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
4
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
5
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:
6
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
7
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
8
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:
9
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
Saved in:
10
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
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