//--> //--> //--> //-->
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:"Research paper series / Swiss Finance Institute"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Measurement
Volatility
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Risk
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
Financial crisis
22
Finanzkrise
22
Kreditrisiko
22
Messung
21
Volatilität
21
Systemic risk
19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Bankrisiko
15
Financial services
14
Finanzdienstleistung
14
Forecasting model
14
Prognoseverfahren
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
13
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
50
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
50
Author
All
Brandtner, Mario
2
Breuer, Thomas
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Abduraimova, Kumushoy
1
Armstrong, John
1
Audrino, Francesco
1
Barone-Adesi, Giovanni
1
Bedendo, Mascia
1
Bellini, Fabio
1
Brigo, Damiano
1
Brownlees, Christian
1
Candelon, Bertrand
1
Chabot, Ben
1
Chan, Kam Fong
1
Chen Zhou
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Cotter, John
1
Csiszár, Imre
1
Daníelsson, Jón
1
DiTraglia, Francis J.
1
Dias, Alexandra
1
Dowd, Kevin
1
Ergün, Tolga A.
1
Faff, Robert W.
1
Furman, Edward
1
Gagnon, Marie-Hélène
1
Gatzert, Nadine
1
Gerlach, Jeffrey R.
1
Ghysels, Eric
1
Girardi, Giulio
1
Gordy, Michael B.
1
Gravelle, Toni
1
Gómez, Fabio
1
Hammoudeh, Shawkat
1
Hodges, Stewart D.
1
Hua, Jian
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Journal of banking & finance
Research paper series / Swiss Finance Institute
Insurance / Mathematics & economics
115
Finance research letters
48
Journal of risk
44
Energy economics
41
Risks : open access journal
41
The North American journal of economics and finance : a journal of financial economics studies
38
European journal of operational research : EJOR
34
International review of financial analysis
31
Applied economics
28
Economic modelling
27
Journal of empirical finance
24
The journal of risk model validation
24
International journal of forecasting
23
Journal of risk and financial management : JRFM
23
Quantitative finance
23
International review of economics & finance : IREF
22
International journal of theoretical and applied finance
20
Mathematics of operations research
19
Computational economics
17
Finance and stochastics
17
Journal of international financial markets, institutions & money
17
Mathematics and financial economics
17
Journal of forecasting
16
Journal of mathematical finance
16
The journal of operational risk
15
Journal of econometrics
14
Scandinavian actuarial journal
14
Journal of financial econometrics
13
The European journal of finance
13
Applied economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Pacific-Basin finance journal
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Astin bulletin : the journal of the International Actuarial Association
9
Financial innovation : FIN
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
3
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:
4
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
5
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
6
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
7
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
8
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
9
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
10
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->