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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Financial services"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Financial services
Finanzkrise
Forecasting model
Prognoseverfahren
Risk
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
Financial crisis
22
Kreditrisiko
22
Measurement
21
Messung
21
Volatility
21
Volatilität
21
Systemic risk
19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Finanzdienstleistung
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
13
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Undetermined
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Article
79
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79
Aufsatz in Zeitschrift
79
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English
79
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Dias, Alexandra
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
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Bellini, Fabio
1
Berens, Tobias
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Chabot, Ben
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
Consigli, Giorgio
1
Cotter, John
1
Csiszár, Imre
1
Cui, Xuecan
1
Cui, Xueting
1
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Journal of banking & finance
Insurance / Mathematics & economics
131
Finance research letters
71
Risks : open access journal
68
European journal of operational research : EJOR
63
Journal of risk
52
International journal of forecasting
49
International review of financial analysis
39
Quantitative finance
38
Economic modelling
37
Discussion paper / Tinbergen Institute
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
The journal of risk model validation
26
Journal of empirical finance
25
Applied economics
24
Computational economics
24
The European journal of finance
23
The journal of operational risk
23
International journal of theoretical and applied finance
22
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
Journal of economic dynamics & control
20
Journal of international financial markets, institutions & money
19
Pacific-Basin finance journal
19
Research paper series / Swiss Finance Institute
19
Scandinavian actuarial journal
19
Journal of econometrics
18
Operations research
18
Applied economics letters
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Journal of financial econometrics
16
Working paper
16
Research in international business and finance
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ECONIS (ZBW)
79
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79
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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
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:
5
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:
6
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
7
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:
8
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:
9
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:
10
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
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