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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Bankrisiko
Forecasting model
Kapitaleinkommen
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
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Credit risk
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Financial crisis
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Kreditrisiko
22
Measurement
21
Messung
21
Volatility
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Volatilität
21
Systemic risk
19
Basel Accord
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Basler Akkord
18
Systemrisiko
17
Capital income
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Bank risk
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Financial services
14
Finanzdienstleistung
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World
14
Expected shortfall
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English
72
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Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Bali, Turan G.
2
Breuer, Thomas
2
Brigo, Damiano
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
Baek, Seungho
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Berens, Tobias
1
Bilson, John F.
1
Boubaker, Heni
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Candelon, Bertrand
1
Chabot, Ben
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
Cotter, John
1
Csiszár, Imre
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Cui, Xueting
1
Czado, Claudia
1
Di Lascio, F. Marta L.
1
DiTraglia, Francis J.
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Journal of banking & finance
Insurance / Mathematics & economics
139
Risks : open access journal
67
European journal of operational research : EJOR
63
Finance research letters
57
Journal of risk
51
International journal of forecasting
47
International review of financial analysis
41
Quantitative finance
39
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of forecasting
35
Economic modelling
34
Discussion paper / Tinbergen Institute
33
Energy economics
31
Applied economics
29
Journal of empirical finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
The journal of risk model validation
23
Computational economics
22
Mathematics of operations research
22
Finance and stochastics
21
International review of economics & finance : IREF
21
Pacific-Basin finance journal
21
Research paper series / Swiss Finance Institute
21
International journal of theoretical and applied finance
20
Journal of econometrics
20
Journal of risk management in financial institutions
20
Research in international business and finance
20
The journal of operational risk
20
Journal of financial econometrics
19
Scandinavian actuarial journal
19
The European journal of finance
19
Journal of economic dynamics & control
18
Working papers
18
Econometric Institute research papers
17
Journal of international financial markets, institutions & money
17
Journal of mathematical finance
17
Mathematics and financial economics
17
Operations research
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ECONIS (ZBW)
72
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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
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
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:
4
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:
5
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:
6
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:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
10
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
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