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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Statistical distribution"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Statistical distribution
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
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Finanzkrise
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Kreditrisiko
22
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Messung
21
Volatility
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Volatilität
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19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Financial services
14
Finanzdienstleistung
14
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World
14
Expected shortfall
13
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78
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78
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English
78
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Bali, Turan G.
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
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Berens, Tobias
1
Bernard, Carole
1
Biffi, Paola
1
Boubaker, Heni
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Candelon, Bertrand
1
Chabot, Ben
1
Chan, Kam Fong
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
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
169
Risks : open access journal
80
European journal of operational research : EJOR
71
Finance research letters
70
Journal of risk
55
International journal of forecasting
54
International review of financial analysis
44
Quantitative finance
43
Discussion paper / Tinbergen Institute
42
Economic modelling
42
The journal of operational risk
35
Energy economics
34
Journal of forecasting
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of empirical finance
32
The journal of risk model validation
32
Applied economics
31
Computational economics
28
International review of economics & finance : IREF
27
Journal of risk and financial management : JRFM
26
Journal of econometrics
25
Journal of risk management in financial institutions
23
Mathematics of operations research
23
Finance and stochastics
22
International journal of theoretical and applied finance
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Research paper series / Swiss Finance Institute
22
Scandinavian actuarial journal
22
The European journal of finance
21
Pacific-Basin finance journal
20
Applied economics letters
18
Operations research
18
Research in international business and finance
18
Working papers
18
Astin bulletin : the journal of the International Actuarial Association
17
Mathematics and financial economics
17
Econometric Institute research papers
16
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ECONIS (ZBW)
78
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78
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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