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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theorie"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Theorie
Risikomaß
181
Risk measure
181
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
Finanzkrise
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
Financial services
14
Finanzdienstleistung
14
Welt
14
World
14
Expected shortfall
13
Value-at-Risk
13
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115
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115
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115
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English
115
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Paterlini, Sandra
3
Weiß, Gregor
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dowd, Kevin
2
Huisman, Ronald
2
Koedijk, Kees
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Zhu, Shushang
2
Ziggel, Daniel
2
Alcock, Jamie
1
Alexander, Carol
1
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Aramonte, Sirio
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Bedendo, Mascia
1
Bellini, Fabio
1
Berens, Tobias
1
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
197
European journal of operational research : EJOR
101
Risks : open access journal
91
Finance research letters
76
Journal of risk
63
International journal of forecasting
52
International review of financial analysis
52
Quantitative finance
52
Economic modelling
51
Discussion paper / Tinbergen Institute
44
Journal of empirical finance
43
The journal of risk model validation
38
Energy economics
37
Applied economics
36
Journal of forecasting
35
The North American journal of economics and finance : a journal of financial economics studies
35
International journal of theoretical and applied finance
34
Journal of risk and financial management : JRFM
34
The journal of operational risk
31
Finance and stochastics
30
Computational economics
29
The European journal of finance
29
Journal of econometrics
28
Scandinavian actuarial journal
28
International review of economics & finance : IREF
27
Journal of economic dynamics & control
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Journal of risk management in financial institutions
25
Mathematics and financial economics
25
SFB 649 discussion paper
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
23
Applied economics letters
22
Journal of financial econometrics
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
115
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115
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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
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:
4
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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
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