//--> //--> //-->
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 risk"
~person:"Embrechts, Paul"
~person:"Florentin, Clément"
~person:"Kratz, Marie"
~subject:"Portfolio selection"
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:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Measurement
2
Messung
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basel Committee
1
Basler Akkord
1
Credit risk
1
Diversification
1
Diversifikation
1
Kreditrisiko
1
Risiko
1
Risk
1
backtesting
1
capital allocation
1
coherence
1
conditional elicitability
1
counterparty risk
1
diversification
1
elliptical distributions
1
granularity adjustment (GA)
1
internal models
1
market risk
1
model risk
1
quantitative risk management
1
risk measures
1
robustness
1
standard models
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Embrechts, Paul
Florentin, Clément
Kratz, Marie
Berger, Theo
2
Boudt, Kris
2
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Belles-Sampera, James
1
Berens, Tobias
1
Bertagna, Andrea
1
Boeve, Rolf
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Braun, Valentin
1
Buchner, Axel
1
Butler, Andrew
1
Carl, Peter
1
Ceretta, Paulo Sergio
1
Chen, Jiusheng
1
Chmielowski, Piotr
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Croux, Christophe
1
Cui, Xueting
1
Dalai, M.
1
Davis, Benjamin
1
Deaton, Brian D.
1
Deege, Matthias
1
Deliu, Dragos
1
Deng, Geng
1
Desmettre, Sascha
1
Dulaney, Tim
1
Eisenberg, Larry
1
Emmer, Susanne
1
Ewen, Martin
1
Fermanian, Jean-David
1
Gaigall, Daniel
1
more ...
less ...
Published in...
All
Journal of risk
Operations research
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Finance and stochastics
1
Journal of banking & finance
1
Research paper series / Swiss Finance Institute
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
2
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->