//--> //--> //--> //-->
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"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risiko"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Prognoseverfahren
Risiko
Risikomaß
123
Risk measure
123
Portfolio selection
57
Portfolio-Management
57
Theorie
41
Theory
41
Risikomanagement
40
Risk management
40
Risk
27
Measurement
25
Messung
25
ARCH model
23
ARCH-Modell
23
Estimation
23
Schätzung
23
Estimation theory
21
Schätztheorie
21
Statistical distribution
18
Statistische Verteilung
18
value-at-risk (VaR)
18
Volatility
14
Volatilität
14
Basel Accord
12
Basler Akkord
12
Credit risk
12
Forecasting model
12
Kreditrisiko
12
Capital income
11
Kapitaleinkommen
11
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
Original research
8
Ausreißer
7
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Righi, Marcelo Brutti
2
Ziggel, Daniel
2
Abad, Pilar
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Auer, Benjamin R.
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berens, Tobias
1
Berger, Theo
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Braun, Valentin
1
Candila, Vincenzo
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
1
Chen, Yanhong
1
Cotter, John
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Dionne, Georges
1
Dorfleitner, Gregor
1
Emmer, Susanne
1
Ernst, Cornelia
1
Ewen, Martin
1
Gaigall, Daniel
1
Ghorbel, Ahmed
1
Gleißner, Werner
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hanly, Jim
1
Hassani, Samir Saissi
1
Hesse, Frederik
1
Jadhav, Deepak
1
more ...
less ...
Published in...
All
Journal of risk
Insurance / Mathematics & economics
139
Risks : open access journal
69
Journal of banking & finance
66
European journal of operational research : EJOR
65
Finance research letters
61
International journal of forecasting
52
Quantitative finance
41
International review of financial analysis
39
Energy economics
38
Economic modelling
35
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
32
Applied economics
31
Discussion paper / Tinbergen Institute
28
Journal of empirical finance
27
Journal of risk and financial management : JRFM
27
International review of economics & finance : IREF
25
The journal of risk model validation
24
Computational economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance and stochastics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Mathematics of operations research
21
Pacific-Basin finance journal
20
Scandinavian actuarial journal
20
The European journal of finance
20
International journal of theoretical and applied finance
18
Journal of financial econometrics
18
Operations research
18
SFB 649 discussion paper
18
Mathematics and financial economics
17
Applied economics letters
16
Research paper series / Swiss Finance Institute
16
Journal of economic dynamics & control
15
Journal of mathematical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of international financial markets, institutions & money
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Working paper
14
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
2
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
3
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
4
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
5
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
6
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->