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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Search: subject:"Expected Shortfall"
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Insolvenz
Portfolio selection
Verlust
Risikomaß
67
Risk measure
67
Volatility
31
Volatilität
31
Portfolio-Management
27
ARCH model
25
ARCH-Modell
25
Risk management
23
Risikomanagement
22
Capital income
21
Kapitaleinkommen
21
Estimation
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Schätzung
20
Multivariate Verteilung
14
Multivariate distribution
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Risiko
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Risk
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Aktienmarkt
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Börsenkurs
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Statistische Verteilung
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Ausreißer
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Hedging
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7
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27
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Kang, Sang Hoon
4
Mensi, Walid
4
Al-Jarrah, Idries Mohammad Wanas
3
Al-Yahyaee, Khamis Hamed
3
Hammoudeh, Shawkat
3
Mo, Guoli
2
Santos, Paulo Araújo
2
Tan, Chunzhi
2
Zhang, Weiguo
2
Al-Hassan, Abdullah
1
Alves, Isabel Fraga
1
Asai, Manabu
1
Bajo, Emanuele
1
Bao, Ying
1
Barbi, Massimiliano
1
Bouri, Elie
1
Changqing, Luo
1
Chen, Miao-Ling
1
Chen, Rongda
1
Demiralay, Sercan
1
Ding, Xiaoyi
1
Díaz Pérez, Antonio
1
Esparcia, Carlos
1
Garg, Jyoti
1
Gong, Xiaoli
1
Guillén, Montserrat
1
Gupta, Rangan
1
Haensly, Paul J.
1
Hamdi, Atef
1
Hsu, Ching-Chi
1
Huélamo, Diego
1
Jiang, Cuixia
1
Jimenez-Martin, Juan-Angel
1
Jin, Chenglu
1
Karmakar, Madhusudan
1
Li, Min-Jian
1
Li, Shuang
1
Lin, Saiyan
1
Liu, Fang
1
Liu, Lan
1
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
68
Journal of risk
58
Risks : open access journal
51
Finance research letters
48
Quantitative finance
40
Economic modelling
33
International review of financial analysis
31
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Journal of economic dynamics & control
21
Journal of empirical finance
21
The journal of risk model validation
21
Applied economics
20
Computational economics
19
The European journal of finance
19
Research in international business and finance
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Operations research
17
Research paper series / Swiss Finance Institute
17
International journal of forecasting
16
The journal of operational risk
16
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
The journal of credit risk : published quarterly by Incisive Media
15
Econometric Institute research papers
13
Journal of econometrics
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Energy economics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematics and financial economics
11
Operations research letters
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ECONIS (ZBW)
27
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1
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
Díaz Pérez, Antonio
;
Esparcia, Carlos
;
Huélamo, Diego
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014246895
Saved in:
2
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
3
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
4
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
7
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821981
Saved in:
8
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
9
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
10
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
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