//--> //--> //--> //-->
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
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Risk"
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
Prognoseverfahren
Risk measure
Risk
Risikomaß
7,059
Theorie
3,345
Theory
3,345
Portfolio selection
2,605
Portfolio-Management
2,605
Risikomanagement
2,069
Risk management
2,049
Risiko
2,047
Messung
1,142
Measurement
1,131
Statistical distribution
1,105
Statistische Verteilung
1,105
Estimation
1,060
Schätzung
1,058
ARCH model
1,005
ARCH-Modell
1,005
Volatilität
927
Volatility
924
Forecasting model
895
Capital income
763
Kapitaleinkommen
763
Kreditrisiko
552
Credit risk
541
Outliers
490
Ausreißer
488
Estimation theory
473
Schätztheorie
473
Bank risk
460
Bankrisiko
460
Financial crisis
460
Finanzkrise
459
Multivariate Verteilung
451
Multivariate distribution
451
Basel Accord
441
Basler Akkord
441
Systemic risk
406
Welt
405
more ...
less ...
Online availability
All
Undetermined
2,283
Free
2,268
Type of publication
All
Article
4,696
Book / Working Paper
2,377
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,346
Aufsatz in Zeitschrift
4,346
Graue Literatur
1,029
Non-commercial literature
1,029
Working Paper
983
Arbeitspapier
982
Aufsatz im Buch
308
Book section
308
Hochschulschrift
127
Thesis
85
Collection of articles of several authors
42
Sammelwerk
42
Collection of articles written by one author
36
Sammlung
36
Conference paper
22
Konferenzbeitrag
22
Aufsatzsammlung
14
Lehrbuch
13
Textbook
13
Case study
9
Fallstudie
9
Konferenzschrift
9
Bibliografie enthalten
6
Bibliography included
6
Conference proceedings
5
Glossar enthalten
4
Glossary included
4
Handbook
4
Handbuch
4
Systematic review
4
Übersichtsarbeit
4
Amtsdruckschrift
3
Bibliografie
3
Forschungsbericht
3
Government document
3
Festschrift
2
Ratgeber
2
Accompanied by computer file
1
Article
1
Biografie
1
more ...
less ...
Language
All
English
German
372
Undetermined
28
Spanish
19
French
16
Polish
5
Italian
4
Portuguese
2
Czech
1
Croatian
1
more ...
less ...
Author
All
McAleer, Michael
93
Wang, Ruodu
45
Allen, David E.
42
Härdle, Wolfgang
40
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Vanduffel, Steven
28
Dowd, Kevin
27
Polanski, Arnold
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Powell, Robert
24
Caporin, Massimiliano
23
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Dhaene, Jan
20
Giot, Pierre
20
Paolella, Marc S.
20
Bernard, Carole
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Wied, Dominik
19
Tsanakas, Andreas
18
Boonen, Tim J.
17
Lucas, André
17
Mao, Tiantian
17
Cai, Jun
16
Chlebus, Marcin
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
Singh, Abhay Kumar
16
Tiwari, Aviral Kumar
16
more ...
less ...
Institution
All
National Bureau of Economic Research
13
Basel Committee on Banking Supervision
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Konstanz
2
Banco Central do Brasil
1
Bergische Universität Wuppertal
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Federal Reserve Bank of St. Louis
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
Harvard Institute for International Development
1
International Monetary Fund
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Massachusetts Institute of Technology / Department of Economics
1
Melbourne Business School
1
Palgrave Macmillan <Firma>
1
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Technische Universität Chemnitz
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
115
Finance research letters
110
Risks : open access journal
109
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Finance and stochastics
31
Working papers
31
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
more ...
less ...
Source
All
ECONIS (ZBW)
7,069
RePEc
3
EconStor
2
Showing
1
-
10
of
7,074
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
2
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
3
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
4
Estimating Value at Risk and expected shortfall : a Kalman filter approach
Lecq, Max van der
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014567063
Saved in:
5
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
6
Simulating credit loss distributions : empirical versus the Vasicek model
Milonas, Natasa
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
2
,
pp. 77-88
Persistent link: https://www.econbiz.de/10014584054
Saved in:
7
Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer
;
Boado-Penas, María del Carmen
; …
-
2024
Persistent link: https://www.econbiz.de/10014631072
Saved in:
8
Value-at-risk under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Saved in:
9
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
10
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->