//--> //--> //--> //-->
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
~person:"Cai, Jun"
~person:"Stoja, Evarist"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Prognoseverfahren
Risk
Risikomaß
19
Risk measure
19
Risiko
14
Risikomanagement
14
Risk management
14
Portfolio-Management
8
Theorie
8
Theory
8
Measurement
6
Messung
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
4
Capital income
4
Kapitaleinkommen
4
Outliers
4
Börsenkurs
3
Forecasting model
3
Multidimensional value at risk
3
Reinsurance
3
Risikoprämie
3
Risk premium
3
Rückversicherung
3
Share price
3
Bank risk
2
Bankrisiko
2
Coherent risk measure
2
Credit risk
2
Decision under risk
2
Dependence in risk
2
Entscheidung unter Risiko
2
Financial investment
2
Financial services
2
Finanzdienstleistung
2
Forecast
2
Kapitalanlage
2
Kreditrisiko
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
17
Author
All
Cai, Jun
Stoja, Evarist
Wang, Ruodu
24
Righi, Marcelo Brutti
19
Hammoudeh, Shawkat
18
McAleer, Michael
14
Rosazza Gianin, Emanuela
13
Mao, Tiantian
12
Gerlach, Richard
11
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Balbás de la Corte, Alejandro
10
Brandtner, Mario
10
Fabozzi, Frank J.
10
Mensi, Walid
10
Müller, Fernanda Maria
10
Cheung, Ka Chun
9
Kang, Sang Hoon
9
Karmakar, Madhusudan
9
Pichler, Alois
9
Tang, Qihe
9
Tiwari, Aviral Kumar
9
Uryasev, Stan
9
Vanduffel, Steven
9
Balbás, Beatriz
8
Bellini, Fabio
8
Chen, Zhiping
8
Furman, Edward
8
Guillén, Montserrat
8
Gupta, Rangan
8
Kürsten, Wolfgang
8
Rudloff, Birgit
8
Taylor, James W.
8
Weiß, Gregor
8
Zhu, Shushang
8
Asimit, Alexandru V.
7
Bernard, Carole
7
Boonen, Tim J.
7
Chen, Cathy W. S.
7
Daníelsson, Jón
7
Degiannakis, Stavros
7
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
4
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
5
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
6
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
7
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
8
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
9
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
10
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->