//--> //--> //--> //-->
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:"Daníelsson, Jón"
~person:"Dhaene, Jan"
~person:"Polanski, Arnold"
~person:"Pérez Amaral, Teodosio"
~type_genre:"Aufsatz in Zeitschrift"
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:"Value at Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
33
Risk measure
33
Theorie
15
Theory
15
Portfolio selection
14
Portfolio-Management
14
Risikomanagement
14
Risk management
14
Risiko
12
Risk
12
Basel Accord
9
Basler Akkord
9
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
Financial services
6
Finanzdienstleistung
6
Financial crisis
5
Finanzkrise
5
Bank risk
4
Bankrisiko
4
Volatility
4
Volatilität
4
Welt
4
World
4
Ausreißer
3
Capital income
3
Daily capital charges
3
Forecast
3
Global financial crisis
3
Kapitaleinkommen
3
Measurement
3
Messung
3
Multidimensional value at risk
3
Outliers
3
Prognose
3
Systemic risk
3
ARCH model
2
ARCH-Modell
2
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
57
Arbeitspapier
53
Graue Literatur
51
Non-commercial literature
51
Article in journal
33
Aufsatz im Buch
2
Book section
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
33
Author
All
Daníelsson, Jón
Dhaene, Jan
Polanski, Arnold
Pérez Amaral, Teodosio
Wang, Ruodu
29
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Cheung, Ka Chun
14
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cai, Jun
13
Härdle, Wolfgang
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Brandtner, Mario
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Ji, Qiang
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Bernard, Carole
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
more ...
less ...
Published in...
All
Journal of banking & finance
5
Journal of forecasting
4
Insurance / Mathematics & economics
3
International journal of forecasting
2
Journal of econometrics
2
Journal of financial stability
2
Scandinavian actuarial journal
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Annals of finance
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
International review of economics & finance : IREF
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Managerial finance
1
Monetary and economic studies
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tijdschrift voor economie en management
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-Risk
, Tail
Value-at-Risk
and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
2
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:
3
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
5
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
6
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
7
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
8
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
9
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
10
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->