//--> //--> //--> //-->
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:"Kaserer, Christoph"
~person:"Pérez Amaral, Teodosio"
~type_genre:"Arbeitspapier"
~type_genre:"Thesis"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
29
Risk measure
29
Basel Accord
25
Basler Akkord
25
Financial crisis
13
Finanzkrise
13
Portfolio selection
13
Portfolio-Management
13
Forecasting model
12
Prognoseverfahren
12
Welt
11
World
11
2008-2009
5
Ausreißer
5
Outliers
5
Risk management
5
Value-at-Risk (VaR)
5
Volatility
5
Volatilität
5
2008-2010
4
ARCH model
4
ARCH-Modell
4
Bank
4
Bank risk
4
Bankrisiko
4
Daily capital charges
4
Derivat
4
Derivative
4
Optimizing strategy
4
Risikomanagement
4
Violation penalties
4
Aggressive or conservative risk management strategies
3
BRICS countries
3
BRICS-Staaten
3
Corporate disclosure
3
Country risk
3
Currency speculation
3
Dominanztest
3
Financial services
3
Finanzdienstleistung
3
more ...
less ...
Online availability
All
Free
28
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
Thesis
Graue Literatur
29
Non-commercial literature
29
Working Paper
28
Article in journal
11
Aufsatz in Zeitschrift
11
Hochschulschrift
1
more ...
less ...
Language
All
English
29
Author
All
Kaserer, Christoph
Pérez Amaral, Teodosio
McAleer, Michael
61
Allen, David E.
27
Härdle, Wolfgang
20
Jiménez-Martín, Juan-Ángel
19
Chang, Chia-Lin
18
Vries, Casper G. de
18
Daníelsson, Jón
15
Huschens, Stefan
14
Powell, Robert
14
Caporin, Massimiliano
12
Giot, Pierre
12
Lucas, André
12
Stoja, Evarist
12
Paolella, Marc S.
10
Albrecht, Peter
9
Chlebus, Marcin
9
Gouriéroux, Christian
9
Mittnik, Stefan
9
Bauwens, Luc
8
Chen Zhou
8
Dijk, Herman K. van
8
Fortin, Ines
8
Hassani, Samir Saissi
8
Schaumburg, Julia
8
Schienle, Melanie
8
Dhaene, Jan
7
Dowd, Kevin
7
Hammoudeh, Shawkat
7
Hoogerheide, Lennart
7
Hyung, Namwon
7
Rengifo, Erick W.
7
Scaillet, Olivier
7
Singh, Abhay Kumar
7
Yoshiba, Toshinao
7
Barone-Adesi, Giovanni
6
Billio, Monica
6
Blake, David
6
Cai, Zongwu
6
Daouia, Abdelaati
6
more ...
less ...
Published in...
All
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
7
Working paper
7
CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
3
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing
expected
shortfall
over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
shifting the quantitative risk metrics system from Value-at-Risk (VaR) to
Expected
Shortfall
(ES). The Basel Committee on …
Persistent link: https://www.econbiz.de/10011431395
Saved in:
2
A stochastic dominance approach to the Basel III dilemma :
expected
shortfall
or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
system from Value-at-Risk (VaR) to
Expected
Shortfall
(ES). The BCBS (2013) noted that - a number of weaknesses have been …
Persistent link: https://www.econbiz.de/10010532611
Saved in:
3
Choosing
expected
shortfall
over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
A stochastic dominance approach to the Basel III dilemma :
expected
shortfall
or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
5
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
7
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
10
Systemic Risk, systemic importance and banking sector risk contagion dependencies
Lahmann, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009670510
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->