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~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Risk measure"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH-Modell
Estimation
Measurement
Risk measure
Risikomaß
413
Theorie
200
Theory
200
Portfolio selection
124
Portfolio-Management
124
Risikomanagement
112
Risk management
112
Risiko
67
Risk
67
Messung
57
Bank risk
55
Bankrisiko
55
Credit risk
44
Kreditrisiko
44
Schätzung
37
Basel Accord
35
Basler Akkord
35
Volatility
30
Volatilität
30
ARCH model
29
Deutschland
25
Germany
24
Capital income
21
Kapitaleinkommen
21
Statistical distribution
21
Statistische Verteilung
21
Bank
19
Multivariate Verteilung
19
Multivariate distribution
19
Ausreißer
18
Forecasting model
18
Outliers
18
Prognoseverfahren
18
Estimation theory
16
Market risk
16
Schätztheorie
16
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Online availability
All
Undetermined
80
Free
4
Type of publication
All
Article
412
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Konferenzbeitrag
Article in journal
4,433
Aufsatz in Zeitschrift
4,433
Graue Literatur
1,100
Non-commercial literature
1,100
Arbeitspapier
1,025
Working Paper
1,025
Book section
398
Hochschulschrift
215
Thesis
159
Collection of articles of several authors
53
Sammelwerk
53
Collection of articles written by one author
37
Sammlung
37
Conference paper
23
Lehrbuch
22
Aufsatzsammlung
20
Textbook
20
Case study
13
Fallstudie
13
Bibliografie enthalten
9
Bibliography included
9
Handbook
9
Handbuch
9
Konferenzschrift
9
Conference proceedings
5
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
Glossary included
4
Ratgeber
4
Amtsdruckschrift
3
Bibliografie
3
Forschungsbericht
3
Government document
3
Mehrbändiges Werk
3
Multi-volume publication
3
Festschrift
2
Guidebook
2
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Language
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English
320
German
90
French
3
Author
All
Locarek-Junge, Hermann
7
Dowd, Kevin
5
Huschens, Stefan
5
Straßberger, Mario
5
Härdle, Wolfgang
4
Stahl, Gerhard
4
Theiler, Ursula
4
Eufinger, Christian
3
Hommel, Ulrich
3
Johanning, Lutz
3
Prinzler, Ralf
3
Richter, Björn
3
Songsak Sriboonchitta
3
Albrecht, Peter
2
Bakiev, Djamshid
2
Berens, Tobias
2
Broll, Udo
2
Brunnermeier, Markus Konrad
2
Bühler, Wolfgang
2
Caillault, Cyril
2
Chen, Shi
2
Christoffersen, Peter F.
2
Culp, Christopher L.
2
Diebold, Francis X.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Fabozzi, Frank J.
2
Fantazzini, Dean
2
Gaumert, Uwe
2
Gleißner, Werner
2
Greguš, Michal
2
Holtorf, Claudia
2
Hübner, Georges
2
Jajuga, Krzysztof
2
Janabi, Mazin A. M. al
2
Kaltofen, Daniel
2
Kao, Tzu-Chuan
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Krokhmal, Pavlo A.
2
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The VaR implementation handbook
18
Applied quantitative finance
10
Handbuch ökonomisches Kapitel
7
Risk management : challenge and opportunity ; with 125 tables
7
Stock market volatility
7
Brennpunkt Risikomanagement und Regulierung
6
Marktrisikoregulierung im Umbruch
6
Quantitative fund management
5
Soft computing for risk evaluation and management : applications in technology, environment and finance
5
Basel III, Risikomanagement und neue Bankenaufsicht
4
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
4
Risk management approaches in engineering applications
4
Risk tolerance in financial decision making
4
Application of operations research to financial markets
3
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
3
Econometrics of risk
3
Emerging markets and the global economy
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
3
Operations research models in banking management
3
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
3
Quantitative finance
3
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
3
Risk management : a modern perspective
3
Risk management : challenge and opportunity : with 37 figures and 46 tables
3
Risk manangement post financial crisis : a period of monetary easing
3
Robustness in econometrics
3
Valuation, financial modeling, and quantitative tools
3
Advanced mathematical methods for finance
2
Advances of OR in commodities and financial modeling
2
Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
2
Commercial banking risk management : regulation in the wake of the financial crisis
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Corporate risk management
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Decision making and risk/return optimization in financial economics
2
Developments in forecast combination and portfolio choice
2
Econometric measures of financial risk in high dimensions
2
Essays on financial intermediation
2
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ECONIS (ZBW)
413
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413
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1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
3
Analysis and forecast of CPI in China based on LSTM and VAR model
Feng, Hengxiang
- In:
Internet finance and digital economy : advances in …
,
(pp. 339-357)
.
2024
Persistent link: https://www.econbiz.de/10014534119
Saved in:
4
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
5
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
6
Macroprudential policy to manage systemic risk deriving from financial institutions in Mongolia
Natsagdorj, Narantuya
- In:
Challenges in Fiscal and Monetary Policies in Mongolia
,
(pp. 147-180)
.
2023
Persistent link: https://www.econbiz.de/10014228190
Saved in:
7
A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market
Xing, Zeyu
;
Ibragimov, Rustam Ju.
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 181-205)
.
2023
Persistent link: https://www.econbiz.de/10014315307
Saved in:
8
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
Saved in:
9
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
10
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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