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~subject:"Ausreißer"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Risk"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Ausreißer
Estimation theory
Portfolio-Management
Risk
Risikomaß
397
Risk measure
397
Theorie
194
Theory
194
Portfolio selection
117
Risikomanagement
107
Risk management
107
Risiko
64
Bank risk
54
Bankrisiko
54
Measurement
53
Messung
53
Credit risk
43
Kreditrisiko
43
Basel Accord
35
Basler Akkord
35
Estimation
35
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35
ARCH model
26
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26
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26
Deutschland
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24
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19
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19
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19
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19
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17
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16
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16
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16
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16
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15
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Aufsatz im Buch
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2,632
Aufsatz in Zeitschrift
2,632
Book section
176
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14
Konferenzbeitrag
14
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3
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3
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1
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English
154
German
22
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Locarek-Junge, Hermann
4
Straßberger, Mario
4
Huschens, Stefan
3
Prinzler, Ralf
3
Caillault, Cyril
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Härdle, Wolfgang
2
Johanning, Lutz
2
Kao, Tzu-Chuan
2
Lee, Jinwook
2
Lin, Chu-Hsiung
2
Monier, Stéphane
2
Noyan, Nilay
2
Oehler, Andreas
2
Ogryczak, Włodzimierz
2
Righi, Marcelo Brutti
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Songsak Sriboonchitta
2
Tian, Weizhong
2
Varsanyi, Zoltan
2
Wang, Tonghui
2
Al Janabi, Mazin A. M.
1
Al-Qadasi, Adel Ali
1
Albrecht, Peter
1
Alentorn, Amadeo
1
Andrianov, Dmitry
1
Ang, Marcus
1
Angelidis, Timotheos
1
Aslanertik, B. Esra
1
Avdukic, Alija
1
Barrieu, Pauline
1
Bendeler, Maximilian
1
Bergk, Kerstin
1
Bergner, Uwe
1
Bhadury, Soumya
1
Bhattacharyya, Siddhartha
1
Bilson, John F. O.
1
Bi̇rbi̇l, Ş. İlker
1
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Applied quantitative finance
5
Quantitative fund management
5
The VaR implementation handbook
5
Application of operations research to financial markets
3
Operations research models in banking management
3
Robustness in econometrics
3
Stock market volatility
3
Valuation, financial modeling, and quantitative tools
3
Advances of OR in commodities and financial modeling
2
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Developments in forecast combination and portfolio choice
2
Econometrics of risk
2
Financial econometrics and empirical market microstructure
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
2
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
2
Risikomanagement
2
Risk management : a modern perspective
2
Risk management approaches in engineering applications
2
Risk manangement post financial crisis : a period of monetary easing
2
Stochastic optimization: theory and applications
2
Advances in banking technology and management : impacts of ICT and CRM
1
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications of management science ; 15
1
Applications of management science ; 16
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Business and finance : performance and management
1
Business excellence and competitiveness in the Middle East and North Africa
1
Climate investing : new strategies and implementation challenges
1
Commercial banking risk management : regulation in the wake of the financial crisis
1
Computational intelligence applications in business : intelligence and big data analytics
1
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ECONIS (ZBW)
176
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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:
2
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:
3
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:
4
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:
5
When it comes to risk, is Sukuk better than conventional bonds? : a comparative study of NASDAQ securities
Farah, Ahmed-Nur Ali
;
Avdukic, Alija
;
Khaleel, Fawad
- In:
Wealth Management and Investment in Islamic Settings : …
,
(pp. 283-312)
.
2022
Persistent link: https://www.econbiz.de/10013443763
Saved in:
6
Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya
;
Kamate, Vidya
;
Nath, Siddhartha
-
2022
Persistent link: https://www.econbiz.de/10013197643
Saved in:
7
Portfolio construction with climate risk measures
Le Guenedal, Théo
;
Roncalli, Thierry
- In:
Climate investing : new strategies and implementation …
,
(pp. 49-86)
.
2022
Persistent link: https://www.econbiz.de/10014249455
Saved in:
8
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
9
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional
value-at-risk
?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
Saved in:
10
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
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