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~subject:"Estimation theory"
~subject:"Measurement"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Search: subject:"Value at Risk"
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Estimation theory
Measurement
Risk
Theorie
Risikomaß
401
Risk measure
401
Theory
196
Portfolio selection
117
Portfolio-Management
117
Risikomanagement
108
Risk management
108
Risiko
64
Bank risk
54
Bankrisiko
54
Messung
53
Credit risk
44
Kreditrisiko
44
Basel Accord
35
Basler Akkord
35
Estimation
35
Schätzung
35
ARCH model
26
ARCH-Modell
26
Volatility
26
Volatilität
26
Deutschland
25
Germany
24
Statistical distribution
20
Statistische Verteilung
20
Bank
19
Capital income
19
Kapitaleinkommen
19
Ausreißer
17
Forecasting model
17
Outliers
17
Prognoseverfahren
17
Schätztheorie
17
Multivariate Verteilung
16
Multivariate distribution
16
Market risk
15
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Undetermined
42
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Article
236
Book / Working Paper
2
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Amtsdruckschrift
Aufsatz im Buch
Article in journal
2,965
Aufsatz in Zeitschrift
2,965
Graue Literatur
670
Non-commercial literature
670
Working Paper
658
Arbeitspapier
612
Book section
236
Hochschulschrift
160
Thesis
127
Collection of articles written by one author
28
Sammlung
28
Collection of articles of several authors
25
Sammelwerk
25
Conference paper
17
Konferenzbeitrag
17
Aufsatzsammlung
14
Lehrbuch
14
Textbook
13
Bibliografie enthalten
12
Bibliography included
12
Case study
5
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5
Handbook
5
Handbuch
5
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5
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4
Übersichtsarbeit
4
Bibliografie
3
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3
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3
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3
Multi-volume publication
3
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2
CD-ROM, DVD
1
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1
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1
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1
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English
184
German
54
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Locarek-Junge, Hermann
7
Huschens, Stefan
5
Straßberger, Mario
5
Dowd, Kevin
4
Stahl, Gerhard
4
Eufinger, Christian
3
Gouriéroux, Christian
3
Hommel, Ulrich
3
Härdle, Wolfgang
3
Prinzler, Ralf
3
Richter, Björn
3
Albrecht, Peter
2
Broll, Udo
2
Bühler, Wolfgang
2
Chen, Shi
2
Christoffersen, Peter F.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Greguš, Michal
2
Jasiak, Joann
2
Johanning, Lutz
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
Noyan, Nilay
2
Ogryczak, Włodzimierz
2
Overbeck, Ludger
2
Pfingsten, Andreas
2
Righi, Marcelo Brutti
2
Scherer, Bernd
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Tasche, Dirk
2
Theiler, Ursula
2
Tian, Weizhong
2
Varsanyi, Zoltan
2
Völker, Jörg
2
Wagner, Peter
2
Wahl, Jack E.
2
Wang, Tonghui
2
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The VaR implementation handbook
13
Applied quantitative finance
7
Handbuch ökonomisches Kapitel
5
Quantitative fund management
4
Application of operations research to financial markets
3
Econometrics of risk
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
3
Marktrisikoregulierung im Umbruch
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
Risk management : a modern perspective
3
Risk management : challenge and opportunity : with 37 figures and 46 tables
3
Risk management : challenge and opportunity ; with 125 tables
3
Risk management approaches in engineering applications
3
Valuation, financial modeling, and quantitative tools
3
Advanced mathematical methods for finance
2
Advances of OR in commodities and financial modeling
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
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Decision making and risk/return optimization in financial economics
2
Econometric measures of financial risk in high dimensions
2
Essays on financial intermediation
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Handbook of financial time series
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern concepts of the theory of the firm : managing enterprises of the New Economy ; with 82 tables
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
New trends in banking management : with 42 tables
2
Optimizing optimization : the next generation of optimization applications and theory
2
Risikomanagement
2
Risk management decisions and value under uncertainty
2
Risk manangement post financial crisis : a period of monetary easing
2
Risk topography : systemic risk and macro modeling
2
Stochastic optimization: theory and applications
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
2
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ECONIS (ZBW)
238
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1
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
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:
9
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
Saved in:
10
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
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