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~subject:"Estimation theory"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Search: subject:"Value at Risk"
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Subject
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Estimation theory
Risk
Theorie
Risikomaß
454
Risk measure
454
Theory
216
Portfolio selection
133
Portfolio-Management
133
Risikomanagement
133
Risk management
130
Risiko
73
Bank risk
63
Bankrisiko
63
Messung
58
Measurement
57
Kreditrisiko
55
Credit risk
54
Basel Accord
42
Basler Akkord
42
Estimation
38
Schätzung
38
Deutschland
31
Volatility
30
Volatilität
30
ARCH model
29
ARCH-Modell
29
Germany
29
Welt
27
World
27
Capital income
24
Kapitaleinkommen
24
Bank
23
Forecasting model
22
Prognoseverfahren
22
Market risk
21
Statistical distribution
21
Statistische Verteilung
21
Marktrisiko
20
Schätztheorie
20
Ausreißer
18
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Undetermined
41
Free
2
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Article
228
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25
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Amtsdruckschrift
Aufsatz im Buch
Collection of articles of several authors
Article in journal
2,877
Aufsatz in Zeitschrift
2,877
Graue Literatur
656
Non-commercial literature
656
Working Paper
646
Arbeitspapier
600
Book section
227
Hochschulschrift
155
Thesis
124
Collection of articles written by one author
25
Sammlung
25
Sammelwerk
24
Conference paper
15
Konferenzbeitrag
15
Lehrbuch
14
Aufsatzsammlung
13
Textbook
13
Bibliografie enthalten
12
Bibliography included
12
Case study
5
Fallstudie
5
Handbook
5
Handbuch
5
Konferenzschrift
5
Systematic review
4
Übersichtsarbeit
4
Bibliografie
3
Conference proceedings
3
Forschungsbericht
3
Mehrbändiges Werk
3
Multi-volume publication
3
Government document
2
CD-ROM, DVD
1
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1
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1
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1
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Language
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English
195
German
55
Polish
2
French
1
Author
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Locarek-Junge, Hermann
7
Huschens, Stefan
5
Härdle, Wolfgang
5
Stahl, Gerhard
5
Straßberger, Mario
5
Dowd, Kevin
4
Eufinger, Christian
3
Hommel, Ulrich
3
Johanning, Lutz
3
Overbeck, Ludger
3
Prinzler, Ralf
3
Richter, Björn
3
Albrecht, Peter
2
Brandtner, Mario
2
Broll, Udo
2
Bühler, Wolfgang
2
Chen, Shi
2
Christoffersen, Peter F.
2
Diebold, Francis X.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Gouriéroux, Christian
2
Greguš, Michal
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
Longin, François M.
2
Noyan, Nilay
2
Oehler, Andreas
2
Ogryczak, Włodzimierz
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
Trzpiot, Grażyna
2
Varsanyi, Zoltan
2
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Institution
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
International Risk Management Conference <5, 2012, Rom>
1
KPMG <London>
1
KPMG Peat Marwick <London>
1
KPMG Peat Marwick MacLintock <London>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Springer-Verlag GmbH
1
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Published in...
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The VaR implementation handbook
13
Applied quantitative finance
7
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
Handbuch ökonomisches Kapitel
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
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 manangement post financial crisis : a period of monetary easing
2
Risk topography : systemic risk and macro modeling
2
Stochastic optimization: theory and applications
2
Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
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
Advances in risk management
1
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Source
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ECONIS (ZBW)
253
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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
On the use of the terminal-value approach in risk-value models
Dorfleitner, Gregor
- In:
Risk management decisions and value under uncertainty
,
(pp. 877-897)
.
2022
Persistent link: https://www.econbiz.de/10013342062
Saved in:
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