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~subject:"Estimation theory"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Estimation theory
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
Measurement
53
Messung
53
Credit risk
44
Kreditrisiko
44
Basel Accord
35
Basler Akkord
35
Estimation
35
Schätzung
35
ARCH model
26
ARCH-Modell
26
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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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40
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227
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2
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Amtsdruckschrift
Aufsatz im Buch
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2,877
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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
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24
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24
Conference paper
15
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15
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14
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13
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13
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12
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12
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5
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4
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4
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3
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3
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3
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3
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2
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1
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English
178
German
51
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Locarek-Junge, Hermann
7
Huschens, Stefan
5
Straßberger, Mario
5
Dowd, Kevin
4
Stahl, Gerhard
4
Eufinger, 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
Gouriéroux, Christian
2
Greguš, Michal
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
Wilkens, Marco
2
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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
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
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
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ECONIS (ZBW)
229
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41
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
42
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
43
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
44
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
45
Sparsity analysis of energy price forecasting
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 37-62)
.
2017
Persistent link: https://www.econbiz.de/10011913345
Saved in:
46
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
Saved in:
47
Extreme value theory in finance : a way to forecast unexpected circumstances
Aslanertik, B. Esra
;
Erdem, Sabri
;
Gumus, Guluzar Kurt
- In:
Risk management, strategic thinking and leadership in …
,
(pp. 177-190)
.
2017
Persistent link: https://www.econbiz.de/10011597375
Saved in:
48
Measuring risk perception
Cano, Stefan
;
Salzberger, Thomas
- In:
Consumer perception of product risks and benefits
,
(pp. 191-200)
.
2017
Persistent link: https://www.econbiz.de/10011649245
Saved in:
49
Value
at
Risk
, Lower Partial Moment oder Expected Shortfall : die Suche nach dem geeigneten Risikomaß
Lister, Michael
- In:
Management in Kreditinstituten und Unternehmen - ein …
,
(pp. 59-74)
.
2016
Persistent link: https://www.econbiz.de/10011529805
Saved in:
50
Dynamic conditional
value-at-risk
model for routing and scheduling of hazardous material transportation networks
Faghih-Roohi, Shahrzad
;
Ong, Yew-Soon
;
Asian, Sobhan
; …
- In:
Operations research confronting the crisis
,
(pp. 715-734)
.
2016
Persistent link: https://www.econbiz.de/10011589945
Saved in:
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