//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Insolvenz
Portfolio selection
Verlust
Risikomaß
7,351
Risk measure
7,346
Theorie
3,497
Theory
3,493
Portfolio-Management
2,650
Risikomanagement
2,172
Risk management
2,152
Risk
2,030
Risiko
2,029
Messung
1,150
Measurement
1,137
Statistische Verteilung
1,096
Statistical distribution
1,095
Schätzung
1,064
Estimation
1,063
ARCH-Modell
998
ARCH model
996
Volatility
927
Volatilität
927
Prognoseverfahren
874
Forecasting model
873
Capital income
753
Kapitaleinkommen
753
Kreditrisiko
594
Credit risk
592
Bank risk
538
Bankrisiko
538
Basel Accord
488
Basler Akkord
488
Outliers
487
Ausreißer
485
Schätztheorie
474
Estimation theory
473
Financial crisis
457
Finanzkrise
455
Multivariate Verteilung
454
Multivariate distribution
454
Welt
408
World
407
more ...
less ...
Online availability
All
Undetermined
978
Free
795
Type of publication
All
Article
1,915
Book / Working Paper
848
Type of publication (narrower categories)
All
Article in journal
1,776
Aufsatz in Zeitschrift
1,776
Graue Literatur
342
Non-commercial literature
342
Arbeitspapier
315
Working Paper
315
Aufsatz im Buch
119
Book section
119
Hochschulschrift
80
Thesis
57
Collection of articles of several authors
15
Sammelwerk
15
Collection of articles written by one author
12
Sammlung
12
Lehrbuch
11
Conference paper
10
Konferenzbeitrag
10
Textbook
10
Aufsatzsammlung
8
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Ratgeber
2
Accompanied by computer file
1
Amtsdruckschrift
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Government document
1
Guidebook
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
2,663
German
93
French
4
Italian
2
Spanish
1
Undetermined
1
Author
All
McAleer, Michael
36
Wang, Ruodu
23
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
15
Härdle, Wolfgang
15
Rüschendorf, Ludger
15
Righi, Marcelo Brutti
14
Vries, Casper G. de
14
Vanduffel, Steven
13
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Rösch, Daniel
11
Allen, David E.
10
Bernard, Carole
10
Farkas, Walter
10
Hyung, Namwon
10
Mao, Tiantian
10
Uryasev, Stan
10
Albrecht, Peter
9
Cai, Jun
9
Fortin, Ines
9
Hlouskova, Jaroslava
9
Kang, Sang Hoon
9
Kim, Young Shin
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Rengifo, Erick W.
9
Weigert, Florian
9
Zhu, Shushang
9
Bellini, Fabio
8
Diebold, Francis X.
8
Klüppelberg, Claudia
8
Li, Duan
8
Tang, Qihe
8
Tiwari, Aviral Kumar
8
Zenios, Stauros Andrea
8
Alexander, Gordon J.
7
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Berliner Wissenschafts-Verlag
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
66
Journal of risk
56
Risks : open access journal
49
Finance research letters
42
Quantitative finance
34
Economic modelling
32
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
Journal of empirical finance
20
The journal of risk model validation
20
The European journal of finance
19
Computational economics
18
Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Operations research
16
International journal of forecasting
15
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
The journal of credit risk : published quarterly by Incisive Media
15
The journal of operational risk
15
Econometric Institute research papers
13
Journal of econometrics
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Energy economics
11
Journal of forecasting
11
Mathematics and financial economics
11
Operations research letters
11
Working papers
11
more ...
less ...
Source
All
ECONIS (ZBW)
2,762
RePEc
1
Showing
1
-
10
of
2,763
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The quantum harmonic oscillator
expected
shortfall
model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de economía
50
(
2023
)
2
,
pp. 233-261
This paper presents a new
Expected
Shortfall
(ES) model based on the Quantum Harmonic Oscillator (QHO). It is used to …
Persistent link: https://www.econbiz.de/10014450737
Saved in:
2
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
3
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa
;
Černevičienė, Jurgita
; …
- In:
Journal of business economics and management
24
(
2023
)
3
,
pp. 527-550
. Sensitivity analysis and measures of Value-at-Risk (VaR) and
Expected
Shortfall
(ES) show the amount of losses investors can …
Persistent link: https://www.econbiz.de/10014420375
Saved in:
4
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
5
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
6
Backtesting value-at-risk and
expected
shortfall
in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
7
Financial risk optimisation methods : a survey
Chiper, Alexandra-Maria
- In:
The review of economic and business studies : REBS
16
(
2023
)
1
,
pp. 155-168
Persistent link: https://www.econbiz.de/10014529495
Saved in:
8
The risk measurement under the variance-gamma process with drift switching
Ivanov, Roman V.
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-27
calculation of the value at risk and the
expected
shortfall
of the investment portfolio in the related multivariate stochastic …
Persistent link: https://www.econbiz.de/10012813564
Saved in:
9
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or
expected
shortfall
?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
% confidence level, and Value-at-Risk at a 99% confidence level.
Expected
Shortfall
was another extreme risk value measure. The …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
10
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->