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~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Kreditrisiko
Prognoseverfahren
Risikomaß
1,240
Risk measure
1,240
Theorie
610
Theory
610
Portfolio selection
380
Portfolio-Management
380
Risikomanagement
294
Risk management
282
Schätzung
230
Estimation
229
Risiko
223
Risk
219
Forecasting model
193
Statistical distribution
183
Statistische Verteilung
183
Volatility
163
Volatilität
163
ARCH model
157
ARCH-Modell
157
Credit risk
139
Capital income
124
Kapitaleinkommen
124
Basel Accord
116
Basler Akkord
116
Messung
111
Measurement
103
Bank risk
101
Bankrisiko
101
USA
94
United States
93
Zeitreihenanalyse
92
Time series analysis
91
Welt
87
World
87
Financial crisis
84
Finanzkrise
84
Ausreißer
80
Outliers
80
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Free
233
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19
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Book / Working Paper
330
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All
Arbeitspapier
Hochschulschrift
Article in journal
831
Aufsatz in Zeitschrift
831
Graue Literatur
296
Non-commercial literature
296
Working Paper
276
Aufsatz im Buch
60
Book section
60
Thesis
38
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
15
Sammelwerk
15
Aufsatzsammlung
9
Lehrbuch
8
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7
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3
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3
Handbuch
3
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3
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2
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2
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1
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1
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1
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1
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1
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English
307
German
25
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1
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McAleer, Michael
31
Allen, David E.
18
Pérez Amaral, Teodosio
12
Jiménez-Martín, Juan-Ángel
11
Powell, Robert
9
Chang, Chia-Lin
7
Caporin, Massimiliano
6
Lucas, André
6
Scaillet, Olivier
6
Dijk, Herman K. van
5
Dionne, Georges
5
Fermanian, Jean-David
5
Hassani, Samir Saissi
5
Hoogerheide, Lennart
5
Huschens, Stefan
5
Marcellino, Massimiliano
5
Paolella, Marc S.
5
Asai, Manabu
4
Carriero, Andrea
4
Chlebus, Marcin
4
Clark, Todd E.
4
Düllmann, Klaus
4
Ganics, Gergely
4
Härdle, Wolfgang
4
Maasoumi, Esfandiar
4
Rossi, Barbara
4
Rösch, Daniel
4
Sekhposyan, Tatevik
4
Singh, Abhay Kumar
4
Skriner, Edith
4
Stahl, Gerhard
4
Trojani, Fabio
4
Weiß, Gregor
4
Borowska, Agnieszka
3
Christoffersen, Peter F.
3
De Jonghe, Olivier
3
Dimitriadis, Timo
3
Farkas, Walter
3
Giacomini, Raffaella
3
Herbertsson, Alexander
3
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Federal Reserve Bank of San Francisco
2
International Center for Financial Asset Management and Engineering
2
Springer Fachmedien Wiesbaden
2
Universität Konstanz
2
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Christian-Albrechts-Universität zu Kiel
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Canterbury / Dept. of Economics and Finance
1
University of Strathclyde / Department of Economics
1
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Discussion paper / Tinbergen Institute
24
Econometric Institute research papers
13
Research paper series / Swiss Finance Institute
11
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working paper
9
Discussion paper / Deutsche Bundesbank
7
Working papers
7
Discussion paper
6
Swiss Finance Institute Research Paper
6
CFS working paper series
5
Discussion papers / CEPR
5
Dresdner Beiträge zu quantitativen Verfahren
5
SFB 649 discussion paper
5
Finance and economics discussion series
4
Sveriges Riksbank working paper series
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
BIS working papers
3
BestMasters
3
CESifo working papers
3
CIRRELT
3
CORE discussion papers : DP
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
HKIMR working paper
3
IMES discussion paper series
3
Umeå economic studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
Working papers in economics
3
Berichte aus der Betriebswirtschaft
2
CIE working paper series
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Department of Economics working paper series
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Documents de recherche / ESSEC Centre de Recherche
2
Dresdner Beiträge zur Betriebswirtschaftslehre
2
EBA staff paper series
2
ECARES working paper
2
FAME research paper series
2
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ECONIS (ZBW)
330
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321
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank
-
2000
Persistent link: https://www.econbiz.de/10001506939
Saved in:
322
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
323
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
-
2000
Persistent link: https://www.econbiz.de/10001467735
Saved in:
324
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
Saved in:
325
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
-
2000
Persistent link: https://www.econbiz.de/10001468860
Saved in:
326
The credit risk of Japanese banks during the bubble period : a pilot study of macro stress simulation
Shimizu, Tokiko
;
Shiratsuka, Shigenori
-
2000
Persistent link: https://www.econbiz.de/10001520982
Saved in:
327
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
328
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
Persistent link: https://www.econbiz.de/10001470768
Saved in:
329
Optimal shortfall hedging of credit risk
Lotz, Christopher
-
1999
Persistent link: https://www.econbiz.de/10001421272
Saved in:
330
Tail behavior of credit loss distributions
Lucas, André
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001450572
Saved in:
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