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~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
~type_genre:"Hochschulschrift"
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Search: subject:"value at risk"
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Risikomaß
622
Risk measure
622
Theorie
347
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347
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206
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206
Risikomanagement
200
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186
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99
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93
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Locarek-Junge, Hermann
7
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6
Albrecht, Peter
5
Huschens, Stefan
5
Theiler, Ursula
5
Brandtner, Mario
4
Härdle, Wolfgang
4
Johanning, Lutz
4
Prinzler, Ralf
4
Stahl, Gerhard
4
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3
Eufinger, Christian
3
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3
Hommel, Ulrich
3
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3
Korn, Olaf
3
Richter, Björn
3
Songsak Sriboonchitta
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Chen, Shi
2
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2
Culp, Christopher L.
2
Davis, Richard A.
2
Eckernkemper, Tobias
2
El Karoui, Nicole
2
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2
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2
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1
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1
Books on Demand GmbH <Norderstedt>
1
Christian-Albrechts-Universität zu Kiel
1
Eidgenössische Technische Hochschule Zürich
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
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The VaR implementation handbook
18
Schriftenreihe Finanzmanagement
12
Applied quantitative finance
10
Handbuch ökonomisches Kapitel
7
Risk management : challenge and opportunity ; with 125 tables
7
Stock market volatility
7
Brennpunkt Risikomanagement und Regulierung
6
Marktrisikoregulierung im Umbruch
6
Europäische Hochschulschriften / 5
5
Gabler Edition Wissenschaft
5
Quantitative fund management
5
Reihe: Finanzierung, Kapitalmarkt und Banken
5
Soft computing for risk evaluation and management : applications in technology, environment and finance
5
SpringerLink / Bücher
5
Basel III, Risikomanagement und neue Bankenaufsicht
4
BestMasters
4
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
4
Reihe Quantitative Ökonomie : Ökon
4
Risk management approaches in engineering applications
4
Risk tolerance in financial decision making
4
Application of operations research to financial markets
3
Berichte aus der Betriebswirtschaft
3
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
3
Decision making and risk/return optimization in financial economics
3
Dissertation Series CentER
3
Econometrics of risk
3
Emerging markets and the global economy
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
3
Operations research models in banking management
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
Risikomanagement und Finanzcontrolling
3
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
3
Risk management : a modern perspective
3
Risk management : challenge and opportunity : with 37 figures and 46 tables
3
Risk manangement post financial crisis : a period of monetary easing
3
Robustness in econometrics
3
Tinbergen Institute research series
3
Valuation, financial modeling, and quantitative tools
3
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ECONIS (ZBW)
643
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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
Advancement of optimal portfolio models with short sales and transaction costs : methodology and effectiveness
Chiou, Wan-jiun Paul
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015050077
Saved in:
3
Extreme value statistics using related variables
Ahmed, Hanan
-
2022
Persistent link: https://www.econbiz.de/10013263346
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4
Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015045546
Saved in:
5
Analysis and forecast of CPI in China based on LSTM and VAR model
Feng, Hengxiang
- In:
Internet finance and digital economy : advances in …
,
(pp. 339-357)
.
2024
Persistent link: https://www.econbiz.de/10014534119
Saved in:
6
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
7
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:
8
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:
9
Contributions to the theory of dynamic risk measures
Schlotter, Ruben
-
2021
Persistent link: https://www.econbiz.de/10013280212
Saved in:
10
Essays on portfolio optimization and estimation risk
Kovalenko, Illia
-
2021
Persistent link: https://www.econbiz.de/10013502668
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