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Search: subject:"Risk measure"
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Risk measure
7,551
Risikomaß
7,532
Theorie
3,620
Theory
3,615
Portfolio selection
2,754
Portfolio-Management
2,749
Risikomanagement
2,267
Risk management
2,232
Risiko
2,130
Risk
2,129
Messung
1,196
Measurement
1,174
Statistische Verteilung
1,126
Statistical distribution
1,125
Estimation
1,098
Schätzung
1,097
ARCH model
1,024
ARCH-Modell
1,024
Volatilität
957
Volatility
953
Forecasting model
914
Prognoseverfahren
914
Capital income
776
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776
Kreditrisiko
619
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606
Bank risk
564
Bankrisiko
564
Outliers
498
Ausreißer
496
Basel Accord
495
Basler Akkord
495
Estimation theory
491
Schätztheorie
491
Financial crisis
468
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467
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464
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464
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420
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420
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23
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McAleer, Michael
93
Wang, Ruodu
46
Allen, David E.
42
Härdle, Wolfgang
40
Stoja, Evarist
38
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Dowd, Kevin
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Powell, Robert
24
Righi, Marcelo Brutti
24
Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
23
Embrechts, Paul
22
Huschens, Stefan
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Dhaene, Jan
21
Giot, Pierre
20
Kratz, Marie
20
Paolella, Marc S.
20
Wied, Dominik
20
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Tsanakas, Andreas
19
Cheung, Ka Chun
18
Albrecht, Peter
17
Boonen, Tim J.
17
Cai, Jun
17
Lucas, André
17
Mao, Tiantian
17
Chlebus, Marcin
16
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HAL
18
National Bureau of Economic Research
13
International Monetary Fund (IMF)
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Springer Fachmedien Wiesbaden
8
Basel Committee on Banking Supervision
6
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer-Verlag GmbH
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
International Monetary Fund
3
Pensions Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
2
EconWPA
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
2
International Center for Financial Asset Management and Engineering
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Université Paris-Dauphine (Paris IX)
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
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Published in...
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Insurance / Mathematics & economics
220
Journal of banking & finance
182
Journal of risk
125
Finance research letters
116
European journal of operational research : EJOR
115
Risks : open access journal
111
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
61
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
50
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of econometrics
45
Journal of forecasting
42
Computational economics
41
International review of economics & finance : IREF
40
Research in international business and finance
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Scandinavian actuarial journal
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Finance and stochastics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Journal of financial econometrics
28
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Source
All
ECONIS (ZBW)
7,603
RePEc
159
USB Cologne (EcoSocSci)
54
EconStor
29
Other ZBW resources
23
BASE
2
Showing
11
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20
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7,870
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11
Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın
;
Meimanjan, Nurtai
- In:
Operations research
71
(
2023
)
6
,
pp. 2130-2145
Persistent link: https://www.econbiz.de/10014445030
Saved in:
12
COVID-19 crisis and risk spillovers to developing economies : evidence from Africa
Akhtaruzzaman, Md.
;
Benkraiem, Ramzi
;
Boubaker, Sabri
; …
- In:
Journal of international development : the journal of …
34
(
2022
)
4
,
pp. 898-918
Persistent link: https://www.econbiz.de/10013279521
Saved in:
13
Insurance premium-based shortfall
risk
measure
induced by cumulative prospect theory
Zhang, Sainan
;
Xu, Huifu
- In:
Computational management science
19
(
2022
)
4
,
pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
Saved in:
14
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
15
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
16
Estimating Value at Risk and expected shortfall : a Kalman filter approach
Lecq, Max van der
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014567063
Saved in:
17
Simulating credit loss distributions : empirical versus the Vasicek model
Milonas, Natasa
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
2
,
pp. 77-88
Persistent link: https://www.econbiz.de/10014584054
Saved in:
18
Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer
;
Boado-Penas, María del Carmen
; …
-
2024
Persistent link: https://www.econbiz.de/10014631072
Saved in:
19
Value-at-risk under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Saved in:
20
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
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