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
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:"Value-at-Risk"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
7,558
Risk measure
7,531
Theorie
3,672
Theory
3,627
Portfolio-Management
2,772
Portfolio selection
2,754
Risikomanagement
2,316
Risk management
2,288
Risk
2,135
Risiko
2,130
Messung
1,195
Measurement
1,174
Statistische Verteilung
1,133
Schätzung
1,126
Statistical distribution
1,125
Estimation
1,110
ARCH-Modell
1,041
ARCH model
1,031
Volatility
996
Volatilität
986
Prognoseverfahren
930
Forecasting model
922
Value-at-Risk
784
Kapitaleinkommen
782
Capital income
780
Value at Risk
659
Kreditrisiko
642
Credit risk
624
Bankrisiko
575
Bank risk
572
Basel Accord
520
Basler Akkord
506
Schätztheorie
500
Outliers
498
Ausreißer
496
Estimation theory
496
Financial crisis
482
Finanzkrise
473
Multivariate Verteilung
462
Multivariate distribution
462
more ...
less ...
Online availability
All
Free
3,457
Undetermined
2,910
Type of publication
All
Article
5,880
Book / Working Paper
3,662
Other
8
Journal
2
Type of publication (narrower categories)
All
Article in journal
4,595
Aufsatz in Zeitschrift
4,595
Working Paper
1,241
Graue Literatur
1,129
Non-commercial literature
1,129
Arbeitspapier
1,050
Aufsatz im Buch
403
Book section
403
Hochschulschrift
234
Thesis
200
Article
112
Collection of articles of several authors
56
Sammelwerk
56
research-article
38
Collection of articles written by one author
37
Sammlung
37
Dissertation u.a. Prüfungsschriften
28
Aufsatzsammlung
24
Conference paper
23
Konferenzbeitrag
23
Lehrbuch
22
Textbook
20
Bibliografie enthalten
15
Bibliography included
15
Case study
13
Fallstudie
13
Handbook
9
Handbuch
9
Konferenzschrift
9
Conference proceedings
6
review-article
6
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
Glossary included
4
Ratgeber
4
Amtsdruckschrift
3
Bibliografie
3
Conference Paper
3
Congress Report
3
more ...
less ...
Language
All
English
7,902
Undetermined
1,081
German
480
Spanish
37
French
24
Portuguese
8
Czech
6
Polish
6
Italian
4
Romanian
3
Lithuanian
2
Croatian
1
Indonesian
1
Russian
1
Slovak
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
McAleer, Michael
194
Allen, David E.
59
Härdle, Wolfgang
59
Chang, Chia-Lin
51
Wang, Ruodu
51
Stoja, Evarist
44
Daníelsson, Jón
41
Hammoudeh, Shawkat
40
Jiménez-Martín, Juan-Ángel
39
Fabozzi, Frank J.
38
Vries, Casper G. de
38
Mittnik, Stefan
35
Dowd, Kevin
33
Polanski, Arnold
33
Pérez Amaral, Teodosio
32
Paolella, Marc S.
31
Caporin, Massimiliano
28
Gerlach, Richard
28
Powell, Robert
28
Vanduffel, Steven
28
Embrechts, Paul
27
Lucas, André
27
Pérez-Amaral, Teodosio
27
Righi, Marcelo Brutti
26
Rüschendorf, Ludger
26
Härdle, Wolfgang Karl
25
Rosazza Gianin, Emanuela
25
Schienle, Melanie
25
Albrecht, Peter
24
Giot, Pierre
24
Hoogerheide, Lennart
24
Huschens, Stefan
24
Ardia, David
23
Dhaene, Jan
23
Hautsch, Nikolaus
23
Schaumburg, Julia
23
Stoyanov, Stoyan V.
23
Brandtner, Mario
22
Broll, Udo
22
Dionne, Georges
22
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
HAL
38
Tinbergen Instituut
26
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
23
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
EconWPA
17
Institut für Schweizerisches Bankwesen <Zürich>
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Institute of Economic Research, Kyoto University
13
National Bureau of Economic Research
13
Erasmus University Rotterdam, Econometric Institute
12
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
Tinbergen Institute
11
Business School, University of Sydney
10
Center for Financial Studies
10
London School of Economics (LSE)
9
National Centre of Competence in Research North South <Bern>
9
Henley Business School, University of Reading
8
Université Paris-Dauphine (Paris IX)
8
C.E.P.R. Discussion Papers
7
Geary Institute, University College Dublin
7
Society for Computational Economics - SCE
7
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
6
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Department of Econometrics and Business Statistics, Monash Business School
6
Deutsche Bundesbank
6
Frankfurt School of Finance and Management
6
Sveriges Riksbank
6
CESifo
5
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
5
Faculty of Economics, University of Cambridge
5
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
5
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
5
School of Business, Edith Cowan University
5
Suomen Pankki
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
118
Finance research letters
116
Risks : open access journal
108
Energy economics
76
International review of financial analysis
75
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
63
MPRA Paper
61
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
56
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of econometrics
46
Journal of forecasting
44
Computational economics
42
International review of economics & finance : IREF
42
Insurance: Mathematics and Economics
39
The European journal of finance
38
Research in international business and finance
37
Risks
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
35
Applied economics letters
34
Journal of Risk and Financial Management
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Working paper
33
more ...
less ...
Source
All
ECONIS (ZBW)
7,663
RePEc
1,331
EconStor
312
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
Other ZBW resources
52
BASE
50
more ...
less ...
Showing
1
-
10
of
9,552
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
2
On the equivalence between
Value-at-Risk
- and Expected Shortfall-based risk measures in non-concave optimization
Chen, An
;
Stadje, Mitja
;
Zhang, Fangyuan
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 114-129
Persistent link: https://www.econbiz.de/10015066953
Saved in:
3
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:
4
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:
5
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
6
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:
7
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:
8
Endogenous defaults,
value-at-risk
and the business cycle
Samiri, Issam
-
2024
Persistent link: https://www.econbiz.de/10014532152
Saved in:
9
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
10
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value-at-risk
(VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
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...
