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Search: subject:"cvar"
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Risikomaß
7,499
Risk measure
7,497
Theorie
3,599
Theory
3,597
Portfolio selection
2,741
Portfolio-Management
2,741
Risikomanagement
2,232
Risk management
2,204
Risk
2,106
Risiko
2,101
Messung
1,181
Measurement
1,168
Statistical distribution
1,123
Statistische Verteilung
1,123
Schätzung
1,108
Estimation
1,106
ARCH model
1,024
ARCH-Modell
1,024
Volatilität
948
Volatility
946
Forecasting model
910
Prognoseverfahren
910
Capital income
773
Kapitaleinkommen
773
Kreditrisiko
603
Credit risk
598
Bank risk
553
Bankrisiko
553
Outliers
497
Ausreißer
495
Basel Accord
493
Basler Akkord
493
Estimation theory
489
Schätztheorie
489
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467
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467
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463
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463
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420
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420
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2,429
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2,414
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5,082
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2,653
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1
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1
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4,587
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4,587
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1,116
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1,116
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1,066
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1,041
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404
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404
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215
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161
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53
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53
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37
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7,251
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373
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6
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McAleer, Michael
102
Allen, David E.
51
Wang, Ruodu
45
Härdle, Wolfgang
40
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Vanduffel, Steven
28
Belke, Ansgar
27
Chang, Chia-Lin
27
Dowd, Kevin
27
Polanski, Arnold
27
Vries, Casper G. de
27
Powell, Robert
25
Righi, Marcelo Brutti
24
Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
23
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Uryasev, Stan
21
Dhaene, Jan
20
Dionne, Georges
20
Giot, Pierre
20
Huschens, Stefan
20
Paolella, Marc S.
20
Wied, Dominik
20
Bernard, Carole
19
Stoyanov, Stoyan V.
19
Brandtner, Mario
18
Lucas, André
18
Tsanakas, Andreas
18
Albrecht, Peter
17
Boonen, Tim J.
17
Cai, Jun
17
Fortin, Ines
17
Mao, Tiantian
17
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National Bureau of Economic Research
13
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Økonomisk Institut, Københavns Universitet
4
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Business School, University of Sydney
2
Department of Economics and Finance, College of Business and Economics
2
Federal Reserve Bank of San Francisco
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Statistisk Sentralbyrå, Government of Norway
2
Tinbergen Instituut
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Agricultural and Applied Economics Association - AAEA
1
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
Center for Economic Research <Tilburg>
1
Centre for Research in Economic Development and International Trade (CREDIT), School of Economics
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Department of Accounting, Economics and Finance, Bristol Business School
1
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Published in...
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Insurance / Mathematics & economics
219
Journal of banking & finance
181
European journal of operational research : EJOR
123
Journal of risk
123
Finance research letters
114
Risks : open access journal
108
Energy economics
81
International review of financial analysis
75
Economic modelling
71
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
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
54
Journal of risk and financial management : JRFM
53
Journal of risk management in financial institutions
48
The journal of operational risk
47
International journal of theoretical and applied finance
46
International review of economics & finance : IREF
43
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
33
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Operations research letters
30
Working paper
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
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Source
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ECONIS (ZBW)
7,609
RePEc
79
EconStor
42
BASE
4
Other ZBW resources
3
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7701
Zur Eignung des Value-at-Risk als bankaufsichtliches Risokomass
Johanning, Lutz
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 283-303
Persistent link: https://www.econbiz.de/10001517490
Saved in:
7702
Value-at-Risk: Orientierungshilfen für die Wahl eines internen Modells
Brandt, Christoph
;
Klein, Stefan P.
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 304-316
Persistent link: https://www.econbiz.de/10001517499
Saved in:
7703
Über die Bestimmung des "Teil-Value-at Risk" eines Subportfolios
Rolfes, Bernd
;
Henn, Eric Tobias
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 317-325
Persistent link: https://www.econbiz.de/10001517501
Saved in:
7704
Lower Partial Moments und Value-at-Risk: eine Synthese
Portmann, Thomas
;
Wegmann, Patrick
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 326-341
Persistent link: https://www.econbiz.de/10001517505
Saved in:
7705
Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg
;
Walder, Roger
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
Saved in:
7706
Ermittlung von Eigenkapitalanforderungen mit "internen Modellen" : eine empirische Studie zur Messung von Zins-, Währungs- und Optionsrisiken mit Value-at-Risk-Ansätzen
Bühler, Wolfgang
;
Korn, Olaf
;
Schmidt, Andreas
- In:
Die Betriebswirtschaft : DBW
58
(
1998
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10001236488
Saved in:
7707
Managing total corporate electricity energy market risks
Henney, Alex
- In:
The electricity journal
11
(
1998
)
8
,
pp. 36-46
Persistent link: https://www.econbiz.de/10001250219
Saved in:
7708
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
7709
Value-at-Risk-Schlaglichter
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981525
Saved in:
7710
Riskmeasurement von Investmentfonds - theoretische und praktische Ansätze
Paape, Conny
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 402-407)
.
1998
Persistent link: https://www.econbiz.de/10001323305
Saved in:
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