//--> //--> //--> //-->
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
Retain my current filters
~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Stochastic process"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Risk management
528
Risikomanagement
517
Risikomaß
388
Risk measure
388
Theorie
293
Theory
293
Risk
234
Risiko
230
Portfolio selection
227
Portfolio-Management
227
Volatility
147
Volatilität
147
ARCH model
126
ARCH-Modell
126
Estimation
91
Schätzung
91
Forecasting model
78
Hedging
78
Prognoseverfahren
78
Welt
69
World
69
Measurement
66
Messung
66
Credit risk
65
Kreditrisiko
65
Capital income
62
Kapitaleinkommen
62
Stochastischer Prozess
62
Lieferkette
57
Supply chain
57
Statistical distribution
55
Statistische Verteilung
55
Derivat
54
Derivative
54
Mathematical programming
54
Mathematische Optimierung
54
Multivariate Verteilung
54
Multivariate distribution
54
Oil price
53
more ...
less ...
Online availability
All
Undetermined
45
Free
2
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Language
All
English
62
Author
All
Baum, Christopher F.
2
Chen, Liyuan
2
Pichler, Alois
2
Shapiro, Alexander
2
Valladão, Davi M.
2
Zerilli, Paola
2
Çavuş, Özlem
2
Abate, Arega Getaneh
1
Ackooij, Wim van
1
Ahmadi-Javid, Amir
1
Aktürk, M. Selim
1
Alem, Douglas
1
Alkhaleel, Basem A.
1
Ansaripoor, Amir H.
1
Ballestra, Luca Vincenzo
1
Bao, Ying
1
Baptista, Susana
1
Barbosa-Póvoa, Ana Paula
1
Bertsch, Valentin
1
Bistline, John E.
1
Blomvall, Jörgen
1
Bruni, Renato
1
Bushaj, Sabah
1
Butler, Andrew
1
Büyüktahtakın, İ. Esra
1
Campi, Marco C.
1
Cesarone, Francesco
1
Chaib, Karim
1
Chan, Jiun Hong
1
Cillo, Alessandra
1
Coqueret, Guillaume
1
Costa, Bernardo Freitas Paulo da
1
D'Innocenzo, Enzo
1
Delquié, Philippe
1
Escudero, Laureano F.
1
Espinoza, Daniel
1
Fallah-Tafti, Malihe
1
Fernández, Elena
1
Flower, Barry G.
1
Fontem, Belleh
1
more ...
less ...
Published in...
All
Agricultural finance review
Energy economics
European journal of operational research : EJOR
Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
37
Journal of econometrics
19
Risks : open access journal
16
Journal of risk and financial management : JRFM
13
International journal of production research
12
International journal of theoretical and applied finance
12
Quantitative finance
11
Computers & operations research : and their applications to problems of world concern ; an international journal
9
Discussion paper / Tinbergen Institute
8
Finance research letters
8
INFORMS journal on computing : JOC
8
International journal of production economics
8
Computational Management Science : CMS
7
Finance and stochastics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
6
Econometrics : open access journal
6
Journal of banking & finance
6
Journal of mathematical finance
6
Mathematics of operations research
6
Omega : the international journal of management science
6
Operations research
6
Astin bulletin : the journal of the International Actuarial Association
5
Journal of financial econometrics
5
Journal of the Operational Research Society
5
Annals of operations research
4
Financial innovation : FIN
4
IMA journal of management mathematics
4
Insurance : mathematics and economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
4
Operations research letters
4
Research paper series / Swiss Finance Institute
4
SFB 649 discussion paper
4
Scandinavian actuarial journal
4
SpringerLink / Bücher
4
Swiss Finance Institute Research Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Fernández, Elena
;
Hinojosa, Yolanda
;
Puerto, Justo
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012014841
Saved in:
2
Expected shortfall : heuristics and certificates
Ramponi, Federico Alessandro
;
Campi, Marco C.
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
Saved in:
3
A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.
;
Oliveira, Fernando S.
;
Liret, Anne
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
Saved in:
4
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
5
Restricted risk measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
Saved in:
6
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
7
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
8
Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
Saved in:
9
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
10
Algorithms for handling
CVaR
constraints in dynamic stochastic programming models with applications for finance
Fábián, Csaba I.
;
Veszprémi, Anna
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 111-131
Persistent link: https://www.econbiz.de/10003698911
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->