//--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of risk"
~person:"Uryasev, Stan"
~source:"econis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
3
Risk measure
3
Measurement
2
Messung
2
Bank
1
Bank risk
1
Bankrisiko
1
CAPM
1
CoCVar
1
Estimation
1
Financial crisis
1
Financial sector
1
Finanzkrise
1
Finanzsektor
1
Hypothek
1
Immobilienfinanzierung
1
Mortgage
1
Real estate finance
1
Risikopräferenz
1
Risk attitude
1
Schätzung
1
Systemic risk
1
Systemrisiko
1
USA
1
United States
1
bank
1
conditional value-at-risk (CVaR)
1
regression
1
systemic risk contribution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Uryasev, Stan
Ji, Qiang
9
Fan, Ying
5
Bouri, Elie
4
Hammoudeh, Shawkat
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Auer, Benjamin R.
3
Berger, Theo
3
Chevallier, Julien
3
Cotter, John
3
Dionne, Georges
3
Ma, Feng
3
Ruiz, Carlos
3
Tiwari, Aviral Kumar
3
Wen, Fenghua
3
Alizadeh-Masoodian, Amir H.
2
Ardia, David
2
Banerjee, Ameet Kumar
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Boudt, Kris
2
Caporin, Massimiliano
2
Chen, Liyuan
2
Choi, Bongseok
2
Coleman, Thomas F.
2
Constantinou, Nick
2
Falbo, Paolo
2
Guillén, Montserrat
2
Hanly, Jim
2
He, Kaijian
2
Herrera, Rodrigo
2
Huang, Chih-Yueh
2
Ke, Rui
2
Kim, Seon Tae
2
Lampenius, Niklas
2
Li, Jianping
2
Li, Xiao-Lin
2
Li, Yuying
2
Liao, Yin
2
more ...
less ...
Published in...
All
Energy economics
Journal of risk
Journal of banking & finance
4
Journal of risk and financial management : JRFM
4
Annals of operations research
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of risk finance : the convergence of financial products and insurance
1
Nonconvex optimization and its applications : NOIA
1
Operations research
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient execution in the secondary mortgage market : a stochastic optimization model using
CVaR
constraints
Wang, Chung-Jui
;
Uryasev, Stan
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
Saved in:
2
Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin
;
Uryasev, Stan
;
Rockafellar, …
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10009657965
Saved in:
3
The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang
;
Uryasev, Stan
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->