//--> //--> //--> //-->
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:"Finance research letters"
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
Analytical VaR and expected sh...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
476
Portfolio-Management
476
Theorie
220
Theory
220
Risk management
191
Risikomanagement
190
Risk
157
Capital income
153
Kapitaleinkommen
153
Risiko
151
Risikomaß
116
Risk measure
116
Anlageverhalten
86
Behavioural finance
86
Volatility
85
Volatilität
84
Welt
80
World
80
Estimation
69
Schätzung
69
CAPM
65
Virtual currency
65
Virtuelle Währung
65
Börsenkurs
60
Share price
60
Hedging
59
Forecasting model
57
Prognoseverfahren
57
Aktienmarkt
54
Statistical distribution
54
Statistische Verteilung
54
Stock market
54
ARCH model
46
ARCH-Modell
46
China
46
Investment Fund
45
Investmentfonds
45
Financial investment
43
Kapitalanlage
43
Coronavirus
38
more ...
less ...
Online availability
All
Undetermined
606
Free
28
Type of publication
All
Article
700
Type of publication (narrower categories)
All
Article in journal
700
Aufsatz in Zeitschrift
700
Language
All
English
700
Author
All
Goodell, John W.
14
Naeem, Muhammad Abubakr
6
Yousaf, Imran
5
Zaremba, Adam
5
Akhtaruzzaman, Md.
4
Boubaker, Sabri
4
Kim, Jang Ho
4
Nakagawa, Kei
4
Xiong, Xiong
4
Yang, Jinqiang
4
Ardia, David
3
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudt, Kris
3
Bouri, Elie
3
Chen, Yan
3
Corbet, Shaen
3
Gupta, Rangan
3
Hodoshima, Jiro
3
Jang, Bong-Gyu
3
Ji, Qiang
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Lee, Jaewook
3
Lucey, Brian M.
3
Mu, Congming
3
Nguyen, Duc Khuong
3
Papathanasiou, Spyros
3
Pierdzioch, Christian
3
Riaz, Yasir
3
Sakemoto, Ryuta
3
Schuhmacher, Frank
3
Shen, Dehua
3
Young, Virginia R.
3
Abdullah, Mohammad
2
Ahn, Yongkil
2
Annaert, Jan
2
Ardakani, Omid M.
2
Bao, Yong
2
Barua, Ronil
2
more ...
less ...
Published in...
All
Finance research letters
Journal of banking & finance
812
NBER working paper series
695
Insurance / Mathematics & economics
694
European journal of operational research : EJOR
655
Working paper / National Bureau of Economic Research, Inc.
597
NBER Working Paper
511
IMF Staff Country Reports
482
SpringerLink / Bücher
478
Risks : open access journal
455
International review of financial analysis
419
Journal of financial economics
336
Journal of risk and financial management : JRFM
328
Journal of risk management in financial institutions
319
International journal of theoretical and applied finance
308
Applied economics
307
Journal of economic dynamics & control
307
Management science : journal of the Institute for Operations Research and the Management Sciences
299
Economics letters
289
International journal of production research
283
Journal of econometrics
278
Research paper series / Swiss Finance Institute
277
Discussion paper / Centre for Economic Policy Research
275
Journal of empirical finance
270
The journal of asset management
268
The journal of portfolio management : a publication of Institutional Investor
267
The journal of finance : the journal of the American Finance Association
266
Economic modelling
264
Energy economics
263
Quantitative finance
263
Discussion paper / Tinbergen Institute
261
The European journal of finance
248
International review of economics & finance : IREF
241
Working paper
240
The review of financial studies
236
The North American journal of economics and finance : a journal of financial economics studies
235
International journal of production economics
227
Finance and stochastics
226
Applied economics letters
224
Journal of financial and quantitative analysis : JFQA
217
more ...
less ...
Source
All
ECONIS (ZBW)
700
Showing
1
-
10
of
700
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
Saved in:
2
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
3
Tail risks in household finance
Ardakani, Omid M.
;
Ajina, Rawan
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015079725
Saved in:
4
Risk management of Bitcoin futures with GARCH models
Guo, Zi-Yi
- In:
Finance research letters
45
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581643
Saved in:
5
The tail risk surface
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
Saved in:
6
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
Saved in:
7
Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Silahli, Baykar
;
Dingec, Kemal Dincer
;
Cifter, Atilla
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485378
Saved in:
8
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
9
How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
Saved in:
10
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
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...
//-->