//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung"
~language:"eng"
~subject:"Risikomanagement"
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
Regional employment forecasts...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
Theorie
1,951
Theory
1,951
Portfolio selection
411
Portfolio-Management
411
Capital income
239
Kapitaleinkommen
239
Credit risk
234
Kreditrisiko
234
Volatility
230
Volatilität
230
Forecasting model
226
Prognoseverfahren
226
Estimation
210
Schätzung
210
Börsenkurs
196
Share price
196
CAPM
186
USA
180
United States
178
Option pricing theory
171
Optionspreistheorie
171
Stochastic process
147
Stochastischer Prozess
147
Risiko
140
Risk
140
Yield curve
140
Zinsstruktur
140
Derivat
131
Derivative
131
Bank
128
Risikomaß
117
Risikoprämie
117
Risk measure
117
Risk premium
117
Hedging
105
Risk management
101
Financial crisis
97
Finanzkrise
97
Financial market
95
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
99
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
100
Aufsatz in Zeitschrift
100
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
Author
All
Brigo, Damiano
4
Breuer, Thomas
3
Dias, Alexandra
3
McNeil, Alexander J.
3
Armstrong, John
2
Bernard, Carole
2
Dorfleitner, Gregor
2
Embrechts, Paul
2
Hunter, William Curt
2
Jandačka, Martin
2
Júdice, Pedro
2
Puccetti, Giovanni
2
Rosazza Gianin, Emanuela
2
Smith, Stephen Drew
2
Summer, Martin
2
Vanini, Paolo
2
Adam, Tim René
1
Aivazian, Varouj A.
1
Albanese, Claudio
1
Alexander, Gordon J.
1
Allen, Franklin
1
Aramonte, Sirio
1
Ararat, Çağin
1
Argimón, Isabel
1
Banasik, John
1
Baptista, Alexandre M.
1
Barone-Adesi, Giovanni
1
Bauer, Daniel
1
Bauer, Wolfgang
1
Başak, Suleyman
1
Bellini, Fabio
1
Berens, Tobias
1
Bielecki, Tomasz R.
1
Birge, John R.
1
Bongaerts, Dion
1
Boucher, Christophe
1
Brandtner, Mario
1
Brooks, Chris
1
Buch, Arne
1
Buraschi, Andrea
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
Insurance / Mathematics & economics
156
European journal of operational research : EJOR
123
Risks : open access journal
73
SpringerLink / Bücher
47
Journal of risk management in financial institutions
41
Finance research letters
37
Journal of risk
37
NBER working paper series
35
The journal of operational risk
33
Working paper / National Bureau of Economic Research, Inc.
31
International journal of production economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Quantitative finance
29
Journal of risk and financial management : JRFM
26
NBER Working Paper
26
International journal of production research
25
Research paper series / Swiss Finance Institute
24
Scandinavian actuarial journal
22
Economic modelling
21
Energy economics
21
Journal of empirical finance
21
Discussion paper
20
Wiley finance series
20
American journal of agricultural economics
19
Discussion paper / Centre for Economic Policy Research
19
Finance and stochastics
19
Discussion paper / Tinbergen Institute
18
The journal of risk model validation
18
International review of economics & finance : IREF
17
The European journal of finance
17
International review of financial analysis
16
Journal of economic dynamics & control
16
Computers & operations research : and their applications to problems of world concern ; an international journal
15
International journal of project management : the journal of The International Project Management Association
15
Journal of econometrics
15
Journal of financial economics
14
Swiss Finance Institute Research Paper
14
Working paper series
14
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
2
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
3
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
4
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
5
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
6
Forecasting distress in European SME portfolios
Filipe, Sara Ferreira
;
Grammatikos, Theoharry
;
Michala, …
- In:
Journal of banking & finance
64
(
2016
),
pp. 112-135
Persistent link: https://www.econbiz.de/10011634271
Saved in:
7
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
8
On the pricing of intermediated risks : theory and application to catastrophe reinsurance
Froot, Kenneth
;
O'Connell, Paul G. J.
- In:
Journal of banking & finance
32
(
2008
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10003646971
Saved in:
9
Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.
;
Veiga, H.
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
Saved in:
10
Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
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...
//-->