//--> //--> //--> //-->
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:"Journal of banking & finance"
~source:"econis"
~subject:"Risikomaß"
~subject:"United States"
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
Dynamic Efficiency and Pareto...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
United States
Theory
1,384
Theorie
1,383
Portfolio selection
273
Portfolio-Management
273
Risikomanagement
203
Risk management
203
Credit risk
175
Kreditrisiko
175
USA
152
Estimation
145
Schätzung
145
Bank
143
Capital income
142
Kapitaleinkommen
142
Volatility
136
Volatilität
136
CAPM
133
Risk
132
Risiko
130
Bank risk
117
Bankrisiko
117
Börsenkurs
115
Share price
115
Risk measure
109
Financial crisis
101
Finanzkrise
101
Yield curve
88
Zinsstruktur
88
Derivat
85
Derivative
85
Risikoprämie
83
Risk premium
83
Welt
79
World
79
Option pricing theory
78
Optionspreistheorie
78
Investment
77
Basel Accord
75
more ...
less ...
Online availability
All
Undetermined
54
Type of publication
All
Article
256
Type of publication (narrower categories)
All
Article in journal
253
Aufsatz in Zeitschrift
253
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
256
Author
All
Allen, Linda
4
Berger, Allen N.
4
Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Duan, Jin-Chuan
3
Paterlini, Sandra
3
Acerbi, Carlo
2
Alexander, Carol
2
Anderson, Ronald C.
2
Armstrong, John
2
Bali, Turan G.
2
Bartolini, Leonardo
2
Bernard, Carole
2
Billett, Matthew T.
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Carey, Mark S.
2
Chatterjee, Sris
2
Chiang, Raymond
2
Cui, Xueting
2
Cummins, John David
2
Dionne, Georges
2
Faff, Robert W.
2
Fermanian, Jean-David
2
Gatzert, Nadine
2
Huisman, Ronald
2
Koedijk, Kees
2
McNeil, Alexander J.
2
Moreno, Antonio
2
Mozumdar, Abon
2
Okunev, John
2
Puccetti, Giovanni
2
Saunders, Anthony
2
Shome, Dilip K.
2
Tabak, Benjamin Miranda
2
Tasche, Dirk
2
Torricelli, Costanza
2
more ...
less ...
Published in...
All
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
1,591
European journal of operational research : EJOR
447
Discussion paper / Centre for Economic Policy Research
415
The American economic review
334
The review of financial studies
286
American journal of agricultural economics
265
Working paper
263
The review of economics and statistics
250
The journal of finance : the journal of the American Finance Association
249
Insurance / Mathematics & economics
227
Computers & operations research : and their applications to problems of world concern ; an international journal
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
217
Journal of monetary economics
209
Applied economics
205
Discussion paper series / IZA
205
Economics letters
201
Journal of political economy
200
Finance and economics discussion series
192
Journal of money, credit and banking : JMCB
179
CESifo working papers
174
Southern economic journal
174
International journal of production research
162
Journal of financial economics
154
NBER working paper series
149
Economic inquiry : journal of the Western Economic Association International
146
Journal of economic dynamics & control
140
The quarterly journal of economics
133
Journal of econometrics
129
International economic review
127
Applied economics letters
120
The journal of futures markets
120
Economic modelling
118
Journal of macroeconomics
117
The economic journal : the journal of the Royal Economic Society
117
Public choice
116
Discussion paper
112
Discussion paper / Tinbergen Institute
111
Journal of public economics
111
Journal of financial and quantitative analysis : JFQA
110
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
256
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
2
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
3
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
4
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
5
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:
6
Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
Saved in:
7
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
8
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
9
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
10
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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...
//-->