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"
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
Stochastic Models for Risk Est...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
1,384
Theorie
1,383
Volatility
375
Volatilität
374
Portfolio selection
315
Portfolio-Management
315
Capital income
232
Kapitaleinkommen
232
Risk
231
Risiko
224
USA
204
United States
201
Börsenkurs
200
Share price
199
Estimation
197
Schätzung
196
Risikomaß
181
Risk measure
181
Credit risk
180
Kreditrisiko
180
CAPM
159
Bank
142
Option pricing theory
133
Optionspreistheorie
133
Risikomanagement
127
Risk management
127
Risikoprämie
121
Risk premium
121
Financial crisis
117
Finanzkrise
117
Welt
112
World
112
Forecasting model
105
Prognoseverfahren
105
Bank risk
103
Bankrisiko
103
Yield curve
100
Zinsstruktur
100
Derivat
92
Derivative
92
more ...
less ...
Online availability
All
Undetermined
573
Type of publication
All
Article
1,863
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
1,853
Aufsatz in Zeitschrift
1,853
Collection of articles of several authors
16
Sammelwerk
16
Conference proceedings
7
Konferenzschrift
7
Systematic review
5
Übersichtsarbeit
5
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Nachruf
1
more ...
less ...
Language
All
English
1,868
Undetermined
6
Author
All
Faff, Robert W.
10
Prokopczuk, Marcel
9
Duan, Jin-Chuan
8
Sarkar, Sudipto
8
Shackleton, Mark B.
8
Skiadopoulos, George
8
Berger, Allen N.
7
Branger, Nicole
7
Levy, Haim
7
Saunders, Anthony
7
Weiß, Gregor
7
Bali, Turan G.
6
Chang, Eric Chieh
6
Fabozzi, Frank J.
6
Nawalkha, Sanjay K.
6
Sercu, Piet
6
Taylor, Stephen
6
Uhrig-Homburg, Marliese
6
Allen, Linda
5
Altman, Edward I.
5
Chung, Kee H.
5
Crouhy, Michel
5
Ederington, Louis H.
5
Harris, Richard D. F.
5
Hasan, Iftekhar
5
Jiang, George J.
5
Lee, Bong-soo
5
Leippold, Markus
5
Peña Sánchez de Rivera, Juan Ignacio
5
Prisman, Eliezer Zeev
5
Pérignon, Christophe
5
Rubio, Gonzalo
5
Subrahmanyam, Marti G.
5
Wese Simen, Chardin
5
Wu, Chunchi
5
Alexander, Carol
4
Alexander, Gordon J.
4
Baptista, Alexandre M.
4
Barone-Adesi, Giovanni
4
Breuer, Thomas
4
more ...
less ...
Institution
All
Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
1
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
University of Notre Dame / College of Business
1
Università degli studi di Roma "La Sapienza"
1
Published in...
All
Journal of banking & finance
NBER working paper series
7,527
Working paper / National Bureau of Economic Research, Inc.
7,097
NBER Working Paper
6,825
Economics letters
5,625
European journal of operational research : EJOR
5,259
Discussion paper / Centre for Economic Policy Research
4,775
CESifo working papers
3,953
Working paper
3,093
Journal of economic theory
2,970
Discussion paper / Tinbergen Institute
2,651
Journal of economic dynamics & control
2,580
The American economic review
2,451
Discussion paper series / IZA
2,392
Computers & operations research : and their applications to problems of world concern ; an international journal
2,384
Journal of economic behavior & organization : JEBO
2,337
CESifo Working Paper
2,182
Europäische Hochschulschriften / 5
2,179
Economic modelling
2,073
International journal of production research
2,043
Applied economics
2,033
European economic review : EER
1,985
Journal of econometrics
1,928
Discussion paper
1,905
Games and economic behavior
1,901
CESifo Working Paper Series
1,844
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,837
The economic journal : the journal of the Royal Economic Society
1,836
SpringerLink / Bücher
1,827
Journal of public economics
1,765
Discussion paper / Center for Economic Research, Tilburg University
1,707
Management science : journal of the Institute for Operations Research and the Management Sciences
1,662
Energy economics
1,646
IZA Discussion Paper
1,613
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,567
Journal of monetary economics
1,469
Applied economics letters
1,430
Finance research letters
1,418
International economic review
1,408
Public choice
1,405
more ...
less ...
Source
All
ECONIS (ZBW)
1,874
Showing
1
-
10
of
1,874
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation of multi-asset portfolio tail
risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
2
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:
3
Unexpected tails in
risk
measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
4
Portfolio selection : an extreme value approach
DiTraglia, Francis J.
;
Gerlach, Jeffrey R.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 305-323
Persistent link: https://www.econbiz.de/10009705699
Saved in:
5
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
6
Option-implied objective measures of market
risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
7
The sum of all fears : forecasting international returns using option-implied
risk
measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
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:
9
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
10
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
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...
