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Bericht der AG2: Risikomanagem...
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Estimation
Risikomanagement
101
Risk management
101
Risikomaß
52
Risk measure
52
Portfolio selection
49
Portfolio-Management
49
Theorie
43
Theory
43
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risk management
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Hedging
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Ausreißer
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Estimation theory
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Multivariate Verteilung
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value-at-risk (VaR)
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Poddig, Thorsten
2
Alemany, Ramon
1
Bandi, Federico M.
1
Bolancé, Catalina
1
Chan, Thomas W. C.
1
Chen, Jiusheng
1
Chu, Amanda M. Y.
1
Cui, Xueting
1
Fieberg, Christian
1
Kabaila, Paul
1
Li, Duan
1
Lüdemann, Stefan
1
Mainzer, Rheanna
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Mertens, Richard Lennart
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Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Park, Byeong U.
1
Renò, Roberto
1
Sickles, Robin C.
1
Simar, Léopold
1
So, Mike Ka-pui
1
Sun, Xiaoling
1
Weiß, Gregor
1
Zhu, Shushang
1
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Journal of econometrics
Journal of risk
Journal of air transport management
15
Working paper / National Bureau of Economic Research, Inc.
13
Journal of banking & finance
10
Energy economics
9
NBER working paper series
9
Discussion paper / Centre for Economic Policy Research
8
Economic modelling
8
International review of financial analysis
8
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8
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Finance research letters
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Gabler Edition Wissenschaft
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Transportation research / E : an international journal
6
Insurance / Mathematics & economics
5
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Risks : open access journal
5
Discussion paper / Tinbergen Institute
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of financial stability
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
4
Schriftenreihe Finanzmanagement
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working papers / Financial Institutions Center
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Economics letters
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of transport economics : IJTE
3
International review of economics & finance : IREF
3
Journal of economics & business
3
Review of industrial organization : RIO
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ECONIS (ZBW)
11
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1
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
2
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
3
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
4
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
5
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
6
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
7
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
8
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
9
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
10
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
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