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Bericht der AG2: Risikomanagem...
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Estimation
Risikomanagement
108
Risk management
107
Portfolio selection
53
Portfolio-Management
53
Theorie
53
Theory
53
Risikomaß
52
Risk measure
52
Risiko
31
Risk
31
risk management
23
Credit risk
21
Kreditrisiko
21
Financial services
20
Finanzdienstleistung
20
Bank risk
13
Bankrisiko
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Hedging
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Measurement
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Messung
11
Original research
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ARCH model
10
ARCH-Modell
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Basel Accord
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Basler Akkord
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Outliers
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Ausreißer
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Multivariate Verteilung
8
Multivariate distribution
8
Forecasting model
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Prognoseverfahren
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value-at-risk (VaR)
7
Estimation theory
6
Schätztheorie
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Capital income
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English
12
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Poddig, Thorsten
2
Alemany, Ramon
1
Allen, David
1
Bernardi, Mauro
1
Bolancé, Catalina
1
Chen, Jiusheng
1
Cui, Xueting
1
Fieberg, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Kabaila, Paul
1
Li, Duan
1
Lizieri, Colin
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Maruotti, Antonello
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Pesaran, M. Hashem
1
Petrella, Lea
1
Satchell, Stephen
1
Schuermann, Til
1
Sun, Xiaoling
1
Weiß, Gregor
1
Zhu, Shushang
1
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Journal of empirical finance
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
NBER Working Paper
8
Applied economics
7
Finance research letters
7
SpringerLink / Bücher
7
Working papers
7
Gabler Edition Wissenschaft
6
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 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 econometrics
3
Journal of economics & business
3
Review of industrial organization : RIO
3
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ECONIS (ZBW)
12
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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
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
3
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
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