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~subject:"Ausreißer"
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Bericht der AG2: Risikomanagem...
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Ausreißer
Estimation
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
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13
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13
Aufsatz in Zeitschrift
13
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English
13
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Poddig, Thorsten
2
Alemany, Ramon
1
Auer, Benjamin R.
1
Belles-Sampera, James
1
Bolancé, Catalina
1
Börner, Christoph J.
1
Chen, Jiusheng
1
Cui, Xueting
1
Deege, Matthias
1
Desmettre, Sascha
1
Fieberg, Christian
1
Guillén, Montserrat
1
Hoffmann, Ingo
1
Kabaila, Paul
1
Kellner, Ralf
1
Li, Duan
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Rösch, Daniel
1
Santolino, Miguel
1
Sarabia Alzaga, José Maria
1
Scheule, Harald
1
Sun, Xiaoling
1
Weiß, Gregor
1
Zhu, Shushang
1
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Published in...
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Journal of risk
Journal of air transport management
15
Economic modelling
14
Insurance / Mathematics & economics
14
Journal of banking & finance
14
Working paper / National Bureau of Economic Research, Inc.
14
Energy economics
12
Finance research letters
12
International review of financial analysis
12
Applied economics
11
Risks : open access journal
11
NBER working paper series
10
The journal of operational risk
10
NBER Working Paper
9
Discussion paper / Centre for Economic Policy Research
8
SpringerLink / Bücher
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of empirical finance
7
Working papers
7
Discussion paper / Tinbergen Institute
6
Gabler Edition Wissenschaft
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
Quantitative finance
6
Transportation research / E : an international journal
6
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of financial stability
5
Journal of mathematical finance
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Economics letters
4
Journal of economic dynamics & control
4
Journal of financial econometrics
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Journal of risk management in financial institutions
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Schriftenreihe Finanzmanagement
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
13
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1
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10
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13
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1
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
2
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:
3
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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
Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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