//--> //--> //--> //-->
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 risk"
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
Efficient and accurate quadrat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
123
Risk measure
123
Portfolio selection
57
Portfolio-Management
57
Theorie
41
Theory
41
Risikomanagement
40
Risk management
40
Risiko
27
Risk
27
Measurement
25
Messung
25
ARCH model
23
ARCH-Modell
23
Estimation
23
Schätzung
23
Estimation theory
21
Schätztheorie
21
Statistical distribution
18
Statistische Verteilung
18
value-at-risk (VaR)
18
Volatility
14
Volatilität
14
Basel Accord
12
Basler Akkord
12
Credit risk
12
Forecasting model
12
Kreditrisiko
12
Prognoseverfahren
12
Capital income
11
Kapitaleinkommen
11
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
Original research
8
Ausreißer
7
Multivariate Verteilung
7
more ...
less ...
Online availability
All
Undetermined
59
Type of publication
All
Article
123
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Language
All
English
123
Author
All
Berger, Theo
3
Uryasev, Stan
3
Ardia, David
2
Auer, Benjamin R.
2
Boudt, Kris
2
Lampenius, Niklas
2
Martin, R. Douglas
2
Marumo, Kohei
2
Righi, Marcelo Brutti
2
Ziggel, Daniel
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Ally, Abdallah K.
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Baysal, Rafet Evren
1
Belhad, Ahmed
1
Bellalah, Mondher
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bertagna, Andrea
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Braun, Valentin
1
Breton, Michèle
1
Brummelhuis, Raymond
1
Buchner, Axel
1
Butler, Andrew
1
more ...
less ...
Published in...
All
Journal of risk
Insurance / Mathematics & economics
220
Journal of banking & finance
185
European journal of operational research : EJOR
137
Finance research letters
112
Risks : open access journal
110
Energy economics
77
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
International journal of production research
62
International journal of forecasting
61
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
51
Computational economics
48
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
43
International review of economics & finance : IREF
41
Journal of econometrics
41
The European journal of finance
40
Computers & operations research : and their applications to problems of world concern ; an international journal
39
Journal of economic dynamics & control
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
36
Finance and stochastics
34
SFB 649 discussion paper
34
International journal of production economics
33
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Pacific-Basin finance journal
32
Scandinavian actuarial journal
32
Working papers
32
Operations research letters
31
more ...
less ...
Source
All
ECONIS (ZBW)
123
Showing
1
-
10
of
123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The hidden risk of optimizing bond portfolios under VaR
Winker, Peter
;
Maringer, Dietmar G.
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003648357
Saved in:
2
Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren
;
Staum, Jeremy
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
Saved in:
3
A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
4
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos
;
Peña, Javier F.
;
Vera, Juan C.
; …
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10003775648
Saved in:
5
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Saved in:
6
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
7
Kernel quantile-based estimation of expected shortfall
Yu, Keming
;
Ally, Abdallah K.
;
Yang, Shanchao
;
Hand, D. J.
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003995401
Saved in:
8
Long-short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
Kumar, Ritesh
;
Mitra, Gautam
;
Roman, Diana
- In:
Journal of risk
13
(
2010/11
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10008807862
Saved in:
9
A review of backtesting and backtesting procedures
Campbell, Sean D.
- In:
Journal of risk
9
(
2006/07
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003697504
Saved in:
10
Backtesting value-at-risk accuracy: a simple new test
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Journal of risk
9
(
2006/07
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10003697509
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...
//-->