//--> //--> //--> //-->
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:"Quantitative 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
Kreditrisikomaße im Vergleich
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
57
Risk measure
57
Theorie
53
Theory
53
Portfolio selection
45
Portfolio-Management
45
Credit risk
34
Kreditrisiko
34
Risiko
30
Risk
30
Risikomanagement
27
Risk management
27
Measurement
17
Messung
17
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Schätzung
15
Derivat
13
Derivative
13
Statistical distribution
13
Statistische Verteilung
13
Option pricing theory
12
Optionspreistheorie
12
CAPM
11
Expected shortfall
10
Volatility
10
Volatilität
10
Capital income
9
Financial services
9
Finanzdienstleistung
9
Insolvency
9
Insolvenz
9
Kapitaleinkommen
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
ARCH model
8
ARCH-Modell
8
Credit derivative
8
Kreditderivat
8
more ...
less ...
Online availability
All
Undetermined
74
Free
16
Type of publication
All
Article
90
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Conference paper
5
Konferenzbeitrag
5
Language
All
English
90
Author
All
Härdle, Wolfgang
4
Gerlach, Richard
3
Hwang, Ruey-Ching
3
Bianchi, Michele Leonardo
2
Chen, Qian
2
Chen, Yi-Chi
2
Chen, Yi-Hsuan
2
Chu, Chih-Kang
2
Delage, Erick
2
Kandhai, D.
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Sit, Tony
2
Tassinari, Gian Luca
2
Wang, Chao
2
Wong, Hoi Ying
2
Alexander, Carol
1
Anagnostou, I.
1
Arakelian, Veni
1
Arendarski, P.
1
Ashwin, Julian
1
Ashwin, Peter
1
Auer, Benjamin R.
1
Barbieri, Paolo Nicola
1
Bee, Marco
1
Bekiros, Stelios
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Birge, John R.
1
Bo, Lijun
1
Bormetti, Giacomo
1
Bouchard, Bruno
1
Brandtner, Mario
1
Brigo, Damiano
1
Bu, Shang
1
Buccioli, Alice
1
Caccioli, Fabio
1
Caporin, Massimiliano
1
Chen, An
1
Chen, Dianfa
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of banking & finance
633
Finance research letters
306
Insurance / Mathematics & economics
251
European journal of operational research : EJOR
198
International review of financial analysis
190
Risks : open access journal
180
Journal of financial stability
179
The journal of credit risk : published quarterly by Incisive Media
171
Journal of risk management in financial institutions
155
Journal of risk
152
International journal of theoretical and applied finance
148
Economic modelling
146
NBER working paper series
143
The journal of risk model validation
143
Journal of financial economics
134
International review of economics & finance : IREF
133
The journal of fixed income
131
The North American journal of economics and finance : a journal of financial economics studies
129
Working paper series / European Central Bank
122
Research in international business and finance
121
Applied economics
120
Discussion paper / Tinbergen Institute
117
Discussion papers / CEPR
117
Journal of international financial markets, institutions & money
116
NBER Working Paper
113
Working paper / National Bureau of Economic Research, Inc.
111
Finance and economics discussion series
110
Journal of empirical finance
109
IMF working papers
108
Journal of risk and financial management : JRFM
108
Research paper series / Swiss Finance Institute
106
The European journal of finance
103
Applied economics letters
96
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Discussion paper / Centre for Economic Policy Research
94
Review of quantitative finance and accounting
94
Discussion paper
92
Working paper
91
Pacific-Basin finance journal
90
more ...
less ...
Source
All
ECONIS (ZBW)
90
Showing
1
-
10
of
90
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
2
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
3
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
6
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
7
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
8
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
9
Computation of expected shortfall by fast detection of worst scenarios
Bouchard, Bruno
;
Reghai, Adil
;
Virrion, Benjamin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1087-1108
Persistent link: https://www.econbiz.de/10012588021
Saved in:
10
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->