//--> //--> //--> //-->
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
Kernel alternatives to approxi...
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
Statistical distribution
41
Statistische Verteilung
41
Risiko
30
Risk
30
Risikomanagement
20
Risk management
20
Volatility
20
Volatilität
20
Measurement
19
Messung
19
Capital income
18
Kapitaleinkommen
18
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
16
Stochastischer Prozess
16
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Expected shortfall
10
Markov chain
10
Markov-Kette
10
Derivat
9
Derivative
9
Estimation theory
9
Schätztheorie
9
CAPM
8
Portfolio optimization
8
Robust statistics
8
more ...
less ...
Online availability
All
Undetermined
73
Free
14
Type of publication
All
Article
87
Type of publication (narrower categories)
All
Article in journal
87
Aufsatz in Zeitschrift
87
Conference paper
3
Konferenzbeitrag
3
Language
All
English
87
Author
All
Gerlach, Richard
3
Härdle, Wolfgang
3
Bee, Marco
2
Bunn, Derek W.
2
Chen, Qian
2
Costa, Giorgio
2
Delage, Erick
2
Hambuckers, J.
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Sit, Tony
2
Wang, Chao
2
Wong, Hoi Ying
2
Aguilar, Jean-Philippe
1
Alexander, Carol
1
Asmussen, Søren
1
Auer, Benjamin R.
1
Bae, Kwangil
1
Beare, Brendan K.
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Birge, John R.
1
Bladt, Mogens
1
Bollinger, Thomas R.
1
Bouchard, Bruno
1
Brandtner, Mario
1
Buccioli, Alice
1
Caccioli, Fabio
1
Canabarro, Askery
1
Caporin, Massimiliano
1
Chen, An
1
Chen, Junyao
1
Chen, Wilson Ye
1
Chen, Yi-Hsuan
1
Chi, Xie
1
Chow, K. Victor
1
Chu, Chih-Kang
1
Chávez-Bedoya, Luis
1
Cui, Zhenyu
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
351
Journal of banking & finance
239
Journal of econometrics
216
The journal of operational risk
201
European journal of operational research : EJOR
187
Risks : open access journal
178
Discussion paper / Tinbergen Institute
169
Finance research letters
167
Journal of risk
133
Economics letters
128
International journal of forecasting
124
IMF Working Papers
118
International review of financial analysis
112
Economic modelling
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Applied economics
105
International journal of theoretical and applied finance
105
Energy economics
91
The North American journal of economics and finance : a journal of financial economics studies
90
Working paper
86
The journal of risk model validation
84
Journal of empirical finance
82
Journal of risk management in financial institutions
82
Applied economics letters
80
Journal of risk and financial management : JRFM
78
Journal of forecasting
77
NBER working paper series
75
Computational economics
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Working paper / National Bureau of Economic Research, Inc.
72
NBER Working Paper
71
The European journal of finance
68
Econometric reviews
66
International review of economics & finance : IREF
66
Scandinavian actuarial journal
65
Discussion paper / Center for Economic Research, Tilburg University
63
Journal of economic dynamics & control
63
Working papers
63
Operations research
59
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
2
Backtesting extreme value theory models of expected shortfall
Novales, Alfonso
;
Garcia-Jorcano, Laura
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012194717
Saved in:
3
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
4
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
Operational risk quantified with spectral risk measures : a refined closed-form approximation
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1221-1242
Persistent link: https://www.econbiz.de/10012194759
Saved in:
7
Risk management under weighted limited expected
loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
8
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational
loss
models
Hambuckers, J.
;
Kneib, Thomas
;
Langrock, Roland
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1679-1698
Persistent link: https://www.econbiz.de/10012259864
Saved in:
9
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:
10
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
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...
//-->