//--> //--> //--> //-->
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:"The European journal of 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
How accurate is the square-roo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
38
Risk measure
38
Theorie
22
Theory
22
Portfolio selection
19
Portfolio-Management
19
Risikomanagement
13
Risk management
13
ARCH model
9
ARCH-Modell
9
Risiko
9
Risk
9
Statistical distribution
9
Statistische Verteilung
9
value-at-risk
9
Forecasting model
7
Prognoseverfahren
7
Volatility
7
Volatilität
7
Financial crisis
6
Finanzkrise
6
Systemic risk
6
Systemrisiko
6
Credit risk
5
Kreditrisiko
5
Multivariate Verteilung
5
Multivariate distribution
5
risk management
5
Bank risk
4
Bankrisiko
4
Capital income
4
Financial services
4
Finanzdienstleistung
4
Kapitaleinkommen
4
Measurement
4
Messung
4
value at risk
4
Correlation
3
Korrelation
3
Simulation
3
more ...
less ...
Online availability
All
Undetermined
20
Free
5
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Conference paper
2
Konferenzbeitrag
2
Language
All
English
38
Author
All
Grundke, Peter
2
Nomikos, Nikos K.
2
Yao, Jing
2
Abendschein, Michael
1
Abourashchi, Niloufar
1
Alexander, Gordon J.
1
Alshater, Muneer Maher
1
Amini, Shima
1
Andriosopoulos, Kostas
1
Barone-Adesi, Giovanni
1
Bellini, Fabio
1
Bernard, Carole
1
Bernardi, Mauro
1
Brandi, Giuseppe
1
Bratis, Theodoros
1
Brio, Esther B. del
1
Brown, Richard A.
1
Catania, Leopoldo
1
Chen, Yi-Hsuan
1
Cheng, Jie
1
Choi, Ji-Eun
1
Chondrogiannis, Ilias
1
Clacher, Iain
1
Corbetta, Jacopo
1
Corsaro, Stefania
1
Cotter, John
1
De Luca, Giovanni
1
Di Bernardino, Elena
1
Di Matteo, Tiziana
1
Dunis, Christian
1
Durand, Robert B.
1
El Khoury, Rim
1
Fall, Malick
1
Fong, Tom
1
Freeman, Mark
1
Freeman, Mark C.
1
Giannopoulos, Kostas
1
Giot, Pierre
1
Gould, John
1
Han, Chulwoo
1
more ...
less ...
Published in...
All
The European journal of finance
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
112
Risks : open access journal
107
Finance research letters
103
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working papers
32
Finance and stochastics
31
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling severity risk under PD-LGD correlation
Han, Chulwoo
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
Saved in:
2
Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy
;
Levy, Haim
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
Saved in:
3
Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas
;
Nomikos, Nikos K.
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
Saved in:
4
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
5
Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
Saved in:
6
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
7
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie
;
Hong, Yi
;
Tao, Juan
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
Saved in:
8
A new multi-factor risk model to evaluate funding liquidity risk of banks
Fall, Malick
;
Viviani, Jean-Laurent
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 985-1003
Persistent link: https://www.econbiz.de/10011715289
Saved in:
9
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
Saved in:
10
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->