//--> //--> //--> //-->
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 journal of operational risk"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistische Verteilung
Risikomanagement
141
Risk management
141
Operational risk
114
Operationelles Risiko
114
Bank risk
82
Bankrisiko
82
Financial services
55
Finanzdienstleistung
55
operational risk
47
Basel Accord
41
Basler Akkord
41
Theorie
33
Theory
33
Risk measure
28
Loss
18
Statistical distribution
18
Verlust
18
Measurement
17
Messung
17
Bank
16
Risiko
14
Risk
14
risk management
13
loss distribution approach (LDA)
12
Risikomodell
11
Risk model
11
Ausreißer
9
Original research
9
Outliers
9
advanced measurement approach (AMA)
8
Portfolio selection
7
Portfolio-Management
7
value-at-risk (VaR)
7
Bayes-Statistik
6
Bayesian inference
6
Coronavirus
6
Covid-19
6
Tourism destination
6
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
Author
All
Gao, Lijun
2
Larsen, Paul
2
Li, Jianping
2
Mitic, Peter
2
Zhu, Xiaoqian
2
Abbate, Donato
1
Agostini, Alessandra
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bakker, Arjan
1
Balakrishnan, Narayanaswamy
1
Belles-Sampera, Jaume
1
Benito, Sonia
1
Bouaddi, Mohammed
1
Chavez-Demoulin, Valérie
1
Chen, Heng Z.
1
Chen, Jianming
1
Chen, Xian
1
Cohen, Ruben D.
1
Cosslett, Stephen R.
1
Dahen, Hela
1
Danesi, Ivan Luciano
1
Degen, Matthias
1
Dionne, Georges
1
Embrechts, Paul
1
Erdman, Donald
1
Farkas, Walter
1
Feng, Jichuang
1
Figini, Silvia
1
Fischer, Matthias
1
Giudici, Paolo
1
Gong, Lan
1
Gong, Yishan
1
Gonpot, Preethee Nunkoo
1
Gourier, Elise
1
Guillén, Montserrat
1
Guégan, Dominique
1
Hadley, Daniel
1
Hassanein, Medhat
1
Hassani, Bertrand K.
1
more ...
less ...
Published in...
All
The journal of operational risk
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
87
Risks : open access journal
82
Finance research letters
73
Journal of risk
70
Economic modelling
47
Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
46
The North American journal of economics and finance : a journal of financial economics studies
40
International journal of theoretical and applied finance
38
The journal of risk model validation
37
Applied economics
33
Energy economics
33
Journal of risk and financial management : JRFM
33
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
28
The European journal of finance
28
Journal of economic dynamics & control
27
Finance and stochastics
26
International review of economics & finance : IREF
26
Journal of risk management in financial institutions
24
Computational economics
23
Journal of econometrics
23
Research in international business and finance
23
The journal of asset management
23
International journal of forecasting
22
Journal of mathematical finance
21
Operations research
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of international financial markets, institutions & money
18
Scandinavian actuarial journal
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Swiss Finance Institute Research Paper
17
Working papers
16
Mathematics and financial economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
; …
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Saved in:
2
A note on the statistical robustness of risk measures
Zhelonkin, Mikhail
;
Chavez-Demoulin, Valérie
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 47-68
Persistent link: https://www.econbiz.de/10011775516
Saved in:
3
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
4
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
5
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise
;
Farkas, Walter
;
Abbate, Donato
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
Saved in:
6
Combining operational loss data with expert opinions through advanced credibility theory
Agostini, Alessandra
;
Talamo, Paolo
;
Vecchione, Vittorio
- In:
The journal of operational risk
5
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10003971938
Saved in:
7
Evaluation of parameter risk via first-order approximation of distortion risk measures
Erdman, Donald
;
Major, Steven
;
Rioux, Jacques
- In:
The journal of operational risk
5
(
2010/11
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003971940
Saved in:
8
A practical application of extreme value theory to operational risk in banks
Dahen, Hela
;
Dionne, Georges
;
Zajdenweber, Daniel
- In:
The journal of operational risk
5
(
2010/11
)
2
,
pp. 63-78
Persistent link: https://www.econbiz.de/10003996359
Saved in:
9
The calculation of minimum regulatory capital using single-loss approximations
Degen, Matthias
- In:
The journal of operational risk
5
(
2010/11
)
4
,
pp. 3-17
Persistent link: https://www.econbiz.de/10008823253
Saved in:
10
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->