//--> //--> //-->
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
~person:"Guégan, Dominique"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
10
Risk measure
10
Basel Accord
5
Basler Akkord
5
Operational risk
5
Operationelles Risiko
5
Statistical distribution
5
Statistische Verteilung
5
Bank risk
4
Bankrisiko
4
Measurement
3
Messung
3
Ausreißer
2
Estimation theory
2
Loss
2
Multivariate Verteilung
2
Multivariate distribution
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Schätztheorie
2
Theorie
2
Theory
2
Time series analysis
2
Verlust
2
Zeitreihenanalyse
2
2004-2011
1
Bank
1
Bankgeschäft
1
Banking services
1
Copula function
1
Expected shortfall
1
Financial services
1
Finanzdienstleistung
1
Induktive Statistik
1
Insurance
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
10
Author
All
Guégan, Dominique
Wang, Ruodu
28
Hammoudeh, Shawkat
22
McAleer, Michael
21
Righi, Marcelo Brutti
21
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Härdle, Wolfgang
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Cai, Jun
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Daníelsson, Jón
11
Dowd, Kevin
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Bernard, Carole
10
Furman, Edward
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
more ...
less ...
Published in...
All
The journal of operational risk
3
Annals of finance
1
Finance research letters
1
International journal of risk assessment and management : IJRAM
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of international financial markets, institutions & money
1
Journal of risk management in financial institutions
1
Risk and decision analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
Saved in:
2
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Saved in:
3
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
4
Viewing risk measures as information
Tarrant, Wayne
;
Guégan, Dominique
- In:
Journal / The Capco Institute : journal of financial …
38
(
2013
),
pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
Saved in:
5
Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
8
(
2013
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
Saved in:
6
On the necessity of five risk measures
Guégan, Dominique
;
Tarrant, Wayne
- In:
Annals of finance
8
(
2012
)
4
,
pp. 533-552
Persistent link: https://www.econbiz.de/10009670961
Saved in:
7
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
8
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique
;
Hassani, Bertrand K.
;
Naud, Cédric
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
Saved in:
9
More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique
;
Hassani, Bertrand
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
Saved in:
10
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->