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~subject:"Risk management"
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EVT
Risk management
Value-at-Risk
credit risk
Risikomaß
7,483
Risk measure
7,462
Theorie
4,431
Theory
4,391
Kreditderivat
3,350
Credit derivative
3,347
Portfolio-Management
2,946
Portfolio selection
2,933
Credit risk
2,466
Kreditrisiko
2,448
Risikomanagement
2,408
Risk
2,188
Risiko
2,179
Schätzung
1,481
Estimation
1,467
Volatility
1,251
Volatilität
1,244
Statistische Verteilung
1,201
Messung
1,197
Statistical distribution
1,194
Welt
1,184
Measurement
1,177
World
1,173
ARCH-Modell
1,131
ARCH model
1,125
Financial crisis
1,105
Finanzkrise
1,093
Prognoseverfahren
996
Forecasting model
993
Kapitaleinkommen
936
Capital income
933
Multivariate Verteilung
872
Multivariate distribution
872
Risikoprämie
771
Risk premium
767
Derivative
702
Derivat
701
Bank risk
667
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1,165
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1,086
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1,994
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1,208
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3
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research-article
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McAleer, Michael
45
Wang, Ruodu
29
Stoja, Evarist
25
Chang, Chia-Lin
23
Härdle, Wolfgang
23
Daníelsson, Jón
20
Embrechts, Paul
20
Gerlach, Richard
17
Polanski, Arnold
17
Allen, David E.
15
Mao, Tiantian
15
Vries, Casper G. de
15
Ardia, David
13
Hammoudeh, Shawkat
13
Puccetti, Giovanni
13
Roszbach, Kasper
13
Farkas, Walter
12
Kratz, Marie
12
Rüschendorf, Ludger
11
Hoogerheide, Lennart
10
Karmakar, Madhusudan
10
Lindé, Jesper
10
Mittnik, Stefan
10
Pérez Amaral, Teodosio
10
Broll, Udo
9
Caporin, Massimiliano
9
Christoffersen, Peter F.
9
Dijk, Herman K. van
9
Ghorbel, Ahmed
9
Hautsch, Nikolaus
9
Hoogerheide, Lennart F.
9
Hurlin, Christophe
9
Härdle, Wolfgang Karl
9
Jacobson, Tor
9
Jiménez-Martín, Juan-Ángel
9
Weiß, Gregor
9
Cai, Jun
8
Cheung, Ka Chun
8
Chlebus, Marcin
8
Diebold, Francis X.
8
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International Monetary Fund (IMF)
42
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
HAL
17
International Monetary Fund
14
Tinbergen Instituut
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Business School, University of Sydney
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Tinbergen Institute
7
EconWPA
6
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
6
Center for Financial Studies
5
Department of Economics and Finance, College of Business and Economics
5
Society for Computational Economics - SCE
5
Sveriges Riksbank
5
Institute of Economic Research, Kyoto University
4
Université Paris-Dauphine (Paris IX)
4
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
3
Department of Economics, University of Crete
3
Economics Department, Fordham University
3
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
3
Fakultät für Wirtschaftswissenschaften, Technische Universität München
3
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
3
National Bureau of Economic Research
3
Springer Fachmedien Wiesbaden
3
Springer-Verlag GmbH
3
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
3
de Nederlandsche Bank
3
Banca d'Italia
2
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Department of Agribusiness and Applied Economics, North Dakota State University
2
Deutsche Bundesbank
2
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Faculty of Economics, University of Cambridge
2
Finance Discipline Group, Business School
2
Hong Kong Monetary Authority
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
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Published in...
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Insurance / Mathematics & economics
107
Risks : open access journal
62
Journal of banking & finance
60
Journal of risk
42
European journal of operational research : EJOR
41
Finance research letters
37
Discussion paper / Tinbergen Institute
31
Economic modelling
31
The North American journal of economics and finance : a journal of financial economics studies
30
Energy economics
29
The journal of operational risk
27
International review of financial analysis
26
MPRA Paper
26
IMF Working Papers
25
Quantitative finance
25
The journal of risk model validation
23
Journal of risk management in financial institutions
22
Journal of risk and financial management : JRFM
21
International journal of forecasting
20
Applied economics
19
International journal of theoretical and applied finance
19
International review of economics & finance : IREF
19
Tinbergen Institute Discussion Paper
19
Tinbergen Institute Discussion Papers
19
Journal of empirical finance
18
The European journal of finance
17
Journal of econometrics
16
Research paper series / Swiss Finance Institute
16
The journal of credit risk : published quarterly by Incisive Media
15
Journal of mathematical finance
14
Working papers
14
Finance and stochastics
13
Journal of Banking & Finance
13
Journal of international financial markets, institutions & money
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Research in international business and finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
CORE Discussion Papers
11
IMF Staff Country Reports
11
Insurance: Mathematics and Economics
11
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Source
All
ECONIS (ZBW)
2,640
RePEc
445
EconStor
94
BASE
16
Other ZBW resources
10
USB Cologne (EcoSocSci)
2
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1
Energy portfolio risk management using time-varying
copula
methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
2
Dependence in credit default swap and equity markets : dynamic
copula
with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
3
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
4
Copula
-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
6
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
7
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
8
Dependency between risks and the insurer's economic capital : a
copula
-based GARCH model
Shim, Jeungbo
;
Lee, Seung-Hwan
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011671161
Saved in:
9
Estimating expected and unexpected losses for agricultural mortgage portfolios
Dressler, Jonathan B.
;
Tauer, Loren W.
- In:
American journal of agricultural economics
98
(
2016
)
5
,
pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
Saved in:
10
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze
;
Voronova, Irina
;
Pettere, Gaida
- In:
International journal of economics and business …
21
(
2021
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012508726
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