//--> //--> //--> //-->
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
~subject:"Risikomaß"
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
Generalized quantiles as risk...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Robustness
856
robustness
643
Theorie
324
Theory
305
Robustes Verfahren
267
Robust statistics
257
coherence
143
Coherence
119
Risk
106
Risiko
105
Estimation theory
95
Schätztheorie
95
Decision under uncertainty
94
Entscheidung unter Unsicherheit
94
Mathematische Optimierung
76
Mathematical programming
74
Portfolio selection
62
Portfolio-Management
62
Risk measure
62
Game theory
57
Spieltheorie
57
Risk management
52
Prognoseverfahren
50
Risikomanagement
50
Forecasting model
49
Messung
48
Scheduling-Verfahren
48
Welt
48
Measurement
46
Scheduling problem
45
Schätzung
45
Supply chain
44
Estimation
43
Modellierung
42
Lieferkette
41
World
41
Scientific modelling
40
Resilience
39
Incomplete information
37
more ...
less ...
Online availability
All
Undetermined
45
Free
10
Type of publication
All
Article
52
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
62
Author
All
Embrechts, Paul
5
Wang, Ruodu
5
Bellini, Fabio
3
Daouia, Abdelaati
3
Girard, Stéphane
3
Kou, Steven
3
Laeven, Roger J. A.
3
Peng, Xianhua
3
Bignozzi, Valeria
2
Cai, Jun
2
Cai, Zongwu
2
Fang, Ying
2
Fissler, Tobias
2
Kratz, Marie
2
Liu, Fangda
2
Liu, Haiyan
2
Mao, Tiantian
2
Roccioletti, Simona
2
Rosazza Gianin, Emanuela
2
Stadje, Mitja
2
Stupfler, Gilles
2
Taylor, James W.
2
Tian, Dingshi
2
Ziegel, Johanna F.
2
Ahmadi-Javid, Amir
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Barone-Adesi, Giovanni
1
Beleraj, Antonela
1
Bräutigam, Marcel
1
Burzoni, Matteo
1
Bäuerle, Nicole
1
Charron, Jean-Philippe
1
Chavez-Demoulin, Valérie
1
Chen, Jim
1
Chen, Yanhong
1
Chi, Yichun
1
Corelli, Angelo
1
Crespi, Giovanni Paolo
1
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
1
Published in...
All
Insurance / Mathematics & economics
5
Journal of risk
4
Mathematics of operations research
4
Research paper series / Swiss Finance Institute
4
European journal of operational research : EJOR
3
Operations research
3
Quantitative finance
3
Risks : open access journal
3
BestMasters
2
Finance and stochastics
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Mathematics and financial economics
2
Scandinavian actuarial journal
2
Swiss Finance Institute Research Paper
2
Working papers / TSE : WP
2
Working papers series in theoretical and applied economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
Decisions in economics and finance : a journal of applied mathematics
1
International journal of bonds and derivatives
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
SpringerLink / Bücher
1
The journal of operational risk
1
The journal of risk model validation
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized quantiles as risk measures
Bellini, Fabio
;
Klar, Bernhard
;
Müller, Alfred
; …
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 41-48
Persistent link: https://www.econbiz.de/10010259683
Saved in:
2
On exactitude in financial regulation : value-at-risk, expected shortfall, and expectiles
Chen, Jim
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-28
reviewing practical concerns involving backtesting and
robustness
, this article more closely examines regulatory applications of …
Persistent link: https://www.econbiz.de/10011867427
Saved in:
3
Multivariate geometric expectiles
Herrmann, Klaus J.
;
Hofert, Marius
;
Mailhot, Mélina
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
Saved in:
4
Risk measures with the CxLS property
Delbaen, Freddy
;
Bellini, Fabio
;
Bignozzi, Valeria
; …
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
Saved in:
5
Expected shortfall or median shortfall
Kou, Steven
;
Peng, Xianhua
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10010508103
Saved in:
6
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
7
An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
;
Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
Saved in:
8
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
9
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
10
Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->