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~subject:"Risikomaß"
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Value-at-Risk-Varianten
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Subject
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Risikomaß
Risikomanagement
35,216
Risk management
31,484
Theorie
6,922
Theory
6,861
Risiko
6,226
Risk
6,218
Ägypten
5,186
Egypt
5,163
Portfolio-Management
3,609
Portfolio selection
3,589
Kreditrisiko
2,859
Lieferkette
2,706
Supply chain
2,700
Credit risk
2,660
Deutschland
2,658
Bankrisiko
2,628
Bank risk
2,609
Germany
2,455
Bank
2,432
Risk measure
2,399
Welt
2,110
World
2,092
Finanzdienstleistung
1,955
Financial services
1,918
VAR
1,816
risk management
1,791
USA
1,774
United States
1,688
Hedging
1,487
Finanzkrise
1,398
Corporate Governance
1,379
Financial crisis
1,358
Corporate governance
1,286
Basler Akkord
1,282
Basel Accord
1,277
Derivat
1,194
Derivative
1,190
Schätzung
1,004
Estimation
982
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Online availability
All
Undetermined
894
Free
670
Type of publication
All
Article
1,631
Book / Working Paper
796
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,507
Aufsatz in Zeitschrift
1,507
Graue Literatur
255
Non-commercial literature
255
Working Paper
247
Arbeitspapier
236
Aufsatz im Buch
109
Book section
109
Hochschulschrift
95
Thesis
74
Collection of articles of several authors
23
Sammelwerk
23
Lehrbuch
14
Aufsatzsammlung
12
Textbook
12
Bibliografie enthalten
8
Bibliography included
8
Collection of articles written by one author
7
Sammlung
7
Case study
6
Conference paper
6
Fallstudie
6
Handbook
6
Handbuch
6
Konferenzbeitrag
6
Bibliografie
3
Konferenzschrift
3
Conference proceedings
2
Mehrbändiges Werk
2
Multi-volume publication
2
Ratgeber
2
Accompanied by computer file
1
Amtsdruckschrift
1
Doctoral Thesis
1
Einführung
1
Elektronischer Datenträger als Beilage
1
Forschungsbericht
1
Glossar enthalten
1
Glossary included
1
Government document
1
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Language
All
English
2,251
German
172
French
5
Italian
1
Author
All
Stoja, Evarist
25
Wang, Ruodu
21
McAleer, Michael
19
Polanski, Arnold
17
Embrechts, Paul
16
Mao, Tiantian
14
Dionne, Georges
12
Hammoudeh, Shawkat
12
Härdle, Wolfgang
12
Allen, David E.
9
Broll, Udo
9
Cai, Jun
9
Daníelsson, Jón
9
Farkas, Walter
9
Giudici, Paolo
9
Liu, Haiyan
9
Righi, Marcelo Brutti
9
Brandtner, Mario
8
Caporin, Massimiliano
8
Christoffersen, Peter F.
8
Diebold, Francis X.
8
Dowd, Kevin
8
Hassani, Samir Saissi
8
Janabi, Mazin A. M. al
8
Karmakar, Madhusudan
8
Kratz, Marie
8
Olson, David L.
8
Puccetti, Giovanni
8
Rüschendorf, Ludger
8
Stulz, René M.
8
Tan, Ken Seng
8
Tiwari, Aviral Kumar
8
Wu, Desheng Dash
8
Boonen, Tim J.
7
Chaudhry, Sajid M.
7
Cheung, Ka Chun
7
Fabozzi, Frank J.
7
Li, Jianping
7
Pérez Amaral, Teodosio
7
Wahl, Jack E.
7
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Institution
All
Springer Fachmedien Wiesbaden
4
Springer-Verlag GmbH
4
National Bureau of Economic Research
3
Institut für Schweizerisches Bankwesen <Zürich>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Bank-Verlag GmbH
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Fachhochschule <Osnabrück> / Fakultät Wirtschafts- und Sozialwissenschaften
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Frankfurt School Verlag GmbH
1
Friedrich-Schiller-Universität Jena
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Palgrave Macmillan <Firma>
1
Risk Management Association <München>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
UVK Verlagsgesellschaft mbH
1
Uni-Taschenbücher GmbH
1
Universität Mannheim
1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
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Published in...
All
Insurance / Mathematics & economics
93
Risks : open access journal
57
Journal of banking & finance
56
European journal of operational research : EJOR
44
Journal of risk
40
Finance research letters
34
Energy economics
29
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
27
The journal of risk model validation
23
International review of financial analysis
21
Journal of risk management in financial institutions
20
Quantitative finance
20
Applied economics
19
Journal of risk and financial management : JRFM
19
International review of economics & finance : IREF
17
International journal of theoretical and applied finance
16
SpringerLink / Bücher
16
The European journal of finance
16
Discussion paper / Tinbergen Institute
15
International journal of forecasting
14
Research paper series / Swiss Finance Institute
14
Working papers
14
Journal of mathematical finance
13
Finance and stochastics
12
Journal of econometrics
12
Journal of empirical finance
12
Computational economics
11
Journal of international financial markets, institutions & money
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
10
International journal of risk assessment and management : IJRAM
10
Research in international business and finance
10
Insurance : mathematics and economics
9
International journal of finance & economics : IJFE
9
International journal of production research
9
Operations research letters
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
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Source
All
ECONIS (ZBW)
2,405
EconStor
13
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
4
Showing
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10
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2,428
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date (oldest first)
1
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
Saved in:
2
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:
3
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
4
A multivariate
CVaR
risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
5
Scenario-based stochastic model for supplier selection and order allocation under disruption risk and quantity discount
Hamdi, Faiza
;
Masmoudi, Faouzi
- In:
International journal of risk assessment and management …
25
(
2022
)
1/2
,
pp. 84-102
Persistent link: https://www.econbiz.de/10014227076
Saved in:
6
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
7
CVaR
hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
8
CVaR
in portfolio optimization : an essay on the French market
Hafsa, Houda
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10011405083
Saved in:
9
The new international regulation of market risk: roles of
VaR
and
CVaR
in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
10
Quantile-based optimal portfolio selection
Bodnar, Taras
;
Lindholm, Mathias
;
Thorsén, Erik
; …
- In:
Computational management science
18
(
2021
)
3
,
pp. 299-324
Persistent link: https://www.econbiz.de/10012615134
Saved in:
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