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:"Risk measure"
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
A threshold based approach to...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Threshold
185
threshold
173
Financial risk management
148
financial risk management
71
Risikomanagement
67
Risk management
66
Estimation
49
Schätzung
49
Theorie
45
Economic growth
44
Wirtschaftswachstum
43
Theory
42
Financial crises
34
Portfolio selection
24
Portfolio-Management
24
Financial market
23
Finanzmarkt
22
Systemic risk
22
Cointegration
20
Financial stability
20
Welt
20
World
20
Bank supervision
19
Forecasting model
19
Prognoseverfahren
19
Monetary policy
18
Bank capital
17
Capital income
17
Kapitaleinkommen
17
Risk
17
Banks and banking
16
Kointegration
16
Börsenkurs
15
Financial markets
15
Financial services
15
Finanzdienstleistung
15
Regression analysis
15
Regressionsanalyse
15
Risikomaß
15
more ...
less ...
Online availability
All
Undetermined
7
Free
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Janabi, Mazin A. M. al
5
Kratz, Marie
2
Zhao, Zifeng
2
Bräutigam, Marcel
1
Cai, Yuzhi
1
Charlin, Ventura
1
Chen, Rong
1
Chiper, Alexandra-Maria
1
Cifuentes, Arturo
1
Dacorogna, Michel M.
1
Echaust, Krzysztof
1
Huang, Chun-Kai
1
Just, Małgorzata
1
Lok, Yen H.
1
McNeil, Alexander J.
1
Smith, Anri
1
Stander, Julian
1
Wu, Qi
1
Yan, Xing
1
Zhang, Zhengjun
1
more ...
less ...
Published in...
All
Economic modelling
1
International journal of financial engineering
1
International journal of management practice : IJMP
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risks : open access journal
1
Studies in economics and finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of risk model validation
1
The review of economic and business studies : REBS
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting
threshold
Janabi, Mazin A. M. al
- In:
Journal of emerging market finance
11
(
2012
)
2
,
pp. 189-229
Persistent link: https://www.econbiz.de/10009752878
Saved in:
2
On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis
Janabi, Mazin A. M. al
- In:
International journal of management practice : IJMP
6
(
2013
)
3
,
pp. 248-285
Persistent link: https://www.econbiz.de/10009790987
Saved in:
3
Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Janabi, Mazin A. M. al
- In:
Economic modelling
40
(
2014
),
pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
Saved in:
4
Modeling coherent trading risk parameters under illiquid market perspective
Janabi, Mazin A. M. al
- In:
Studies in economics and finance
28
(
2011
)
4
,
pp. 301-320
Persistent link: https://www.econbiz.de/10009388603
Saved in:
5
Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
Saved in:
6
Dynamic bivariate peak over
threshold
model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
7
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
8
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
9
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
10
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
