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Operational risk : A Basel II+...
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Risk measure
risk measures
226
Risikomaß
219
Risk measures
211
Theorie
179
Theory
178
Risk
163
Risiko
162
Messung
145
Measurement
144
Portfolio selection
125
Portfolio-Management
124
Risk management
122
Risikomanagement
116
Multivariate Verteilung
77
Multivariate distribution
77
EVT
53
Statistical distribution
53
Statistische Verteilung
53
Vine copula
42
Stochastic process
37
Stochastischer Prozess
37
Bank risk
34
Bankrisiko
34
ARCH model
33
ARCH-Modell
33
vine copula
33
Capital income
30
Kapitaleinkommen
30
Financial services
29
Finanzdienstleistung
29
GARCH
29
Mathematical programming
29
Mathematische Optimierung
29
VaR
29
Operational risk
28
Basel Accord
27
Risikomodell
27
Risk model
27
Volatility
27
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Undetermined
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Free
55
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Article
196
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22
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Graue Literatur
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English
218
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Righi, Marcelo Brutti
11
Munari, Cosimo-Andrea
8
Koch Medina, Pablo
7
Pichler, Alois
6
Farkas, Walter
5
Wang, Ruodu
5
Gao, Niushan
4
Karmakar, Madhusudan
4
Müller, Fernanda Maria
4
Amarante, Massimiliano
3
Bernardi, Mauro
3
Cossette, Hélène
3
Denuit, Michel
3
Dhaene, Jan
3
Guégan, Dominique
3
Hassani, Bertrand
3
Hellmann, Tobias
3
Maruotti, Antonello
3
Munari, Cosimo
3
Paul, Samit
3
Petrella, Lea
3
Pflug, Georg
3
Riedel, Frank
3
Schlotter, Ruben
3
Tiwari, Aviral Kumar
3
Bedoui, Rihab
2
Bee, Marco
2
Bignozzi, Valeria
2
Breuer, Thomas
2
Bücher, Axel
2
Ceretta, Paulo Sergio
2
Cheung, Ka Chun
2
Delage, Erick
2
El Qalli, Yassine
2
Eling, Martin
2
Feng, Runhuan
2
Francq, Christian
2
Gambacorta, Leonardo
2
Giudici, Paolo
2
Godin, Frédéric
2
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Insurance / Mathematics & economics
20
Risks : open access journal
13
European journal of operational research : EJOR
7
Journal of risk
6
Mathematics of operations research
6
Astin bulletin : the journal of the International Actuarial Association
5
Journal of banking & finance
5
Research paper series / Swiss Finance Institute
5
Scandinavian actuarial journal
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics and financial economics
4
Quantitative finance
4
Applied mathematical finance
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Finance and stochastics
3
Finance research letters
3
Journal of forecasting
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Operations research
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of operational risk
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics
2
Applied economics letters
2
Asia-Pacific journal of risk and insurance : APJRI
2
Energy economics
2
Financial innovation : FIN
2
INFORMS journal on computing : JOC
2
International Journal of Financial Studies : open access journal
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
Mathematical methods of operations research : ZOR
2
Multinational finance journal
2
Operations research letters
2
Swiss Finance Institute Research Paper
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Accounting and finance
1
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ECONIS (ZBW)
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1
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:
2
Hedge funds portfolio optimisation using a vine copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
3
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
4
A hybrid risks-informed approach for the selection of supplier portfolio
Fang, Chao
;
Liao, Xiangxiang
;
Xie, Min
- In:
International journal of production research
54
(
2016
)
7/8
,
pp. 2019-2034
Persistent link: https://www.econbiz.de/10011495733
Saved in:
5
Operational and cyber risks in the financial sector
Aldasoro, Iñaki
;
Gambacorta, Leonardo
;
Giudici, Paolo
; …
-
2020
Persistent link: https://www.econbiz.de/10012168982
Saved in:
6
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
7
Operational and cyber risks in the financial sector
Aldasoro, Inaki
;
Gambacorta, Leonardo
;
Giudici, Paolo
; …
-
2020
Persistent link: https://www.econbiz.de/10012210493
Saved in:
8
The impact of extreme values on the assessment of financial assets
Mansour, Sihem
;
Hellara, Slaheddine
- In:
International journal of monetary economics and finance
8
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011374612
Saved in:
9
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
10
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
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