//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Operational risk : A Basel II+...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
266
Risk measure
265
risk measures
229
Risk measures
216
Theorie
209
Theory
208
Risk
206
Risiko
205
Risk management
164
Risikomanagement
158
Messung
153
Measurement
152
Portfolio selection
130
Portfolio-Management
129
Multivariate Verteilung
81
Multivariate distribution
81
Bank risk
58
Bankrisiko
58
EVT
56
Statistical distribution
53
Statistische Verteilung
53
Vine copula
44
Risikomodell
42
Risk model
42
Stochastic process
41
Stochastischer Prozess
41
Capital income
37
Kapitaleinkommen
37
Mathematical programming
36
Mathematische Optimierung
36
ARCH model
35
ARCH-Modell
35
Operational risk
35
vine copula
35
GARCH
31
Operationelles Risiko
30
VaR
30
Volatility
29
Volatilität
29
Forecasting model
28
more ...
less ...
Online availability
All
Undetermined
308
Free
250
CC license
23
Type of publication
All
Article
489
Book / Working Paper
152
Type of publication (narrower categories)
All
Article in journal
319
Aufsatz in Zeitschrift
319
Working Paper
53
Graue Literatur
40
Non-commercial literature
40
Arbeitspapier
36
Article
35
research-article
6
Aufsatz im Buch
4
Book section
4
Thesis
3
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference Paper
1
Hochschulschrift
1
Preprint
1
Proceedings
1
Sammelwerk
1
more ...
less ...
Language
All
English
447
Undetermined
188
Russian
2
German
1
French
1
Portuguese
1
Spanish
1
more ...
less ...
Author
All
Munari, Cosimo-Andrea
17
Righi, Marcelo Brutti
14
Guegan, Dominique
13
Hassani, Bertrand
11
Denuit, Michel
10
Hassani, Bertrand K.
10
Koch Medina, Pablo
10
Pichler, Alois
9
Dhaene, Jan
8
Feng, Runhuan
8
Farkas, Walter
7
Shapiro, Alexander
7
Bernardi, Mauro
6
Cheung, Ka Chun
6
Hellmann, Tobias
6
Moreno-Bromberg, Santiago
6
Riedel, Frank
6
Wang, Ruodu
6
Assa, Hirbod
5
Barrieu, Pauline
5
Breuer, Thomas
5
Cossette, Hélène
5
Munari, Cosimo
5
Petrella, Lea
5
Schachermayer, Walter
5
Tiwari, Aviral Kumar
5
Amarante, Massimiliano
4
Ceretta, Paulo Sergio
4
Czado, Claudia
4
Francq, Christian
4
Gao, Niushan
4
Ghorbel, Ahmed
4
Goovaerts, Marc J.
4
Hofert, Marius
4
Jouini, Elyès
4
Kaas, Rob
4
Karmakar, Madhusudan
4
Müller, Fernanda Maria
4
Paul, Samit
4
Renaudin, Alexis
4
more ...
less ...
Institution
All
HAL
17
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
11
EconWPA
6
Université Paris-Dauphine (Paris IX)
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
London School of Economics (LSE)
2
Université Paris-Dauphine
2
Agricultural and Applied Economics Association - AAEA
1
Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
1
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
Département de Sciences Économiques, Université de Montréal
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
ESSEC Business School
1
Economic Research Southern Africa (ERSA)
1
Economics Department, University of Maryland-Baltimore County
1
Energiewirtschaftliches Institut (EWI), Universität zu Köln
1
European Association of Agricultural Economists - EAAE
1
Faculty of Economics, University of Cambridge
1
Federal Reserve Bank of Atlanta
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
National Research University Higher School of Economics
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
SUERF - The European Money and Finance Forum
1
School of Economics and Political Science, Universität St. Gallen
1
Shadow Banking: Financial Intermediation beyond Banks <Veranstaltung> <2017, Helsinki>
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Suomen Pankki
1
Swiss Finance Institute
1
Tinbergen Institute
1
Xarxa de Referència en Economia Aplicada (XREAP)
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
31
Risks : open access journal
18
Insurance: Mathematics and Economics
16
Risks
16
Post-Print / HAL
12
Statistics & Risk Modeling
12
Documents de travail du Centre d'Economie de la Sorbonne
11
European journal of operational research : EJOR
11
Quantitative Finance
10
International Journal of Monetary Economics and Finance
9
Journal of banking & finance
7
Mathematics of operations research
7
Operations research letters
7
Research paper series / Swiss Finance Institute
7
The journal of operational risk
7
Economics Papers from University Paris Dauphine
6
Finance research letters
6
Journal of Risk and Financial Management
6
Journal of risk
6
Quantitative finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Astin bulletin : the journal of the International Actuarial Association
5
Energy economics
5
Finance and stochastics
5
Journal of risk and financial management : JRFM
5
MPRA Paper
5
Scandinavian actuarial journal
5
Working Papers / HAL
5
Applied economics
4
Applied mathematical finance
4
Economic modelling
4
International review of economics & finance : IREF
4
Journal of Banking & Finance
4
Journal of forecasting
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics and financial economics
4
Risk and Insurance
4
Swiss Finance Institute Research Paper Series
4
Tinbergen Institute Discussion Papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
364
RePEc
204
EconStor
55
Other ZBW resources
15
BASE
3
Showing
611
-
620
of
641
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
611
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
612
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
613
Capital requirements and claims recovery : a new perspective on solvency regulation
Munari, Cosimo-Andrea
;
Weber, Stefan
;
Wilhelmy, Lutz
- In:
The journal of risk & insurance
90
(
2023
)
2
,
pp. 329-380
Persistent link: https://www.econbiz.de/10014307553
Saved in:
614
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
615
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
616
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
617
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
618
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
619
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
620
Portfolio optimisation using alternative risk measures
Lorimer, Douglas Austen
;
Van Schalkwyk, Cornelis Hendrik
; …
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10015061498
Saved in:
First
Prev
55
56
57
58
59
60
61
62
63
64
65
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->