//--> //--> //--> //-->
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
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomanagement
34,359
Risk management
34,094
Theorie
9,441
Theory
9,370
Risikomaß
7,534
Risk measure
7,502
Risk
7,417
Risiko
7,330
Portfolio-Management
5,314
Portfolio selection
5,296
risk management
3,724
Kreditrisiko
3,191
Credit risk
3,119
Bankrisiko
2,842
Bank risk
2,839
Deutschland
2,720
Supply chain
2,687
Lieferkette
2,680
Germany
2,562
Volatility
2,457
GARCH
2,443
Bank
2,437
Welt
2,404
World
2,391
Volatilität
2,372
Schätzung
2,097
ARCH-Modell
2,076
Estimation
2,064
ARCH model
2,029
Finanzdienstleistung
1,999
Financial services
1,977
USA
1,975
United States
1,907
Finanzkrise
1,727
Financial crisis
1,713
Hedging
1,703
Basel Accord
1,573
Basler Akkord
1,554
Prognoseverfahren
1,500
Messung
1,498
more ...
less ...
Online availability
All
Free
14,953
Undetermined
12,743
Type of publication
All
Article
27,031
Book / Working Paper
21,762
Journal
89
Other
47
Type of publication (narrower categories)
All
Article in journal
18,663
Aufsatz in Zeitschrift
18,663
Graue Literatur
4,236
Non-commercial literature
4,236
Aufsatz im Buch
4,137
Book section
4,137
Working Paper
3,818
Arbeitspapier
3,304
Hochschulschrift
1,849
Thesis
1,398
Collection of articles of several authors
1,160
Sammelwerk
1,160
research-article
689
Aufsatzsammlung
682
Article
393
Dissertation u.a. Prüfungsschriften
384
Case study
374
Fallstudie
374
Konferenzschrift
361
Lehrbuch
337
Textbook
290
Handbook
217
Handbuch
217
Conference proceedings
215
Bibliografie enthalten
211
Bibliography included
211
Conference paper
206
Konferenzbeitrag
206
Collection of articles written by one author
139
Sammlung
139
Ratgeber
136
Guidebook
112
review-article
105
Amtsdruckschrift
93
Government document
93
Glossar enthalten
86
Glossary included
86
conceptual-paper
77
Mehrbändiges Werk
76
Multi-volume publication
76
more ...
less ...
Language
All
English
37,493
German
6,569
Undetermined
4,460
French
166
Spanish
74
Russian
65
Italian
50
Polish
50
Portuguese
26
Romanian
14
Czech
10
Dutch
10
Ukrainian
10
Lithuanian
8
Swedish
6
Danish
5
Finnish
4
Croatian
4
Multiple languages
3
Norwegian
3
Bulgarian
2
Modern Greek (1453-)
2
Hungarian
2
Albanian
2
Serbian
2
Chinese
2
Arabic
1
Bosnian
1
Estonian
1
Slovak
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
McAleer, Michael
227
Gleißner, Werner
94
Härdle, Wolfgang
76
Fabozzi, Frank J.
75
Schuermann, Til
74
Dionne, Georges
73
Allen, David E.
70
Chang, Chia-Lin
67
Broll, Udo
66
Bollerslev, Tim
64
Romeike, Frank
62
Ivanov, Dmitry
61
Daníelsson, Jón
55
Mittnik, Stefan
55
Wang, Ruodu
55
Gatzert, Nadine
53
Hammoudeh, Shawkat
53
Diebold, Francis X.
52
Vries, Casper G. de
51
Dowd, Kevin
49
Bies, Susan Schmidt
48
Engle, Robert F.
45
Ardia, David
44
Eller, Roland
43
Hautsch, Nikolaus
43
Stulz, René M.
42
Embrechts, Paul
41
Paolella, Marc S.
40
Kunreuther, Howard
39
Lucas, André
39
Albrecht, Peter
38
Alexander, Carol
38
Koopman, Siem Jan
38
Račev, Svetlozar T.
38
Saunders, Anthony
38
Acharya, Viral V.
37
Chorafas, Dimitris N.
37
Eling, Martin
37
Righi, Marcelo Brutti
37
Stoja, Evarist
37
more ...
less ...
Institution
All
International Monetary Fund (IMF)
637
International Monetary Fund
488
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
222
Federal Reserve Board (Board of Governors of the Federal Reserve System)
136
National Bureau of Economic Research
124
International Association for the Study of Insurance Economics
87
OECD
86
Springer Fachmedien Wiesbaden
84
World Bank
78
HAL
60
World Bank Group
59
Basel Committee on Banking Supervision
57
EconWPA
52
School of Economics and Management, University of Aarhus
50
Institut für Schweizerisches Bankwesen <Zürich>
46
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
42
Tinbergen Instituut
37
Internationaler Währungsfonds
34
International Monetary Fund / Monetary and Capital Markets Department
31
Center for Financial Studies
30
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
30
C.E.P.R. Discussion Papers
29
European Association of Agricultural Economists - EAAE
29
Université Paris-Dauphine (Paris IX)
29
Erich-Schmidt-Verlag
28
Inter-American Development Bank
28
Agricultural and Applied Economics Association - AAEA
27
Society for Computational Economics - SCE
27
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
23
Federal Reserve Bank of Chicago
23
Tinbergen Institute
23
Erasmus University Rotterdam, Econometric Institute
21
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Department of Economics, Oxford University
20
London School of Economics (LSE)
20
CESifo
19
European Central Bank
19
Verlag Dr. Kovač
19
more ...
less ...
Published in...
All
IMF Staff Country Reports
481
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
300
Risks : open access journal
299
Journal of risk management in financial institutions
297
Finance research letters
292
International journal of production research
254
MPRA Paper
222
Journal of risk and financial management : JRFM
218
International journal of production economics
197
Energy economics
186
International review of financial analysis
181
Risiko-Manager
177
IMF Working Papers
173
Journal of risk
162
The journal of operational risk
161
International journal of risk assessment and management : IJRAM
142
Springer eBook Collection
142
Economic modelling
123
Managing business risk : a practical guide to protecting your business
123
Applied economics
122
Journal of Risk and Financial Management
122
NBER working paper series
121
The North American journal of economics and finance : a journal of financial economics studies
118
Wiley finance series
116
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
108
World Bank E-Library Archive
107
International review of economics & finance : IREF
102
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Quantitative finance
100
Journal of econometrics
98
Europäische Hochschulschriften / 5
95
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Managerial Finance
95
Research in international business and finance
95
Working paper / National Bureau of Economic Research, Inc.
95
Journal of empirical finance
92
more ...
less ...
Source
All
ECONIS (ZBW)
39,353
RePEc
5,064
USB Cologne (EcoSocSci)
1,731
Other ZBW resources
1,121
EconStor
944
USB Cologne (business full texts)
393
BASE
312
ArchiDok
11
more ...
less ...
Showing
1
-
10
of
48,929
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Neural network predictive modeling on dynamic portfolio management : a simulation-based portfolio optimization approach
Yu, Jiayang
;
Chang, Kuo-Chu
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
11/285
,
pp. 1-23
-based Predictive Model (EFPM). Then, we combine it with the Copula-
GARCH
simulation model and the Mean-Conditional Value at Risk (Mean-
CVaR
…, Sharpe ratio, maximum drawdown, and 99%
CVaR
. …
Persistent link: https://www.econbiz.de/10012388728
Saved in:
2
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
3
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
Saved in:
4
Impact of non-normal return and market capitalization on estimation of VaR
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Journal of Indian business research
7
(
2015
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011413255
Saved in:
5
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
Mba, Jules Clement
;
Pindza, Edson
;
Koumba, Ur
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10011952000
Saved in:
6
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:
7
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:
8
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
9
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:
10
Optimal allocation of retirement portfolios
Maritato, Kevin
;
Lane, Morton
;
Murphy, Matthew
; …
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-17
with risk measured by
CVaR
and additional sophisticated constraints. The cash outflow shortages are penalized in the …
Persistent link: https://www.econbiz.de/10013206042
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->