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
Efficient option risk measurem...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
47,438
Theory
46,723
Risk
45,270
Risiko
44,816
Portfolio-Management
44,305
Portfolio selection
43,960
Risikomanagement
35,360
Risk management
34,285
Messung
22,609
Measurement
22,395
Optionspreistheorie
14,841
Option pricing theory
14,380
Financial services
12,664
Finanzdienstleistung
12,452
USA
10,866
United States
10,429
Welt
10,277
World
10,126
Kapitaleinkommen
9,988
Capital income
9,967
Volatilität
9,402
Volatility
9,303
Schätzung
8,839
Estimation
8,635
Risikomaß
7,637
Risk measure
7,554
Deutschland
7,349
Germany
6,660
Anlageverhalten
6,535
Behavioural finance
6,409
CAPM
6,378
Kreditrisiko
6,024
Credit risk
5,853
Bank
5,737
Börsenkurs
5,647
Share price
5,580
Stochastischer Prozess
5,463
Stochastic process
5,374
Optionsgeschäft
5,147
Hedging
4,999
more ...
less ...
Online availability
All
Free
59,462
Undetermined
40,192
Type of publication
All
Article
91,991
Book / Working Paper
85,765
Journal
399
Other
109
Type of publication (narrower categories)
All
Article in journal
70,947
Aufsatz in Zeitschrift
70,947
Graue Literatur
23,789
Non-commercial literature
23,789
Working Paper
23,109
Arbeitspapier
20,762
Aufsatz im Buch
11,039
Book section
11,039
Hochschulschrift
5,558
Thesis
4,265
Collection of articles of several authors
2,621
Sammelwerk
2,621
research-article
1,597
Aufsatzsammlung
1,527
Lehrbuch
971
Dissertation u.a. Prüfungsschriften
934
Konferenzschrift
923
Bibliografie enthalten
876
Bibliography included
876
Textbook
871
Case study
715
Fallstudie
715
Article
693
Collection of articles written by one author
660
Sammlung
660
Conference paper
645
Konferenzbeitrag
645
Conference proceedings
528
Amtsdruckschrift
476
Government document
476
Handbook
435
Handbuch
435
Ratgeber
358
Guidebook
287
Glossar enthalten
269
Glossary included
269
review-article
237
Systematic review
214
Übersichtsarbeit
214
case-report
176
more ...
less ...
Language
All
English
150,290
German
15,293
Undetermined
10,678
French
833
Spanish
337
Italian
271
Polish
252
Russian
178
Dutch
73
Portuguese
71
Swedish
45
Hungarian
41
Czech
27
Romanian
27
Lithuanian
24
Danish
23
Ukrainian
23
Finnish
20
Norwegian
19
Bulgarian
13
Croatian
11
Serbian
11
Slovak
8
Slovenian
7
Afrikaans
4
Arabic
4
Multiple languages
4
Modern Greek (1453-)
3
Malay (macrolanguage)
3
Albanian
3
Turkish
3
Chinese
3
Hebrew
2
Bosnian
1
Estonian
1
Indonesian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
375
McAleer, Michael
252
Maurer, Raimond
169
Härdle, Wolfgang
167
Gupta, Rangan
166
Mitchell, Olivia S.
145
Gollier, Christian
141
Madan, Dilip B.
140
Guidolin, Massimo
134
Lo, Andrew W.
130
Broll, Udo
125
Viscusi, W. Kip
118
Acharya, Viral V.
117
Dionne, Georges
117
Platen, Eckhard
117
Campbell, John Y.
115
Engle, Robert F.
115
Gleißner, Werner
115
Bloom, Nicholas
108
Satchell, Stephen
107
Bali, Turan G.
106
Ravallion, Martin
102
Blake, David
101
Weber, Martin
99
Takahashi, Akihiko
97
Jarrow, Robert A.
96
Račev, Svetlozar T.
96
Chiarella, Carl
95
Stulz, René M.
95
Hammoudeh, Shawkat
94
Caporale, Guglielmo Maria
93
Hassan, M. Kabir
91
Alkire, Sabina
89
Bekaert, Geert
89
Scaillet, Olivier
89
Schuermann, Til
89
Lee, Cheng F.
88
Castelnuovo, Efrem
87
Schoutens, Wim
87
Bodie, Zvi
85
more ...
less ...
Institution
All
National Bureau of Economic Research
1,570
International Monetary Fund (IMF)
875
International Monetary Fund
595
OECD
497
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
333
Inter-American Development Bank
312
World Bank
225
Federal Reserve Board (Board of Governors of the Federal Reserve System)
212
Springer Fachmedien Wiesbaden
149
Federal Reserve Bank of Chicago
142
World Bank Group
132
Inter-American Development Bank (IDB)
109
International Association for the Study of Insurance Economics
108
Basel Committee on Banking Supervision
93
Institut für Schweizerisches Bankwesen <Zürich>
92
HAL
91
Federal Reserve Bank of New York
85
C.E.P.R. Discussion Papers
80
Department of Agricultural and Resource Economics, University of California-Berkeley
73
Université Paris-Dauphine (Paris IX)
68
EconWPA
65
European Association of Agricultural Economists - EAAE
59
Agricultural and Applied Economics Association - AAEA
54
International Labour Organization (ILO), United Nations
50
Edward Elgar Publishing
49
American Enterprise Institute
48
International Food Policy Research Institute (IFPRI)
47
Internationaler Währungsfonds
47
Graduate School of Business, Columbia University
46
Organisation for Economic Co-operation and Development
46
Verlag Dr. Kovač
44
Weltbank
41
Federal Reserve Bank of San Francisco
40
London School of Economics (LSE)
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
International Monetary Fund / Monetary and Capital Markets Department
38
Bank of Canada
37
Institute for the Study of Labor (IZA)
35
Banco Interamericano de Desarrollo (BID)
33
more ...
less ...
Published in...
All
NBER working paper series
1,549
Working paper / National Bureau of Economic Research, Inc.
1,377
Journal of banking & finance
1,226
NBER Working Paper
1,209
Finance research letters
1,174
European journal of operational research : EJOR
966
Insurance / Mathematics & economics
839
International journal of theoretical and applied finance
738
SpringerLink / Bücher
690
Economics letters
629
International review of financial analysis
614
Discussion paper / Centre for Economic Policy Research
582
Applied economics
579
Risks : open access journal
577
IMF Staff Country Reports
563
Journal of financial economics
556
Working paper
549
Journal of economic dynamics & control
539
Management science : journal of the Institute for Operations Research and the Management Sciences
513
The journal of futures markets
511
Energy economics
492
CESifo working papers
478
Finance and stochastics
457
Mathematical finance : an international journal of mathematics, statistics and financial theory
456
Journal of risk and financial management : JRFM
453
Economic modelling
452
International review of economics & finance : IREF
441
The journal of finance : the journal of the American Finance Association
434
The review of financial studies
434
Quantitative finance
431
Applied economics letters
423
Research paper series / Swiss Finance Institute
391
Discussion paper series / IZA
388
The North American journal of economics and finance : a journal of financial economics studies
382
Journal of financial and quantitative analysis : JFQA
376
IMF Working Papers
369
Research in international business and finance
369
The European journal of finance
368
Journal of empirical finance
359
Discussion paper / Tinbergen Institute
351
more ...
less ...
Source
All
ECONIS (ZBW)
156,420
RePEc
10,261
USB Cologne (EcoSocSci)
4,210
EconStor
3,272
Other ZBW resources
2,613
USB Cologne (business full texts)
772
BASE
578
OLC EcoSci
78
ArchiDok
60
more ...
less ...
Showing
1
-
10
of
178,264
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risky
risk
measures : a note on underestimating financial
risk
under the normal assumption
Goodfellow, Christiane
;
Salm, Christian
- In:
Copernican Journal of Finance & Accounting : CJF&A
5
(
2016
)
2
,
pp. 85-108
Persistent link: https://www.econbiz.de/10012216155
Saved in:
2
From duration analysis to GARCH models : an approach to systematization of quantitative methods in
risk
measurement
Jajuga, Krzysztof
- In:
Economics and business review
2
(
2016
)
3
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011634951
Saved in:
3
Spectral methods for the calculation of
risk
measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
4
Market maker inventory, bid-ask spreads, and the computation of option implied
risk
measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
5
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:
6
The marginal cost of
risk
,
risk
measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
7
Comparing
risk
measures when aggregating market
risk
and credit
risk
using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
8
FRM Financial
Risk
Meter
Althof, Michael
-
2022
Persistent link: https://www.econbiz.de/10013390868
Saved in:
9
Backtesting expected shortfall : accounting for tail
risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
Saved in:
10
Shortfall deviation
risk
: an alternative for
risk
measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
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...
