Risk Measurement

Risk Measurement is the systematic process of quantifying the potential for financial loss or uncertainty within a given set of risks, distinguished from related risk management activities by its focus on the estimation and calibration of risk metrics such as value-at-risk, expected shortfall, and volatility using statistical and econometric models.

4.7K

Publications

339.9K

Citations

7.9K

Authors

2.7K

Institutions

Publications per year

2017–2026

1.2K

Variants

Risk Quantification

Parents

Financial EconometricsFinancial Risk ManagementRisk Analytics

Children

Co-movement RiskCopula-based Risk MeasurementGarch-based Risk ModelingJump Risk MeasurementMultivariate Risk MeasurementNonparametric Risk EstimationPortfolio Risk MeasurementQuantile Regression For RiskRisk Management Efficiency

Publications

4.7K

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

Business, Finance, Risk Management +17

Industry costs of equity

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations

Business, Business Economics, Economics +17

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

Natural Sciences, Mathematics, Optimization +14

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

Business, Finance, Risk Management +14

1–5 of 4.7K

Authors

7.9K

TA
Terje Aven
University of Stavanger, Norway
30 publications · 3.8K citations
23
h-index
RW
Ruodu Wang
University of Waterloo, Canada
29 publications · 1.4K citations
21
h-index
RF
Robert F. Engle
New York University, United States
17 publications · 6.6K citations
16
h-index
TG
Turan G. Bali
Georgetown University, United States
18 publications · 1.8K citations
16
h-index
PE
Paul Embrechts
ETH Zurich, Switzerland
20 publications · 1.8K citations
16
h-index

1–5 of 7.9K

Institutions

2.7K

1–8 of 2.7K

Venues

SSRN Electronic Journal
Repository · 563 publications · 25.2K citations
74
h-index
Journal of Banking & Finance
80 publications · 13.8K citations
40
h-index
The Journal of Finance
60 publications · 11.8K citations
37
h-index
Management Science
41 publications · 4.6K citations
34
h-index
Reliability Engineering & System Safety
54 publications · 4.3K citations
32
h-index

1–5