//--> //--> //-->
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
Retain my current filters
accessRights:"restricted"
~person:"Liu, Fangda"
~person:"Mensi, Walid"
~subject:"Bank"
~subject:"Outliers"
~subject:"Risikomaß"
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
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bank
Outliers
Risikomaß
Risikomanagement
12
Risk management
12
Risk measure
9
Portfolio selection
6
Portfolio-Management
6
Hedging
5
Spillover effect
4
Spillover-Effekt
4
Theorie
4
Theory
4
Aktienmarkt
3
Bank risk
3
Bankrisiko
3
Stock market
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Arabische Golf-Staaten
2
Capital income
2
Commodity derivative
2
Commodity markets
2
Cryptocurrencies
2
Downside risk
2
Estimation
2
Gulf countries
2
Hedging effectiveness
2
Insurance
2
Islamic finance
2
Islamisches Finanzsystem
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Multivariate Verteilung
2
Multivariate distribution
2
Oil price
2
Reinsurance
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Liu, Fangda
Mensi, Walid
Wang, Ruodu
15
Cai, Jun
7
Mao, Tiantian
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Li, Jianping
6
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Zhu, Xiaoqian
5
Al-Yahyaee, Khamis Hamed
4
Bernard, Carole
4
Farkas, Walter
4
Guillén, Montserrat
4
Hassan, M. Kabir
4
Hurlin, Christophe
4
Karmakar, Madhusudan
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Naeem, Muhammad Abubakr
4
Nahar, Shamsun
4
Pallenberg, Catherine
4
Shahzad, Syed Jawad Hussain
4
Stulz, René M.
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
Yang, Fan
4
Asimit, Alexandru V.
3
Bouri, Elie
3
Chen, An
3
more ...
less ...
Published in...
All
Mathematics of operations research
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic modelling
1
Emerging markets review
1
Insurance / Mathematics & economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
2
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
3
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
6
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
7
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
8
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->