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institution:"The Wharton Financial Institutions Center"
subject:"Portfolio-Management"
~subject:"Bankenregulierung"
~subject:"Kapitaleinkommen"
~subject:"Mathematische Optimierung"
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Portfolio-Management
Bankenregulierung
Kapitaleinkommen
Mathematische Optimierung
Theorie
45
Theory
45
USA
9
United States
9
Capital income
6
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4
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4
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Schätzung
4
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4
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Agency theory
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Asset-liability management
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13
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English
13
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Zenios, Stauros Andrea
5
Diebold, Francis X.
4
Cocco, Flavio
2
Consiglio, Andrea
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Christoffersen, Peter F.
1
Christoffersen, Susan E. K.
1
Giacometti, Rosella
1
Gorton, Gary
1
Huang, Lixin
1
Jobst, Norbert
1
Jobst, Norbert J.
1
Li, Canlin
1
Seater, John J.
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The Wharton Financial Institutions Center
National Bureau of Economic Research
447
Institute of Finance and Accounting <London>
19
Center for Economic Research <Tilburg>
18
Erasmus Research Institute of Management
17
Rodney L. White Center for Financial Research
17
Deutsche Forschungsgemeinschaft
14
Econometrisch Instituut <Rotterdam>
14
Frank J. Fabozzi Associates <New Hope, Pa.>
13
IGI Global
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
International Center for Financial Asset Management and Engineering
8
Springer Fachmedien Wiesbaden
8
University of Chicago / Center for Research in Security Prices
8
World Bank
8
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
7
Universität Mannheim
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
Birkbeck College / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve Bank of St. Louis
6
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6
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6
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
6
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6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Centre for Economic Policy Research
5
Deutsche Gesellschaft für Operations-Research
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of San Francisco
5
Friedrich-Schiller-Universität Jena
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Judge Institute of Management Studies
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ECONIS (ZBW)
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1
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
3
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
4
Liquidity, efficiency and bank bailouts
Gorton, Gary
(
contributor
);
Huang, Lixin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727232
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
6
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
7
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
9
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
Saved in:
10
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
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