//--> //--> //-->
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
isPartOf:"CoFE Discussion Paper"
subject:"Hedging"
~isPartOf:"Quantitative finance"
~person:"Ding, Rui"
~person:"Kwon, Roy H."
~subject:"Risk measures"
~subject:"Theorie"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Risk measures
Theorie
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Robust statistics
2
Robustes Verfahren
2
Theory
2
Asset allocation
1
Beta
1
Beta risk
1
Betafaktor
1
CAPM
1
Distributionally robust optimization
1
Drawdown
1
Estimation
1
Factor model
1
Markov chain
1
Markov regime switching
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Measurement
1
Messung
1
Portfolio optimization
1
Risk parity
1
Robust optimization
1
Schätzung
1
Statistical distribution
1
Statistical divergences
1
Statistical method
1
Statistische Methode
1
Statistische Verteilung
1
Uncertainty
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ding, Rui
Kwon, Roy H.
Adam-Müller, Axel F. A.
3
Wong, Kit Pong
2
Akahori, J.
1
Albanese, Claudio
1
Arratia, Argimiro
1
Barsotti, F.
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Braga, M. D.
1
Brandtner, Mario
1
Buehler, Hans
1
Burzoni, M.
1
Chang, Hsiao-Yin
1
Chen, An
1
Chincarini, Ludwig Boris
1
Christensen, Troels Sønderby
1
Coleman, Thomas F.
1
Costa, Giorgio
1
Crépey, Stéphane
1
Deng, Kaihua
1
Deng, Shijie
1
Deshpande, Amit
1
Doldi, A.
1
Dorador, Albert
1
Ertley, Brian
1
Glau, Kathrin
1
Gonon, Lukas
1
Hasim, Haslifah Mohamad
1
Haugh, Martin B.
1
Hofer, Markus
1
Huang, Wenjun
1
Härdle, Wolfgang
1
Iabichino, Stefano
1
Imamura, Y.
1
Ince, Akif
1
Kandhai, Drona
1
Kim, Minjoo
1
Koike, Takaaki
1
more ...
less ...
Published in...
All
CoFE Discussion Paper
Quantitative finance
European journal of operational research : EJOR
1
The engineering economist : a journal devoted to the problems of capital investment
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->