//--> //--> //-->
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:"Review of Pacific Basin financial markets and policies"
subject:"Derivative"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~person:"Chlebus, Marcin"
~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
Derivative
Risikomaß
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Risk measure
2
Theorie
2
Theory
2
risk management
2
ARCH model
1
ARCH-Modell
1
Benchmarking
1
CAPM
1
ETF
1
Estimation
1
GARCH
1
Hierarchical Risk Parity
1
Historical Simulation
1
Risiko
1
Risk
1
Risk Metrics
1
Schätzung
1
Simulation
1
Value-at-risk
1
Volatility
1
Volatilität
1
backtesting
1
benchmark
1
clustering
1
distance metrics
1
hierarchical structure
1
machine learning
1
market risk
1
model quality assessment
1
portfolio optimization
1
risk modelling
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Chlebus, Marcin
Billio, Monica
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Caporin, Massimiliano
2
Hong, Yongmiao
2
Tavakoli Baghdadabad, Mohammad Reza
2
Zhang, Zhengjun
2
Afonso, António
1
Amina, Dchieche
1
Bandi, Federico M.
1
Barro, Diana
1
Barziy, Illya
1
Benavides, Guillermo
1
Bhattacharya, Sukanto
1
Boulter, Terry
1
Canestrelli, Elio
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Hsuan-chi
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chin, Ivan Chan Hung
1
Chu, Amanda M. Y.
1
Cipollini, Fabrizio
1
Daouia, Abdelaati
1
De Ceuster, Marc J.
1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Flanagan, Liam
1
Friedl, Bettina
1
Gallo, Giampiero M.
1
Garcia, René
1
Ghysels, Eric
1
Girard, Stéphane
1
Glabadanidis, Paskalis
1
Gomes, Pedro
1
Hang, Henry Fu Yiu
1
more ...
less ...
Published in...
All
Review of Pacific Basin financial markets and policies
Journal of econometrics
Working papers
Central European economic journal
1
E-Finanse : finansowy kwartalnik internetowy
1
Equilibrium : quarterly journal of economics and economic policy
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->