//--> //--> //-->
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
person:"Caporin, Massimiliano"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Article in journal"
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:"Expected shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk
Risikomaß
9
Risk measure
9
Estimation
4
Portfolio-Management
4
Schätzung
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
Risiko
3
Börsenkurs
2
CoVaR
2
Forecasting model
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Systemic risk
2
Systemrisiko
2
Time series analysis
2
Zeitreihenanalyse
2
2004-2010
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Anleihe
1
Backtest
1
Block structures
1
Bond
1
Business network
1
CDS risk factors
1
Credit derivative
1
Credit risk
1
Decomposition
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Caporin, Massimiliano
Wang, Ruodu
22
Hammoudeh, Shawkat
18
Righi, Marcelo Brutti
18
Rosazza Gianin, Emanuela
13
Mao, Tiantian
12
Cai, Jun
11
Janabi, Mazin A. M. al
11
Brandtner, Mario
10
Fabozzi, Frank J.
10
McAleer, Michael
10
Rüschendorf, Ludger
10
Cheung, Ka Chun
9
Kang, Sang Hoon
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Pichler, Alois
9
Tang, Qihe
9
Tiwari, Aviral Kumar
9
Uryasev, Stan
9
Vanduffel, Steven
9
Balbás de la Corte, Alejandro
8
Bellini, Fabio
8
Chen, Zhiping
8
Furman, Edward
8
Härdle, Wolfgang
8
Kürsten, Wolfgang
8
Rudloff, Birgit
8
Zhu, Shushang
8
Asimit, Alexandru V.
7
Bernard, Carole
7
Boonen, Tim J.
7
Karmakar, Madhusudan
7
Kim, Young Shin
7
Laeven, Roger J. A.
7
Li, Duan
7
Mora-Valencia, Andrés
7
Munari, Cosimo-Andrea
7
Peng, Liang
7
Vries, Casper G. de
7
Alexander, Gordon J.
6
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
Saved in:
3
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
4
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->