//--> //--> //--> //-->
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:"Cornett, Marcia Millon"
subject:"Theory"
~language:"eng"
~person:"Brandtner, Mario"
~person:"Embrechts, Paul"
~person:"Pedersen, Lasse Heje"
~person:"Rüschendorf, Ludger"
~subject:"Hedging"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Theory
Hedging
Statistical distribution
Risikomanagement
27
Risk management
27
Theorie
25
Risikomaß
21
Risk measure
21
Portfolio selection
15
Portfolio-Management
15
Risiko
15
Risk
15
Measurement
7
Messung
7
Basel Accord
6
Basler Akkord
6
Bank risk
4
Bankrisiko
4
Dependence uncertainty
4
Value-at-Risk
4
expected shortfall
4
robustness
4
Multivariate Verteilung
3
Multivariate distribution
3
Risk aggregation
3
Spectral risk measures
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Ausreißer
2
Factor analysis
2
Faktorenanalyse
2
Operational risk
2
Operationelles Risiko
2
Outliers
2
Positive dependence
2
Reinsurance
2
Rückversicherung
2
model risk
2
value-at-risk
2
Aggregation
1
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
25
Lehrbuch
8
Textbook
8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Glossar enthalten
1
Glossary included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
Author
All
Cornett, Marcia Millon
Brandtner, Mario
Embrechts, Paul
Pedersen, Lasse Heje
Rüschendorf, Ludger
Wang, Ruodu
15
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Li, Johnny Siu-Hang
11
Broll, Udo
10
Dionne, Georges
10
Hammoudeh, Shawkat
10
Mao, Tiantian
10
Cai, Jun
8
Gatzert, Nadine
8
Godin, Frédéric
8
Bartram, Söhnke M.
7
Bhansali, Vineer
7
Härdle, Wolfgang
7
Kouvelis, Panos
7
Yang, Fan
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Boonen, Tim J.
6
Chen, Zhiping
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Fernando, Chitru S.
6
Furman, Edward
6
Puccetti, Giovanni
6
Righi, Marcelo Brutti
6
Sherris, Michael
6
Tang, Qihe
6
Zhou, Kenneth Q.
6
Baptista, Alexandre M.
5
Bernard, Carole
5
Cheung, Ka Chun
5
Guillén, Montserrat
5
Gupta, Aparna
5
more ...
less ...
Published in...
All
Finance and stochastics
3
Insurance / Mathematics & economics
3
Journal of banking & finance
3
Operations research
2
Scandinavian actuarial journal
2
Financial analysts' journal : FAJ
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of risk
1
Quantitative finance
1
Risks : open access journal
1
The American economic review
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of finance : the journal of the American Finance Association
1
The journal of operational risk
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
4
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
5
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
6
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
7
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
8
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
9
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
10
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->