//--> //--> //--> //-->
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:"Diebold, Francis X."
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Wang, Ruodu"
~subject:"Theory"
~subject:"Volatilität"
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
Portfolio-Management
Theory
Volatilität
Risk management
30
Risikomanagement
28
Theorie
20
Portfolio selection
18
Risikomaß
18
Risk measure
18
Risiko
17
Risk
17
Measurement
11
Messung
11
Value-at-Risk
5
Basel Accord
4
Basler Akkord
4
Financial services
4
Finanzdienstleistung
4
expected shortfall
4
robustness
4
Bank risk
3
Bankrisiko
3
Credit risk
3
Forecasting model
3
Prognoseverfahren
3
Risk aggregation
3
Statistical distribution
3
Statistische Verteilung
3
risk aggregation
3
value-at-risk
3
ARCH model
2
ARCH-Modell
2
Aggregation
2
Anleihe
2
Ausreißer
2
Basel III
2
Bond
2
Capital income
2
Currency derivative
2
Decision under uncertainty
2
Dependence uncertainty
2
more ...
less ...
Online availability
All
Undetermined
Free
19
Type of publication
All
Article
20
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Handbook
1
Handbuch
1
Language
All
English
22
Author
All
Diebold, Francis X.
Fabozzi, Frank J.
Wang, Ruodu
Tan, Ken Seng
9
Boonen, Tim J.
8
Hammoudeh, Shawkat
8
Broll, Udo
7
Mao, Tiantian
7
Wu, Desheng Dash
7
Chen, An
6
Embrechts, Paul
6
Guillén, Montserrat
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Mensi, Walid
6
Olson, David L.
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Brandtner, Mario
5
Cai, Jun
5
Chi, Yichun
5
Cossette, Hélène
5
Kumar, Dilip
5
Marceau, Etienne
5
Migueis, Marco
5
Mitic, Peter
5
Naeem, Muhammad Abubakr
5
Prigent, Jean-Luc
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Yang, Fan
5
Al-Yahyaee, Khamis Hamed
4
Belles-Sampera, Jaume
4
Bouri, Elie
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Denuit, Michel
4
Dionne, Georges
4
Farkas, Walter
4
Feng, Runhuan
4
more ...
less ...
Institution
All
Edward Elgar Publishing
1
Published in...
All
Insurance / Mathematics & economics
3
Finance and stochastics
2
Mathematics of operations research
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Edward Elgar E-Book Archive
1
Elgar research reviews in economics
1
European journal of operational research : EJOR
1
Financial markets and asset pricing
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of fixed income : JFI
1
The journal of portfolio management : JPM
1
World scientific handbook in financial economics series
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
2
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
3
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:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
5
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
6
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
7
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
8
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
9
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
10
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->