//--> //--> //--> //-->
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:"Manganelli, Simone"
type_genre:"Arbeitspapier"
~person:"Cole, Shawn"
~person:"Girard, Stéphane"
~person:"Giudici, Paolo"
~person:"Sette, Enrico"
~subject:"Portfolio selection"
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 selection
Risk management
35
Risikomanagement
34
Portfolio-Management
12
Risikomaß
11
Risk measure
11
Risiko
10
Risk
10
Financial crisis
8
Finanzkrise
8
India
8
Indien
8
Theorie
8
Theory
8
Bank risk
7
Bankrisiko
7
Ausreißer
6
Bankenkrise
6
Banking crisis
6
Estimation
6
Outliers
6
Schätzung
6
Behavioral economics
5
Elementarschadenversicherung
5
Family farm
5
Landwirtschaftlicher Familienbetrieb
5
Measurement
5
Messung
5
Natural disaster insurance
5
Verhaltensökonomik
5
Credit risk
4
Data security
4
Datensicherheit
4
Extrapolation
4
Heavy tails
4
IT crime
4
IT-Kriminalität
4
Kreditrisiko
4
Statistical distribution
4
Statistische Verteilung
4
more ...
less ...
Online availability
All
Free
10
Undetermined
1
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Manganelli, Simone
Cole, Shawn
Girard, Stéphane
Giudici, Paolo
Sette, Enrico
Diebold, Francis X.
5
Pesaran, M. Hashem
5
Schuermann, Til
5
Christoffersen, Peter F.
4
Csóka, Péter
4
Daouia, Abdelaati
4
Engle, Robert F.
4
Farkas, Walter
4
McAleer, Michael
4
Pérez Amaral, Teodosio
4
Andersen, Torben
3
Bagliano, Fabio C.
3
Bollerslev, Tim
3
Filipović, Damir
3
Fugazza, Carolina
3
Gouriéroux, Christian
3
Herbertsson, Alexander
3
Herings, Peter Jean-Jacques
3
Härdle, Wolfgang
3
Nicodano, Giovanna
3
Peydró, José-Luis
3
Polo, Andrea
3
Schlögl, Erik
3
Stupfler, Gilles
3
Zaffaroni, Paolo
3
Adams, Zeno
2
Bardsley, Peter
2
Bissantz, Nicolai
2
Borges, Maria Rosa
2
Boudabsa, Lotfi
2
Brown, Sarah
2
Burzoni, Matteo
2
Bülbül, Dilek
2
Chlebus, Marcin
2
Fortin, Ines
2
Fricke, Daniel
2
Fuss, Sabine
2
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
Barcelona GSE working paper series : working paper
1
DEM working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / CEPR
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / European Central Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk mitigating versus risk shifting : evidence from banks security trading in crises
Peydró, José-Luis
;
Polo, Andrea
;
Sette, Enrico
-
2020
Persistent link: https://www.econbiz.de/10012435335
Saved in:
2
Risk mitigating versus risk shifting : evidence from banks security trading in crises
Peydró, José-Luis
;
Polo, Andrea
;
Sette, Enrico
-
2020
Persistent link: https://www.econbiz.de/10012317170
Saved in:
3
Tail risk measurement In crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
-
2020
Persistent link: https://www.econbiz.de/10012321939
Saved in:
4
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
5
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
6
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
7
Risk mitigating versus risk shifting : evidence from banks security trading in crises
Peydró, José-Luis
;
Polo, Andrea
;
Sette, Enrico
-
2020
Persistent link: https://www.econbiz.de/10012373132
Saved in:
8
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
9
Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
Saved in:
10
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->