//--> //--> //-->
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
subject:"ARCH-Modell"
~isPartOf:"Advances in risk management"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Theory"
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:"Beta-Faktor"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theory
Beta risk
5
Betafaktor
5
Theorie
5
CAPM
3
Portfolio selection
3
Portfolio-Management
3
ARCH model
2
Capital income
2
Correlation
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Schätzung
2
Aggregation
1
Asset beta
1
Bank risk
1
Bankrisiko
1
Capital asset pricing model (CAPM)
1
Comonotonicity
1
Conditional beta
1
Conditional drawdown-at-risk (CDaR)
1
Continuous Ocone martingale
1
Credit quality process
1
Credit risk
1
Drawdown
1
Dynamic conditional correlations
1
EU countries
1
EU-Staaten
1
Early warning system
1
Finance
1
Financial crisis
1
Finanzkrise
1
Frühwarnsystem
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Hedging
1
Kreditrisiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
Language
All
English
5
Author
All
Chuliá, Helena
1
Pavlikov, Konstantin
1
Savona, Roberto
1
Tang, Qihe
1
Tong, Zhiwei
1
Torró, Hipòlit
1
Uryasev, Stan
1
Wang, Ruodu
1
Yang, Yang
1
Zabarankin, Michael
1
Zitikis, Ričardas
1
more ...
less ...
Published in...
All
Advances in risk management
European journal of operational research : EJOR
Journal of financial economics
12
Journal of banking & finance
9
Journal of empirical finance
9
The journal of investing
7
The journal of portfolio management : a publication of Institutional Investor
7
Applied financial economics
6
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
IDEI working papers
5
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES research paper
4
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
4
Discussion papers / CEPR
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of financial econometrics
4
Journal of forecasting
4
Quantitative finance
4
The review of financial studies
4
Applied economics letters
3
CESifo working papers
3
European financial management : the journal of the European Financial Management Association
3
Financial innovation : FIN
3
International Journal of Financial Studies : open access journal
3
Journal of econometrics
3
Journal of international money and finance
3
Journal of investment management : JOIM
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Abacus : a journal of accounting, finance and business studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
2
Weak comonotonicity
Wang, Ruodu
;
Zitikis, Ričardas
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Saved in:
3
Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
Saved in:
4
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
5
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->