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subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Messung"
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Search: subject_exact:"Risiko"
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Börsenkurs
Capital income
Messung
Risiko
54
Risk
54
Theorie
36
Theory
36
Portfolio selection
34
Portfolio-Management
34
Risikomaß
28
Risk measure
28
Risikomanagement
18
Risk management
18
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13
CAPM
9
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Schätzung
9
Stochastic process
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Stochastischer Prozess
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Volatilität
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Kapitaleinkommen
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Option pricing theory
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
7
Decision under uncertainty
6
Derivat
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Derivative
6
Entscheidung unter Unsicherheit
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Hedging
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Experiment
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Mathematical programming
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Mathematische Optimierung
5
Portfolio optimization
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Risikoprämie
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Risk measures
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Risk parity
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Risk premium
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Robust statistics
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Ahn, Kwangwon
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Brandtner, Mario
1
Chow, K. Victor
1
Delage, Erick
1
Ding, Rui
1
Doldi, A.
1
Feinstein, Zachary
1
Feng, Y.
1
Fouque, Jean-Pierre
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Frittelli, Marco
1
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1
Kroll, Yoram
1
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1
Kürsten, Wolfgang
1
Law, Keith K. F.
1
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1
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1
Li, Jingrui
1
Li, Jonathan Yu-Meng
1
Li, Wai Keung
1
Lichtner, Mark
1
Lin, Qian
1
Liu, Li
1
Longo, M.
1
Ma, Tiejun
1
Mainini, A.
1
Marchioni, Andrea
1
Marzban, Saeed
1
Pan, Zhiyuan
1
Pandher, Gurupdesh S.
1
Pichler, Alois
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Pun, Chi Seng
1
Reeves, Jonathan J.
1
Rudloff, Birgit
1
Schlotter, Ruben
1
Sit, Tony
1
Sohn, Sungbin
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Quantitative finance
Finance research letters
120
Insurance / Mathematics & economics
99
NBER working paper series
86
Journal of banking & finance
75
Working paper / National Bureau of Economic Research, Inc.
74
International review of financial analysis
69
NBER Working Paper
68
Journal of financial economics
65
International review of economics & finance : IREF
48
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of empirical finance
46
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Applied economics
38
Pacific-Basin finance journal
38
The review of financial studies
37
Research in international business and finance
36
Energy economics
34
Applied economics letters
30
Discussion paper / Centre for Economic Policy Research
30
European journal of operational research : EJOR
30
Finance and stochastics
30
Journal of international financial markets, institutions & money
30
Journal of risk and financial management : JRFM
30
Risks : open access journal
30
The journal of finance : the journal of the American Finance Association
30
The European journal of finance
26
CESifo working papers
25
Economics letters
25
Journal of financial and quantitative analysis : JFQA
25
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
The journal of real estate finance and economics
24
Working paper
24
Mathematics and financial economics
23
Economic modelling
22
Applied financial economics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
International journal of finance & economics : IJFE
20
Journal of risk
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ECONIS (ZBW)
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
4
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
5
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
6
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
7
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
8
Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Saved in:
9
The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
Saved in:
10
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
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