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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Baptista, Alexandre M."
~person:"Dias, Alexandra"
~person:"Fabozzi, Frank J."
~person:"Karrenbauer, Ulrike"
~person:"Pérez Amaral, Teodosio"
~subject:"Daily capital charges"
~subject:"Deutschland"
~subject:"Germany"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Basler Akkord
Kreditgeschäft
Daily capital charges
Deutschland
Germany
Theory
Risk management
37
Risikomanagement
36
Portfolio selection
24
Portfolio-Management
24
Theorie
20
Risikomaß
13
Risk measure
13
Basel Accord
8
Credit risk
6
Kreditrisiko
6
Statistical distribution
6
Statistische Verteilung
6
Volatility
5
Volatilität
5
Estimation
4
Financial crisis
4
Finanzkrise
4
Forecasting model
4
Prognoseverfahren
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Schätzung
4
Value-at-Risk
4
ARCH model
3
ARCH-Modell
3
Anleihe
3
Bond
3
Derivat
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Derivative
3
Exchange rate risk
3
Global financial crisis
3
Hedging
3
Risiko
3
Risk
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Tail risk
3
Welt
3
World
3
Währungsrisiko
3
risk management
3
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Article
25
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26
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6
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6
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5
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Language
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English
23
German
3
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Baptista, Alexandre M.
Dias, Alexandra
Fabozzi, Frank J.
Karrenbauer, Ulrike
Pérez Amaral, Teodosio
Gleißner, Werner
20
Broll, Udo
19
Wang, Ruodu
16
Embrechts, Paul
11
Tan, Ken Seng
11
Gatzert, Nadine
10
Boonen, Tim J.
9
Dionne, Georges
9
Bartram, Söhnke M.
8
Henschel, Thomas
8
Jacobs, Michael <Jr.>
8
Mao, Tiantian
8
Cai, Jun
7
Rösch, Daniel
7
Rüschendorf, Ludger
7
Wiedemann, Arnd
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Furman, Edward
6
Hamerle, Alfred
6
Hurlin, Christophe
6
McAleer, Michael
6
Puccetti, Giovanni
6
Righi, Marcelo Brutti
6
Shevchenko, Pavel V.
6
Tang, Qihe
6
Wahl, Jack E.
6
Allen, Franklin
5
Bernard, Carole
5
Brandtner, Mario
5
Chen, An
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Daníelsson, Jón
5
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Journal of banking & finance
4
Risiko-Manager
3
The European journal of finance
2
Applied economics
1
Applied financial economics letters
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of monetary economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
26
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1
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10
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26
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date (oldest first)
1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
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:
3
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:
4
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:
5
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
6
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
7
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
8
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
9
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
10
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
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