//--> //--> //-->
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:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~person:"Prokopczuk, Marcel"
~subject:"Ambiguity"
~subject:"Behavioral"
~subject:"Risiko"
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:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätzung
Ambiguity
Behavioral
Risiko
Theorie
9
Theory
9
CAPM
4
Risk
4
Beta risk
3
Betafaktor
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Risikomaß
3
Risk measure
3
Spectral risk measures
3
Beta
2
Commodities
2
Commodity derivative
2
Decision under risk
2
Entscheidung unter Risiko
2
Expected Shortfall
2
Measurement
2
Messung
2
Persistence
2
Portfolio selection
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
Rohstoffderivat
2
Analysis of variance
1
Arrow-Pratt-risk aversion
1
Börsenkurs
1
Commodity exchange
1
Commodity market
1
Comonotonicity
1
Conditional Value-at-Risk
1
Curve
1
Decision under uncertainty
1
Disagreement
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Brandtner, Mario
Prokopczuk, Marcel
Daníelsson, Jón
3
Faff, Robert W.
3
Okunev, John
3
Wese Simen, Chardin
3
Armstrong, John
2
Branger, Nicole
2
Brigo, Damiano
2
Chiang, Raymond
2
Christiansen, Charlotte
2
Clare, Andrew D.
2
Hautsch, Nikolaus
2
Hollstein, Fabian
2
Kaeck, Andreas
2
Larsen, Linda Sandris
2
Liu, Xiaochun
2
Min, Byoung-Kyu
2
Nolte, Ingmar
2
Priestley, Richard
2
Puccetti, Giovanni
2
Rosazza Gianin, Emanuela
2
Rösch, Daniel
2
Satchell, Stephen
2
Thomas, Stephen
2
Valencia, Fabian
2
Zhao, Huainan
2
Zhu, Wei
2
Adam-Müller, Axel F. A.
1
Afonso, António
1
Aharony, Joseph
1
Ahmed, Shamim
1
Aivazian, Varouj A.
1
Alexakis, Panayotis
1
Alexander, Carol
1
Allen, Franklin
1
Anand, Abhinav
1
Anderson, Heather M.
1
Andriosopoulos, Dimitris
1
Andriosopoulos, Kostas
1
more ...
less ...
Published in...
All
Journal of banking & finance
European journal of operational research : EJOR
2
Energy economics
1
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
3
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
4
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
5
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
7
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->