//--> //--> //--> //-->
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:"Hedging"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Kreditrisiko"
~subject:"Volatilität"
~subject:"value-at-risk (VaR)"
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:"Portfolio-Theorie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Kreditrisiko
Volatilität
value-at-risk (VaR)
Portfolio selection
63
Portfolio-Management
63
Risikomaß
33
Risk measure
33
Theorie
33
Theory
33
Risikomanagement
27
Risk management
27
Risiko
19
Risk
19
Estimation
13
Schätzung
13
Capital income
12
Kapitaleinkommen
12
ARCH model
10
ARCH-Modell
10
Measurement
10
Messung
10
Original research
10
Estimation theory
9
Schätztheorie
9
risk management
9
Credit risk
8
Volatility
8
Forecasting model
7
Prognoseverfahren
7
Basel Accord
6
Basler Akkord
6
CAPM
6
Statistical distribution
6
Statistische Verteilung
6
portfolio optimization
6
Financial services
5
Finanzdienstleistung
5
Welt
5
World
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Aarons, Mark
1
Aharon, David Yechiam
1
Alemany, Ramon
1
Baule, Rainer
1
Berens, Tobias
1
Bertagna, Andrea
1
Blitz, David
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Buchner, Axel
1
Chen, Jiusheng
1
Cicon, James
1
Cong, Jianfa
1
Deliu, Dragos
1
Dimpfl, Thomas
1
Dionne, Georges
1
Ewen, Martin
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Gajek, Lesław
1
Gao, Jun
1
Gao, Xiang
1
Hamerle, Alfred
1
Hassani, Samir Saissi
1
Jarrow, Robert A.
1
Kabaila, Paul
1
Krajewska, Elzbieta
1
Liebig, Thilo
1
Liu, Xiaoli
1
Loeper, Gregoire
1
Lopez, Luca
1
Mainzer, Rheanna
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Njegic, Jovan
1
Padilla Barreto, Alemar E.
1
Parnes, Dror
1
Pedescu, Mirela
1
Pfeuffer, Marius
1
more ...
less ...
Published in...
All
Journal of risk
Finance research letters
84
International review of financial analysis
59
Journal of banking & finance
52
Energy economics
44
International review of economics & finance : IREF
43
The North American journal of economics and finance : a journal of financial economics studies
38
European journal of operational research : EJOR
32
Applied economics
31
Quantitative finance
30
Insurance / Mathematics & economics
28
Journal of financial economics
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of empirical finance
25
Journal of economic dynamics & control
23
SpringerLink / Bücher
23
Economic modelling
22
International journal of theoretical and applied finance
21
Journal of international financial markets, institutions & money
21
Research in international business and finance
21
The European journal of finance
20
Discussion papers / CEPR
18
The journal of asset management
18
Pacific-Basin finance journal
17
International journal of financial engineering
16
The journal of portfolio management : JPM
16
Applied mathematical finance
15
Computational economics
15
Journal of financial stability
15
Research paper series / Swiss Finance Institute
15
The journal of credit risk : published quarterly by Incisive Media
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Discussion paper / Centre for Economic Policy Research
14
Journal of econometrics
14
Journal of mathematical finance
14
The journal of risk model validation
14
Finance and stochastics
13
The journal of investment strategies
13
Swiss Finance Institute Research Paper
12
Economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Future portfolio returns and the VIX term structure
Aharon, David Yechiam
;
Dimpfl, Thomas
- In:
Journal of risk
24
(
2022
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014546348
Saved in:
4
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun
;
Gao, Xiang
;
Liu, Xiaoli
;
Wang, Zhan
- In:
Journal of risk
24
(
2022
)
5
,
pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
Saved in:
5
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
6
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
9
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
10
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->