//--> //--> //-->
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"
~isPartOf:"Journal of risk"
~person:"Gzyl, Henryk"
~person:"Lamb, John D."
~subject:"ARCH model"
~subject:"Kreditrisiko"
~subject:"Messung"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Hedging
ARCH model
Kreditrisiko
Messung
Measurement
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
ARCH-Modell
1
Allocation
1
Allokation
1
Entropie
1
Entropy
1
Estimation
1
Estimation theory
1
Risikokapital
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistical error
1
Statistische Verteilung
1
Statistischer Fehler
1
Theorie
1
Theory
1
Venture capital
1
conditional value-at-risk (CVar)
1
corporate
1
estimation error
1
financial and insurance risks
1
goodness-of-fit
1
inverse problem
1
kurtosis
1
maximum entropy in the mean (MEM)
1
numerical risk capital allocation
1
risk measure determinantion
1
skewness
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gzyl, Henryk
Lamb, John D.
Jarrow, Robert A.
2
Aarons, Mark
1
Alemany, Ramon
1
Arici, G.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Belles-Sampera, James
1
Berens, Tobias
1
Bertagna, Andrea
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Butler, Andrew
1
Ceretta, Paulo Sergio
1
Chen, Jiusheng
1
Cicon, James
1
Cong, Jianfa
1
Dalai, M.
1
Deliu, Dragos
1
Emmer, Susanne
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Flower, Barry G.
1
Gajek, Lesław
1
Guillén, Montserrat
1
Gürtler, Marc
1
Hackethal, Andreas
1
Hamerle, Alfred
1
Hesse, Frederik
1
Hibbeln, Martin
1
Jadhav, Deepak
1
Kabaila, Paul
1
Kolman, Marek
1
Krajewska, Elzbieta
1
Kratz, Marie
1
Kwon, Roy H.
1
more ...
less ...
Published in...
All
Journal of risk
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
2
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->