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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Kreditrisiko"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
ARCH model
Kreditrisiko
Mathematische Optimierung
Portfolio selection
Portfolio-Management
110
Risikomaß
57
Risk measure
57
Theorie
41
Theory
41
Risikomanagement
40
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40
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23
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23
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risk management
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value-at-risk (VaR)
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Forecasting model
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portfolio optimization
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Berger, Theo
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Coleman, Thomas F.
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Guillén, Montserrat
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Journal of risk
Journal of banking & finance
570
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
436
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
233
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
172
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
Research in international business and finance
133
The journal of wealth management
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Applied economics letters
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ECONIS (ZBW)
110
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1
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110
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1
The informativeness of risk factor disclosures : estimating the covariance matrix of stock returns using similarity measures
Tilmann, Lukas
;
Walther, Martin J.
- In:
Journal of risk
25
(
2023
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014546363
Saved in:
2
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
3
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:
4
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
5
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:
6
On capital allocation under information constraints
Börner, Christoph J.
;
Hoffmann, Ingo
;
Poetter, Fabian
; …
- In:
Journal of risk
25
(
2023
)
5
,
pp. 51-69
Persistent link: https://www.econbiz.de/10014370723
Saved in:
7
A factor-based risk model for multifactor investment strategies
Abergel, Frédéric
;
Bellone, Benoit
;
Soupé, François
- In:
Journal of risk
24
(
2022
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014546343
Saved in:
8
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:
9
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:
10
Forecasting the European Monetary Union equity risk premium with regression trees
Cortés, David
;
Soriano, Pilar
- In:
Journal of risk
24
(
2022
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013549665
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