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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
ARCH model
Mathematische Optimierung
Portfolio selection
110
Portfolio-Management
110
Risikomaß
57
Risk measure
57
Theorie
41
Theory
41
Risikomanagement
40
Risk management
40
Risiko
23
Risk
23
Estimation
20
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15
Kapitaleinkommen
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risk management
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value-at-risk (VaR)
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Basel Accord
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Basler Akkord
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Forecasting model
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Multivariate Verteilung
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portfolio optimization
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Kwon, Roy H.
2
Aarons, Mark
1
Alemany, Ramon
1
Belles-Sampera, Jaume
1
Berens, Tobias
1
Bolancé, Catalina
1
Braun, Valentin
1
Butler, Andrew
1
Chen, Jiusheng
1
Chen, Wei
1
Cong, Jianfa
1
Costa, Giorgio
1
Dionne, Georges
1
Flower, Barry G.
1
Gajek, Lesław
1
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1
Hassani, Samir Saissi
1
Jakobsons, Edgars
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Jarrow, Robert A.
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Kabaila, Paul
1
Krajewska, Elzbieta
1
Kshatriya, Saranya
1
Lai, Van Son
1
Lamb, John D.
1
Langlois, Yves
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Leong, Philip H. W.
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Qiao, Xiao
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Soumaré, Issouf
1
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Journal of risk
European journal of operational research : EJOR
138
Finance research letters
75
Journal of banking & finance
60
International journal of theoretical and applied finance
54
Finance and stochastics
50
Research paper series / Swiss Finance Institute
49
Insurance / Mathematics & economics
46
Quantitative finance
46
International review of financial analysis
45
Energy economics
43
Economic modelling
41
The North American journal of economics and finance : a journal of financial economics studies
41
Computational economics
38
Swiss Finance Institute Research Paper
38
Journal of economic dynamics & control
35
Applied economics
34
Journal of risk and financial management : JRFM
34
International review of economics & finance : IREF
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
The journal of asset management
32
The journal of futures markets
29
The European journal of finance
28
Mathematics and financial economics
27
Research in international business and finance
27
Computers & operations research : and their applications to problems of world concern ; an international journal
26
Journal of empirical finance
26
Risks : open access journal
26
Applied mathematical finance
25
Journal of mathematical finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Working papers
22
Journal of the Operational Research Society
20
Journal of financial economics
19
Journal of international financial markets, institutions & money
19
OR spectrum : quantitative approaches in management
19
Operations research letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Mathematical methods of operations research
18
Operations research
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ECONIS (ZBW)
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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
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:
4
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
5
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:
6
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:
7
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
8
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
9
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:
10
Balance-sheet interest rate risk : a weighted Lp approach
Gajek, Lesław
;
Krajewska, Elzbieta
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10011980294
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