//--> //--> //--> //-->
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"
~person:"Agarwal, Vikas"
~person:"Furman, Edward"
~subject:"Fund performance"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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
Fund performance
Risk
Portfolio selection
17
Portfolio-Management
17
Theorie
9
Theory
9
Risiko
8
Risikomaß
7
Risk measure
7
Investment Fund
6
Investmentfonds
6
Hedge fund
5
Hedgefonds
5
Capital income
4
Kapitaleinkommen
4
CAPM
3
Measurement
3
Messung
3
Risikomanagement
3
Risk management
3
Statistical distribution
3
Statistische Verteilung
3
Anlageverhalten
2
Behavioural finance
2
Corporate disclosure
2
Führungskräfte
2
Hedge funds
2
Managers
2
Risikokapital
2
Unternehmenspublizität
2
Venture capital
2
Agency theory
1
Allocation
1
Allokation
1
Alpha
1
Alternative beta
1
Bank lending
1
Bank liquidity
1
Bankenliquidität
1
Benchmarking
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
11
Author
All
Agarwal, Vikas
Furman, Edward
Hammoudeh, Shawkat
18
Wang, Ruodu
15
Wong, Wing Keung
14
Fabozzi, Frank J.
13
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Lien, Da-hsiang Donald
12
Mensi, Walid
12
Gollier, Christian
11
Kakushadze, Zura
11
Kang, Sang Hoon
11
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Rüschendorf, Ludger
10
Tiwari, Aviral Kumar
10
Bouri, Elie
9
Melʹnikov, Aleksandr V.
9
Müller, Fernanda Maria
9
Vanduffel, Steven
9
Dhaene, Jan
8
Satchell, Stephen
8
Bali, Turan G.
7
Bhansali, Vineer
7
Ghorbel, Ahmed
7
Jarrow, Robert A.
7
Lioui, Abraham
7
Martellini, Lionel
7
Mitra, Sovan
7
Platen, Eckhard
7
Barbi, Massimiliano
6
Brandtner, Mario
6
Guesmi, Khaled
6
Guillén, Montserrat
6
Guo, Xu
6
Leung, Tim
6
Luo, Yulei
6
Nguyen, Duc Khuong
6
Prigent, Jean-Luc
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Journal of financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
2
A reconciliation of the top-down and bottom-up approaches to risk capital allocations : proportional allocations revisited
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 395-416
Persistent link: https://www.econbiz.de/10012623437
Saved in:
3
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
4
Alpha or beta in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas
;
Green, Tracy Clifton
;
Ren, Honglin
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Saved in:
5
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
Saved in:
6
Multiple risk factor dependence structures : distributional properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
Saved in:
7
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
8
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
9
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
Agarwal, Vikas
;
Mullally, Kevin A.
;
Tang, Yuehua
;
Yang, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2733-2776
Persistent link: https://www.econbiz.de/10011411412
Saved in:
10
Asymptotics for risk capital allocations based on conditional tail expectation
Asimit, Alexandru V.
;
Furman, Edward
;
Tang, Qihe
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 310-324
Persistent link: https://www.econbiz.de/10009404721
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->