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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Search: subject_exact:"Risk management"
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Kapitalanlage
Portfolio selection
Risikomanagement
81
Risk management
76
Portfolio-Management
50
Theorie
35
Theory
35
Risiko
25
Risk
25
Risikomaß
20
Risk measure
20
Credit risk
10
Hedging
10
Kreditrisiko
10
CAPM
8
Capital income
7
Kapitaleinkommen
7
Statistical distribution
7
Statistische Verteilung
7
Derivat
6
Derivative
6
Finanzmathematik
6
USA
6
United States
6
Outliers
5
Ausreißer
4
Estimation
4
Estimation theory
4
Extreme value theory
4
Financial crisis
4
Financial investment
4
Finanzkrise
4
Mathematical finance
4
Portfoliomanagement
4
Schätztheorie
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Mathematical programming
3
Mathematische Optimierung
3
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Undetermined
9
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Article
37
Book / Working Paper
13
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Article in journal
37
Aufsatz in Zeitschrift
37
Collection of articles of several authors
2
Glossar enthalten
2
Glossary included
2
Lehrbuch
2
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2
Textbook
2
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Language
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English
50
Author
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Fabozzi, Frank J.
10
Račev, Svetlozar T.
5
Amenc, Noël
2
Bagasheva, Biliana S.
2
Crum, Conan C.
2
Golub, Bennett W.
2
Martellini, Lionel
2
Pachamanova, Dessislava A.
2
Stoyanov, Stoyan V.
2
Ajit Singh
1
Allen, David
1
Bali, Turan G
1
Bali, Turan G.
1
Baltas, Nick
1
Bernardi, Mauro
1
Bhansali, Vineer
1
Bruno, Salvatore
1
Carvalho, Raul Leote de
1
Cerrato, Mario
1
Chance, Don M.
1
Chincarini, Ludwig Boris
1
Choudhry, Moorad
1
Clarke, Roger G.
1
Crosby, John
1
Daehwan, Kim
1
DeSilva, Harindra
1
Downing, Chris
1
Dupleich Ulloa, M. Rodrigo
1
Fabozzi, Frank J
1
Fisher, Gregg S.
1
Focardi, Sergio M
1
Focardi, Sergio M.
1
Fries, Christian
1
Galariotis, Emilios
1
Garvey, Gerald
1
Giamouridis, Daniel
1
Gouriéroux, Christian
1
Géczy, Christopher
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
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Published in...
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Journal of empirical finance
The Frank J. Fabozzi series
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
99
Journal of banking & finance
60
European journal of operational research : EJOR
52
Risks : open access journal
44
Journal of risk
40
Wiley finance series
40
Finance research letters
39
Journal of risk management in financial institutions
32
Quantitative finance
30
The journal of portfolio management : JPM
30
International review of financial analysis
27
SpringerLink / Bücher
26
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
International review of economics & finance : IREF
21
The journal of asset management
20
Economic modelling
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Sovereign wealth management
16
International journal of theoretical and applied finance
15
Risiko-Manager
15
Springer eBook Collection
15
Energy economics
14
Journal of investment management : JOIM
14
Applied economics
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
Finance and stochastics
12
NBER working paper series
12
The European journal of finance
12
Central bank reserve management : new trends, from liquidity to return
11
Gabler Edition Wissenschaft
11
Journal of risk finance : the convergence of financial products and insurance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of risk model validation
11
Wiley finance
11
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ECONIS (ZBW)
50
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1
Volatility-managed portfolio : does it really work?
Liu, Fang
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012433114
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
5
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
6
Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank
;
Stoyanov, Stoyan V.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
Saved in:
7
The dangers of diversification : managing multiple manager portfolios
Garvey, Gerald
;
Kahn, Ronald N.
;
Savi, Raffaele
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011687224
Saved in:
8
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
9
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
10
Decomposing funding-ratio risk : providing pension funds with key insights into their liabilities hedge mismatch and other factor exposures
Kroon, Erik P.
;
Wouters, Anton
;
Carvalho, Raul Leote de
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011804477
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