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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Bank risk"
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Kapitalanlage
Portfolio selection
Bank risk
Risikomanagement
45
Risk management
40
Portfolio-Management
25
Theorie
23
Theory
23
Risikomaß
14
Risk measure
14
Risiko
11
Risk
11
Credit risk
9
Kreditrisiko
9
CAPM
7
Statistical distribution
7
Statistische Verteilung
7
Finanzmathematik
6
Capital income
5
Hedging
5
Kapitaleinkommen
5
Derivat
4
Derivative
4
Estimation
4
Estimation theory
4
Extreme value theory
4
Mathematical finance
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Outliers
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Portfoliomanagement
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Schätztheorie
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4
ARCH model
3
ARCH-Modell
3
Ausreißer
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Financial investment
3
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3
Mathematische Optimierung
3
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3
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2
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15
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English
27
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Fabozzi, Frank J.
9
Račev, Svetlozar T.
5
Bagasheva, Biliana S.
2
Pachamanova, Dessislava A.
2
Allen, David
1
Bali, Turan G
1
Bali, Turan G.
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Cai, Jun
1
Cerrato, Mario
1
Chincarini, Ludwig Boris
1
Choudhry, Moorad
1
Crosby, John
1
Daehwan, Kim
1
Fabozzi, Frank J
1
Focardi, Sergio M
1
Focardi, Sergio M.
1
Fries, Christian
1
Galariotis, Emilios
1
Gouriéroux, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Hsu, John S.
1
Hsu, John S. J.
1
Huang, Lin
1
Hübner, G.
1
Jacobs, Bruce I.
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
1
Levy, Kenneth N.
1
Lizieri, Colin
1
Mainik, Georg
1
Mann, Steven V.
1
Marcus, Alan J.
1
Maruotti, Antonello
1
Menn, Christian
1
Mitov, Georgi
1
Nigbur, Tobias
1
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Journal of empirical finance
The Frank J. Fabozzi series
Journal of banking & finance
106
Insurance / Mathematics & economics
102
Journal of risk management in financial institutions
99
The journal of operational risk
85
European journal of operational research : EJOR
63
Risks : open access journal
59
Finance research letters
53
Wiley finance series
50
Journal of risk
49
SpringerLink / Bücher
46
International review of financial analysis
43
Risiko-Manager
43
Journal of risk and financial management : JRFM
33
Quantitative finance
32
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of portfolio management : JPM
30
Journal of financial stability
26
Economic modelling
25
International review of economics & finance : IREF
25
The journal of portfolio management : a publication of Institutional Investor
25
Springer eBook Collection
22
Research paper series / Swiss Finance Institute
21
The journal of asset management
20
NBER working paper series
19
IMF working papers
18
International journal of economics and financial issues : IJEFI
18
Applied economics
17
Discussion paper
17
Gabler Edition Wissenschaft
17
International journal of theoretical and applied finance
17
The journal of investing
17
Die Bank
16
International journal of finance & economics : IJFE
16
Journal of international financial markets, institutions & money
16
Journal of risk finance : the convergence of financial products and insurance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research in international business and finance
16
Sovereign wealth management
16
The European journal of finance
16
The journal of risk model validation
16
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ECONIS (ZBW)
27
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1
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
2
Communication and financial supervision : how does disclosure affect market stability?
Pacicco, Fausto
;
Vena, Luigi
;
Venegoni, Andrea
- In:
Journal of empirical finance
57
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012430425
Saved in:
3
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:
4
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:
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
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:
7
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:
8
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
9
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
10
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
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