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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Derivat"
~subject:"Statistische Verteilung"
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Kapitalanlage
Portfolio selection
Derivat
Statistische Verteilung
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
Finanzmathematik
6
Capital income
5
Hedging
5
Kapitaleinkommen
5
Derivative
4
Estimation
4
Estimation theory
4
Extreme value theory
4
Mathematical finance
4
Outliers
4
Portfoliomanagement
4
Schätztheorie
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
Financial investment
3
Mathematical programming
3
Mathematische Optimierung
3
Simulation
3
Asset-liability management
2
Bank
2
Bank risk
2
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10
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18
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13
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2
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2
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English
31
Author
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Fabozzi, Frank J.
10
Račev, Svetlozar T.
5
Bagasheva, Biliana S.
2
Choudhry, Moorad
2
Pachamanova, Dessislava A.
2
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Anson, Mark Jonathan Paul
1
Bali, Turan G
1
Bali, Turan G.
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Brøgger, Søren Bundgaard
1
Calluzzo, Paul
1
Cerrato, Mario
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chen, Ren-Raw
1
Chincarini, Ludwig Boris
1
Crosby, John
1
Daehwan, Kim
1
Dudley, Evan
1
Fabozzi, Frank J
1
Focardi, Sergio M
1
Focardi, Sergio M.
1
Fries, Christian
1
Galariotis, Emilios
1
Gouriéroux, Christian
1
Grané, Aurea
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Hsu, John S.
1
Hsu, John S. J.
1
Hübner, G.
1
Jacobs, Bruce I.
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
1
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Published in...
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Journal of empirical finance
The Frank J. Fabozzi series
Insurance / Mathematics & economics
119
Journal of banking & finance
77
European journal of operational research : EJOR
58
Risks : open access journal
52
Finance research letters
46
Journal of risk
45
Wiley finance series
41
Journal of risk management in financial institutions
39
International review of financial analysis
35
Energy economics
34
SpringerLink / Bücher
34
Quantitative finance
33
The journal of portfolio management : JPM
30
The North American journal of economics and finance : a journal of financial economics studies
27
International review of economics & finance : IREF
25
Journal of risk and financial management : JRFM
25
The journal of portfolio management : a publication of Institutional Investor
25
Economic modelling
23
The journal of operational risk
23
Applied economics
22
International journal of theoretical and applied finance
21
The journal of asset management
21
Risiko-Manager
20
The European journal of finance
20
The journal of risk model validation
20
Research paper series / Swiss Finance Institute
18
The journal of investing
18
Springer eBook Collection
17
Scandinavian actuarial journal
16
Sovereign wealth management
16
The journal of futures markets
16
Journal of investment management : JOIM
14
Journal of risk finance : the convergence of financial products and insurance
14
NBER working paper series
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
Gabler Edition Wissenschaft
13
International journal of financial engineering
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
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ECONIS (ZBW)
31
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1
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
2
Corporate hedging fragility in the over-the-counter market
Calluzzo, Paul
;
Dudley, Evan
- In:
Journal of empirical finance
67
(
2022
),
pp. 253-270
Persistent link: https://www.econbiz.de/10013464395
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
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