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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Derivat"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Kapitalanlage
Portfolio selection
Derivat
Risikomanagement
31
Risk management
31
Theorie
21
Theory
21
Portfolio-Management
13
Risikomaß
12
Risk measure
12
Risiko
11
Risk
11
Statistical distribution
6
Statistische Verteilung
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Credit risk
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Hedging
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Kreditrisiko
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Capital income
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Allen, David
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Brøgger, Søren Bundgaard
1
Calluzzo, Paul
1
Cerrato, Mario
1
Chincarini, Ludwig Boris
1
Crosby, John
1
Daehwan, Kim
1
Dudley, Evan
1
Fabozzi, Frank J.
1
Fries, Christian
1
Gouriéroux, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Hübner, G.
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
1
Lizieri, Colin
1
Mainik, Georg
1
Maruotti, Antonello
1
Mitov, Georgi
1
Nigbur, Tobias
1
Ohara, Frank
1
Ortobelli, Sergio
1
Pesaran, M. Hashem
1
Petrella, Lea
1
Račev, Svetlozar T.
1
Rhee, S. Ghon
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Rüschendorf, Ludger
1
Satchell, Stephen
1
Scaillet, Olivier
1
Schuermann, Til
1
Seeger, Norman
1
Wu, Feng
1
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Journal of empirical finance
The Frank J. Fabozzi series
Insurance / Mathematics & economics
105
Journal of banking & finance
71
European journal of operational research : EJOR
54
Risks : open access journal
47
Finance research letters
42
Journal of risk
42
Journal of risk management in financial institutions
37
International review of financial analysis
33
Quantitative finance
33
Energy economics
30
The journal of portfolio management : JPM
30
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
24
Journal of risk and financial management : JRFM
24
The journal of portfolio management : a publication of Institutional Investor
24
International journal of theoretical and applied finance
21
The journal of asset management
21
Economic modelling
19
Risiko-Manager
19
The journal of investing
18
Applied economics
17
The European journal of finance
17
The journal of futures markets
15
Journal of investment management : JOIM
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
Journal of risk finance : the convergence of financial products and insurance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
The journal of risk model validation
13
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
Agricultural finance review
11
Investment management and financial innovations
11
Journal of financial stability
11
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
ASTIN bulletin : the journal of the International Actuarial Association
10
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ECONIS (ZBW)
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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
Saved in:
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