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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Extreme value theory"
~subject:"Theorie"
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Search: subject_exact:"Risk management"
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Kapitalanlage
Portfolio selection
Extreme value theory
Theorie
Risikomanagement
45
Risk management
40
Portfolio-Management
25
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
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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13
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Article
24
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14
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25
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25
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2
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2
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English
38
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
Christoffersen, Peter F.
1
Crosby, John
1
Daehwan, Kim
1
Desjardins, Denise
1
Dionne, Georges
1
Du, Jiangze
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
Hahn, Jinyong
1
Hanson, Samuel G.
1
Hsu, John S.
1
Hsu, John S. J.
1
Hsu, Yuan-Teng
1
Hübner, G.
1
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Published in...
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Journal of empirical finance
The Frank J. Fabozzi series
Insurance / Mathematics & economics
181
European journal of operational research : EJOR
132
Journal of banking & finance
104
Risks : open access journal
87
SpringerLink / Bücher
76
Journal of risk
52
Journal of risk management in financial institutions
52
Finance research letters
50
Wiley finance series
50
NBER working paper series
40
Journal of risk and financial management : JRFM
39
Europäische Hochschulschriften / 5
38
Quantitative finance
37
International review of financial analysis
36
The journal of operational risk
36
Gabler Edition Wissenschaft
34
Working paper / National Bureau of Economic Research, Inc.
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Energy economics
31
The journal of portfolio management : JPM
31
Economic modelling
30
NBER Working Paper
30
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of portfolio management : a publication of Institutional Investor
29
International review of economics & finance : IREF
28
Research paper series / Swiss Finance Institute
27
International journal of production research
26
International journal of theoretical and applied finance
26
International journal of production economics
24
Scandinavian actuarial journal
24
Discussion paper / Centre for Economic Policy Research
23
Discussion paper / Tinbergen Institute
22
The journal of asset management
22
The journal of risk model validation
22
Springer eBook Collection
21
The European journal of finance
21
Applied economics
20
Discussion paper
20
Finance and stochastics
20
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ECONIS (ZBW)
38
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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
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
4
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:
5
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:
6
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
7
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:
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
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
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