//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Portfoliomanagement"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitalanlage
Portfolio selection
Portfoliomanagement
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
4
Outliers
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
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
13
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Glossar enthalten
2
Glossary included
2
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
25
Author
All
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
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
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
Maruotti, Antonello
1
Menn, Christian
1
Mitov, Georgi
1
Nigbur, Tobias
1
Ohara, Frank
1
Ortobelli, Sergio
1
Pesaran, M. Hashem
1
more ...
less ...
Published in...
All
Journal of empirical finance
The Frank J. Fabozzi series
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
27
The journal of portfolio management : a publication of Institutional Investor
25
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
Wiley 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
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Quantitative financial risk management : theory and practice
Zopounidis, Constantin
;
Galariotis, Emilios
-
2015
Persistent link: https://www.econbiz.de/10010533351
Saved in:
10
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->