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subject:"Kapitalanlage"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Schätzung"
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Kapitalanlage
Portfolio selection
Schätzung
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
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Hedging
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Kapitaleinkommen
5
Derivat
4
Derivative
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Estimation
4
Estimation theory
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Extreme value theory
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Mathematical finance
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Outliers
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Portfoliomanagement
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Schätztheorie
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ARCH model
3
ARCH-Modell
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Ausreißer
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Financial investment
3
Mathematical programming
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Mathematische Optimierung
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Simulation
3
Asset-liability management
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2
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English
25
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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
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
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Journal of empirical finance
The Frank J. Fabozzi series
Insurance / Mathematics & economics
101
Journal of banking & finance
66
European journal of operational research : EJOR
54
Risks : open access journal
46
Journal of risk
41
Wiley finance series
40
Finance research letters
39
Journal of risk management in financial institutions
33
SpringerLink / Bücher
31
The journal of portfolio management : JPM
30
Quantitative finance
28
International review of financial analysis
27
The journal of portfolio management : a publication of Institutional Investor
25
Journal of risk and financial management : JRFM
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economic modelling
23
International review of economics & finance : IREF
20
The journal of asset management
20
Energy economics
19
Applied economics
18
Research paper series / Swiss Finance Institute
18
NBER working paper series
17
The journal of investing
17
International journal of theoretical and applied finance
16
Risiko-Manager
16
Sovereign wealth management
16
Springer eBook Collection
15
Working papers
15
Journal of investment management : JOIM
14
The European journal of finance
14
Working paper / National Bureau of Economic Research, Inc.
14
Gabler Edition Wissenschaft
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
Finance and stochastics
12
NBER Working Paper
12
Wiley finance
12
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ECONIS (ZBW)
25
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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:
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