//--> //--> //-->
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:"Portfolio selection"
subject:"World"
~isPartOf:"Quantitative finance"
~person:"Bergk, Kerstin"
~person:"Koike, Takaaki"
~subject:"Finanzdienstleistung"
~subject:"Option pricing theory"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
World
Finanzdienstleistung
Option pricing theory
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Theorie
2
Theory
2
Axiomatic risk measures
1
Conditional value-at-risk
1
Copulas
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Measurement
1
Messung
1
Metropolis-Hastings algorithm
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Risk allocation
1
Risk contributions
1
VaR contributions
1
Value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bergk, Kerstin
Koike, Takaaki
Härdle, Wolfgang
3
Chen, Yi-Hsuan
2
Akahori, J.
1
Albanese, Claudio
1
Arratia, Argimiro
1
Barbieri, Paolo Nicola
1
Barsotti, F.
1
Braga, M. D.
1
Brandtner, Mario
1
Buehler, Hans
1
Chang, Hsiao-Yin
1
Chen, An
1
Chincarini, Ludwig Boris
1
Choi, Kyoung Jin
1
Corazza, Marco
1
Costa, Giorgio
1
Crépey, Stéphane
1
De March, Davide
1
Deng, Kaihua
1
Deng, Shijie
1
Deshpande, Amit
1
Ding, Rui
1
Dorador, Albert
1
Ertley, Brian
1
Glasserman, Paul
1
Glau, Kathrin
1
Gonon, Lukas
1
Gozgor, Giray
1
Hacini, Mehdi-Vincent
1
Haugh, Martin B.
1
He, Feng
1
Hofer, Markus
1
Huang, Wenjun
1
Iabichino, Stefano
1
Imamura, Y.
1
Ince, Akif
1
Kandhai, Drona
1
Kelleher, Aidan
1
Kim, Hyuksoo
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
Estimation of risk contributions with MCMC
Koike, Takaaki
;
Minami, Mihoko
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->