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subject:"Portfolio selection"
subject:"World"
~person:"Brandtner, Mario"
~person:"Hammoudeh, Shawkat"
~person:"Papenbrock, Jochen"
~subject:"Similarity networks"
~type:"article"
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Search: subject_exact:"Risk management"
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Portfolio selection
World
Similarity networks
Risk management
29
Risikomanagement
26
Portfolio-Management
19
Risikomaß
14
Risk measure
14
Theorie
9
Theory
9
Hedging
7
Risiko
7
Risk
7
Multivariate Verteilung
5
Multivariate distribution
5
Volatility
5
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4
ARCH-Modell
4
Aktienmarkt
4
Capital income
4
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4
Kapitaleinkommen
4
Korrelation
4
Measurement
4
Messung
4
Optimal portfolios
4
Stock market
4
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4
Welt
4
Commodity derivative
3
Derivat
3
Derivative
3
Financial econometrics
3
Oil price
3
Rohstoffderivat
3
Spectral risk measures
3
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3
Spillover-Effekt
3
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3
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3
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3
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22
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1
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1
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1
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English
23
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Brandtner, Mario
Hammoudeh, Shawkat
Papenbrock, Jochen
Fabozzi, Frank J.
18
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
McAleer, Michael
9
Bhansali, Vineer
8
Mao, Tiantian
8
Righi, Marcelo Brutti
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Chen, An
6
Härdle, Wolfgang
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Mensi, Walid
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Kang, Sang Hoon
5
Karagozoglu, Ahmet K.
5
Li, Duan
5
Mitra, Sovan
5
Pérez Amaral, Teodosio
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Van Vuuren, Gary
5
Acharya, Viral V.
4
Al-Yahyaee, Khamis Hamed
4
Amenc, Noël
4
Bernard, Carole
4
Boonen, Tim J.
4
Chen, Wei
4
Cossette, Hélène
4
Diebold, Francis X.
4
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
2
Computational economics
1
Economic modelling
1
Emerging markets review
1
Energy economics
1
Financial markets and portfolio management
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Scandinavian actuarial journal
1
The journal of investment strategies
1
The journal of network theory in finance
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ECONIS (ZBW)
23
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1
Financial modeling, risk management of energy and environmental instruments and derivatives : past, present, and future
Jana, Rabin K.
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 1-7)
.
2022
Persistent link: https://www.econbiz.de/10013349876
Saved in:
2
Explainable machine learning in credit risk management
Bussmann, Niklas
;
Giudici, Paolo
;
Marinelli, Dimitri
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 203-216
Persistent link: https://www.econbiz.de/10012486891
Saved in:
3
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:
4
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
5
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
6
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
7
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
8
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
9
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
10
Interconnectedness risk and active portfolio management
Baitinger, Eduard
;
Papenbrock, Jochen
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 63-90
Persistent link: https://www.econbiz.de/10011668133
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