//--> //--> //--> //-->
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"
~person:"Martellini, Lionel"
~person:"Rüschendorf, Ludger"
~source:"econis"
~subject:"Extreme Risk Index"
~subject:"Finanzdienstleistung"
~subject:"Theorie"
~type_genre:"Article in journal"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
World
Extreme Risk Index
Finanzdienstleistung
Theorie
Risikomanagement
14
Risk management
14
Portfolio-Management
11
Theory
10
Risiko
8
Risk
8
Risikomaß
7
Risk measure
7
Value-at-Risk
4
Dependence uncertainty
3
Factor analysis
2
Faktorenanalyse
2
Measurement
2
Messung
2
Positive dependence
2
Risk aggregation
2
Statistical distribution
2
Statistische Verteilung
2
expected shortfall
2
2005-2012
1
ARCH model
1
ARCH-Modell
1
Aggregation
1
Asset management
1
Ausreißer
1
Basel 3.5
1
Basel Accord
1
Basler Akkord
1
Capital income
1
Convex risk measures
1
Copula
1
Credit risk
1
Duration Constraint
1
Estimation
1
Extreme value theory
1
Factor models
1
Financial crisis
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Aufsatz im Buch
3
Book section
3
Arbeitspapier
1
Bibliografie
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
14
Author
All
Martellini, Lionel
Rüschendorf, Ludger
Wang, Ruodu
17
Broll, Udo
16
Hammoudeh, Shawkat
15
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Embrechts, Paul
11
Bhansali, Vineer
10
Jacobs, Michael <Jr.>
10
Li, Jianping
10
Mao, Tiantian
10
McAleer, Michael
10
Boonen, Tim J.
9
Dionne, Georges
9
Righi, Marcelo Brutti
9
Zhu, Xiaoqian
9
Alexander, Gordon J.
8
Bartram, Söhnke M.
8
Gatzert, Nadine
8
Van Vuuren, Gary
8
Baptista, Alexandre M.
7
Cai, Jun
7
Godin, Frédéric
7
Guillén, Montserrat
7
Hurlin, Christophe
7
Härdle, Wolfgang
7
Janabi, Mazin A. M. al
7
Mitra, Sovan
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
The journal of alternative investments
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Finance and stochastics
1
Journal of banking & finance
1
Journal of empirical finance
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
2
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
3
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
4
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
5
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
6
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
7
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
8
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
9
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->