//--> //--> //--> //-->
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:"Papenbrock, Jochen"
~person:"Righi, Marcelo Brutti"
~subject:"Asset allocation"
~subject:"Künstliche Intelligenz"
~type:"article"
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
Asset allocation
Künstliche Intelligenz
Risk management
19
Risikomanagement
16
Portfolio-Management
10
Theorie
10
Theory
10
Risiko
9
Risk
9
Risikomaß
8
Risk measure
8
Measurement
6
Messung
6
Pair Copula Construction
6
Financial services
4
Finanzdienstleistung
4
Multivariate Verteilung
4
Multivariate distribution
4
Risk Management
3
risk management
3
Backtesting
2
Brazilian market
2
Copula methods
2
Correlation
2
Credit risk
2
Cross-interdependence
2
Dependence
2
Eurozone financial crisis
2
Global Markets
2
Korrelation
2
Kreditrisiko
2
Market efficiency
2
Sectors
2
Serial dependence
2
Value at Risk
2
risk measures
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Ansteckungseffekt
1
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
Language
All
English
11
Author
All
Papenbrock, Jochen
Righi, Marcelo Brutti
Fabozzi, Frank J.
19
Hammoudeh, Shawkat
15
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
McAleer, Michael
9
Bhansali, Vineer
8
Mao, Tiantian
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
Ji, Qiang
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
Tiwari, Aviral Kumar
5
Van Vuuren, Gary
5
Acharya, Viral V.
4
Al-Yahyaee, Khamis Hamed
4
Amenc, Noël
4
Atilgan, Yigit
4
Belles-Sampera, Jaume
4
Bernard, Carole
4
Boonen, Tim J.
4
more ...
less ...
Published in...
All
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Computational economics
1
Financial markets and portfolio management
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of risk
1
Revista Brasileira de Finanças : RBFin
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of investment strategies
1
The journal of network theory in finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
2
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
5
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
6
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
7
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
Saved in:
8
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
Saved in:
9
Interconnectedness risk and active portfolio management : the information-theoretic perspective
Baitinger, Eduard
;
Papenbrock, Jochen
- In:
The journal of network theory in finance
3
(
2017
)
4
,
pp. 25-47
Persistent link: https://www.econbiz.de/10012005415
Saved in:
10
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->