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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~isPartOf:"Wiley finance series"
~subject:"Bankrisiko"
~subject:"Kreditrisiko"
~subject:"Mathematical finance"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
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Mathematical finance
Risikomanagement
13
Risk management
13
Theory
10
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8
Risiko
8
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8
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Wang, Ruodu
2
Bernard, Carole
1
Boudabsa, Lotfi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Song, Shiqi
1
Svindland, Gregor
1
Tankov, Peter
1
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1
Wang, Bin
1
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1
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Finance and stochastics
Wiley finance series
Insurance / Mathematics & economics
120
European journal of operational research : EJOR
100
SpringerLink / Bücher
98
The journal of operational risk
71
Finance research letters
62
Journal of banking & finance
58
Journal of risk
44
International review of financial analysis
42
Quantitative finance
37
Springer eBook Collection
32
The journal of portfolio management : JPM
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Journal of financial stability
25
The North American journal of economics and finance : a journal of financial economics studies
25
Economic modelling
24
International review of economics & finance : IREF
23
Discussion paper / Centre for Economic Policy Research
22
Energy economics
21
Scandinavian actuarial journal
21
The journal of risk model validation
21
Applied economics
20
Pacific-Basin finance journal
18
Springer eBook Collection / Business and Economics
18
Discussion papers / CEPR
17
International journal of production research
17
Journal of international financial markets, institutions & money
16
Research in international business and finance
16
The journal of credit risk : published quarterly by Incisive Media
16
Journal of empirical finance
15
The European journal of finance
15
Applied economics letters
14
Computational economics
14
Journal of economic dynamics & control
14
The journal of investment strategies
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International journal of economics and finance
13
International journal of finance & economics : IJFE
13
International journal of financial engineering
13
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1
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
2
Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
Saved in:
3
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
4
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
Saved in:
5
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
6
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
7
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:
8
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
9
Counterparty risk and funding : immersion and beyond
Crépey, Stéphane
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
Saved in:
10
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
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