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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Risiko-Manager"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Risikomanagement
14
Risk management
14
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9
Risk measure
9
Portfolio selection
7
Theory
7
Risiko
5
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Aufsatz in Zeitschrift
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English
11
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Patton, Andrew J.
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
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1
Fan, Jianqing
1
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1
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1
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1
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1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
Oh, Dong Hwan
1
Pérez Amaral, Teodosio
1
Renò, Roberto
1
So, Mike Ka-pui
1
Stupfler, Gilles
1
Vickers, Byron
1
Wang, Weining
1
Wang, Zhicheng
1
Yu, Lining
1
Zhao, Zifeng
1
Ziegel, Johanna F.
1
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Journal of econometrics
Risiko-Manager
Insurance / Mathematics & economics
118
European journal of operational research : EJOR
93
Finance research letters
44
Journal of banking & finance
36
Journal of risk
36
Quantitative finance
32
The journal of portfolio management : JPM
30
International review of financial analysis
29
The journal of operational risk
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Scandinavian actuarial journal
21
Energy economics
20
Economic modelling
19
International review of economics & finance : IREF
19
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of production research
16
Applied economics
15
The journal of investment strategies
14
The journal of risk model validation
14
Journal of empirical finance
13
International journal of production economics
12
International journal of theoretical and applied finance
12
Journal of economic dynamics & control
12
Operations research
12
The journal of asset management
12
Computational economics
11
International journal of financial engineering
11
Risk management : a journal of risk, crisis and disaster
11
Applied economics letters
10
Astin bulletin : the journal of the International Actuarial Association
10
Journal of the Operational Research Society
10
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Finance and stochastics
9
Journal of financial stability
9
Pacific-Basin finance journal
9
The European journal of finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
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ECONIS (ZBW)
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
6
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
7
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
8
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
9
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
10
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
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