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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Risikomanagement
55
Risk management
55
Theory
31
Risikomaß
23
Risk measure
23
Portfolio selection
20
Risiko
20
Risk
20
Credit risk
17
Kreditrisiko
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Financial services
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Finanzdienstleistung
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Derivat
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Derivative
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Hedging
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Option pricing theory
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Optionspreistheorie
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Basel Accord
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Basler Akkord
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Measurement
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Messung
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Multivariate Verteilung
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Multivariate distribution
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Risikomodell
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Risk model
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risk management
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Bank risk
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Bankrisiko
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Statistical distribution
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Statistische Verteilung
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CVA
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Mortality
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Stochastischer Prozess
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credit risk
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wrong-way risk
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39
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Aufsatz in Zeitschrift
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40
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Brigo, Damiano
2
Wang, Chou-Wen
2
Afonso, Lourdes B.
1
Albanese, Claudio
1
Ararat, Çağin
1
Beck, Michael B.
1
Bielecki, Tomasz R.
1
Cai, Jun
1
Capponi, Agostino
1
Capriotti, Luca
1
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1
Centrone, Francesca
1
Christiansen, Marcus C.
1
Crépey, S.
1
Crépey, Stéphane
1
Dal Moro, Eric
1
Denuit, Michel
1
Dorfleitner, Gregor
1
El Hajjaji, Omar
1
Felbert, Alexander von
1
Floryszczak, A.
1
Furman, Edward
1
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1
Gouriéroux, Christian
1
Grasselli, Matheus
1
Hamel, Andreas
1
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1
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1
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1
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1
Hörmann, Wolfgang
1
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1
Jeanblanc, Monique
1
Jokhadze, Valeriane
1
Karpathopoulos, Nikolaos
1
Kato, Takashi
1
Kling, Alexander
1
Krvavych, Yuriy
1
Kwok, Yue-Kuen
1
Lee, Jacky
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Astin bulletin : the journal of the International Actuarial Association
International journal of theoretical and applied finance
Insurance / Mathematics & economics
180
European journal of operational research : EJOR
129
Journal of banking & finance
101
Risks : open access journal
86
Journal of risk management in financial institutions
52
Journal of risk
51
Finance research letters
46
Journal of risk and financial management : JRFM
39
The journal of operational risk
36
International review of financial analysis
32
Quantitative finance
32
The journal of portfolio management : JPM
31
Economic modelling
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The North American journal of economics and finance : a journal of financial economics studies
29
Energy economics
28
The journal of portfolio management : a publication of Institutional Investor
28
International journal of production research
25
International journal of production economics
24
International review of economics & finance : IREF
24
Journal of empirical finance
24
Scandinavian actuarial journal
24
The journal of asset management
22
The European journal of finance
21
Applied economics
20
Finance and stochastics
20
The journal of investing
20
The journal of risk model validation
20
Journal of economic dynamics & control
18
Journal of financial economics
18
Die Bank
17
Risiko-Manager
17
American journal of agricultural economics
16
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Journal of econometrics
16
International journal of project management : the journal of The International Project Management Association
15
Review of financial economics : RFE
15
International journal of financial engineering
14
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ECONIS (ZBW)
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
3
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
5
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
6
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
9
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
10
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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