//--> //--> //-->
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-Management"
subject:"Theorie"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of asset management"
~person:"Auer, Benjamin R."
~person:"Falzon, Joseph"
~subject:"Outliers"
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-Management
Theorie
Outliers
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
Ausreißer
1
Capital income
1
Extreme value theory (EVT)
1
GARCH modelling
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Hedging
1
Kapitaleinkommen
1
Original research
1
Peaks-over-threshold representation
1
Portfolio selection
1
Risiko
1
Risk
1
Spillover effect
1
Spillover-Effekt
1
Theory
1
VAR model
1
VAR-Modell
1
Value-at-risk (VAR)
1
Volatility
1
Volatilität
1
parametric value-at-risk
1
volatility spillovers
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Auer, Benjamin R.
Falzon, Joseph
Guillén, Montserrat
2
Kakushadze, Zura
2
Santolino, Miguel
2
Aarons, Mark
1
Abergel, Frédéric
1
Agapova, Anna
1
Alemany, Ramon
1
Ardia, David
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Bellone, Benoit
1
Bender, Micha
1
Berger, Theo
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Castellanos, Jenny
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chang, Meng-Shiuh
1
Charoenwong, Ben
1
Chen, Jiusheng
1
Chincarini, Ludwig Boris
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Constantinou, Nick
1
Costa, Giorgio
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Embrechts, Paul
1
more ...
less ...
Published in...
All
Journal of risk
The journal of asset management
CESifo working papers
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
2
Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->