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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Baptista, Alexandre M."
~person:"Bartram, Söhnke M."
~person:"Cossette, Hélène"
~subject:"Copulas"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Copulas
Risikomanagement
24
Risk management
24
Theory
17
Portfolio selection
10
Risikomaß
7
Risk measure
7
Risiko
6
Risk
6
Derivat
4
Derivative
4
Hedging
4
Multivariate Verteilung
4
Multivariate distribution
4
Capital allocation
3
Risk measures
3
Statistical distribution
3
Statistische Verteilung
3
Archimedean copulas
2
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Betriebliche Finanzwirtschaft
2
Firm value
2
Managerial finance
2
Measurement
2
Messung
2
Mixed Erlang distributions
2
Probability theory
2
Shareholder Value
2
Shareholder value
2
Stochastic process
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Stochastischer Prozess
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USA
2
United States
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20
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Aufsatz in Zeitschrift
Article in journal
20
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English
18
German
2
Author
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Baptista, Alexandre M.
Bartram, Söhnke M.
Cossette, Hélène
Broll, Udo
16
Wang, Ruodu
15
Fabozzi, Frank J.
13
Hammoudeh, Shawkat
13
Tan, Ken Seng
12
Embrechts, Paul
11
Mao, Tiantian
10
Bhansali, Vineer
9
Boonen, Tim J.
9
Alexander, Gordon J.
8
Dionne, Georges
8
Jacobs, Michael <Jr.>
8
Cai, Jun
7
Gatzert, Nadine
7
Godin, Frédéric
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Martellini, Lionel
7
McAleer, Michael
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Lin, Yijia
6
Mitra, Sovan
6
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Insurance / Mathematics & economics
6
Journal of banking & finance
2
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
European finance review : the official journal of the European Finance Association
1
Financial markets, institutions & instruments
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of multinational financial management
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
The journal of corporate finance : contracting, governance and organization
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
20
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
3
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
4
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
5
Corporate hedging and speculation with derivatives
Bartram, Söhnke M.
- In:
The journal of corporate finance : contracting, …
57
(
2019
),
pp. 9-34
Persistent link: https://www.econbiz.de/10012098853
Saved in:
6
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
7
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
8
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
9
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
10
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
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