//--> //--> //--> //-->
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"
~person:"Bartram, Söhnke M."
~person:"Cai, Jun"
~person:"Martellini, Lionel"
~person:"McAleer, Michael"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
Risk management
50
Risikomanagement
49
Theory
22
Portfolio selection
16
Risiko
15
Risk
15
Risikomaß
13
Risk measure
13
Hedging
8
Welt
8
World
8
Volatility
7
Volatilität
7
Derivat
6
Derivative
6
Basel Accord
5
Basler Akkord
5
Measurement
5
Messung
5
USA
5
United States
5
Bank risk
4
Bankrisiko
4
Coronavirus
4
Estimation
4
Financial crisis
4
Finanzkrise
4
Forecasting model
4
Prognoseverfahren
4
Reinsurance
4
Rückversicherung
4
Schätzung
4
Betriebliche Finanzwirtschaft
3
Börsenkurs
3
Credit risk
3
Epidemic
3
Epidemie
3
Financial market
3
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
30
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Aufsatz in Zeitschrift
Article in journal
28
Working Paper
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Book section
3
Bibliografie
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
29
German
2
Author
All
Bartram, Söhnke M.
Cai, Jun
Martellini, Lionel
McAleer, Michael
Broll, Udo
21
Fabozzi, Frank J.
21
Wang, Ruodu
15
Embrechts, Paul
13
Hammoudeh, Shawkat
13
Tan, Ken Seng
12
Bhansali, Vineer
10
Mao, Tiantian
10
Janabi, Mazin A. M. al
9
Alexander, Gordon J.
8
Dionne, Georges
8
Härdle, Wolfgang
8
Righi, Marcelo Brutti
8
Baptista, Alexandre M.
7
Boonen, Tim J.
7
Gatzert, Nadine
7
Godin, Frédéric
7
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Kürsten, Wolfgang
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Wahl, Jack E.
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Gleißner, Werner
6
Hurlin, Christophe
6
Kakushadze, Zura
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
The journal of alternative investments
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Astin bulletin : the journal of the International Actuarial Association
1
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 econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Scandinavian actuarial journal
1
The handbook of fixed income securities
1
The journal of corporate finance : contracting, governance and organization
1
The journal of fixed income
1
Valuation, financial modeling, and quantitative tools
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
4
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
5
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
6
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:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
9
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
10
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->