//--> //--> //--> //-->
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:"Chi, Yichun"
~person:"Mitra, Sovan"
~subject:"Risiko"
~subject:"Statistische Verteilung"
~type:"article"
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
Risiko
Statistische Verteilung
Risk management
19
Risikomanagement
16
Portfolio selection
8
Risikomaß
8
Risk
8
Risk measure
8
Theory
8
Operational risk
6
Reinsurance
5
Rückversicherung
5
Hedging
4
Operationelles Risiko
4
Bank risk
3
Bankrisiko
3
Financial services
3
Finanzdienstleistung
3
Measurement
3
Messung
3
Option pricing theory
3
Optionspreistheorie
3
Conditional value at risk
2
Derivat
2
Derivative
2
Emerging markets
2
Half normal distribution
2
Investment
2
Layer reinsurance
2
Operational Value at Risk
2
Option pricing
2
Option trading
2
Options
2
Optionsgeschäft
2
Quantile
2
Risk measurement
2
Risk measures
2
Sector
2
Value at Risk
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Chi, Yichun
Mitra, Sovan
Broll, Udo
24
Fabozzi, Frank J.
22
Wang, Ruodu
17
Embrechts, Paul
14
Hammoudeh, Shawkat
14
Tan, Ken Seng
12
Gleißner, Werner
11
Bhansali, Vineer
10
Dionne, Georges
10
Mao, Tiantian
10
Martellini, Lionel
10
Cai, Jun
9
Gatzert, Nadine
9
Janabi, Mazin A. M. al
9
Li, Johnny Siu-Hang
9
McAleer, Michael
9
Righi, Marcelo Brutti
9
Sherris, Michael
9
Alexander, Gordon J.
8
Boonen, Tim J.
8
Guillén, Montserrat
8
Härdle, Wolfgang
8
Jacobs, Michael <Jr.>
8
Wahl, Jack E.
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Cossette, Hélène
7
Godin, Frédéric
7
Kürsten, Wolfgang
7
Li, Jianping
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Račev, Svetlozar T.
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Van Vuuren, Gary
7
Yang, Fan
7
Allen, Franklin
6
Asimit, Alexandru V.
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
3
Economic modelling
1
International journal of sustainable economy
1
Journal of international financial markets, institutions & money
1
Scandinavian actuarial journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
4
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
5
An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars
;
Mitra, Sovan
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
Saved in:
6
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
7
Political risk modelling and measurement from stochastic volatility models
Mitra, Sovan
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 184-218
Persistent link: https://www.econbiz.de/10012050864
Saved in:
8
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan
;
Chinthalapati, V. L. Raju
;
Clark, Ephraim
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
Saved in:
9
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
10
Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.
;
Chi, Yichun
;
Hu, Junlei
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->