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subject:"Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Optionspreistheorie"
~subject:"Portfolio Selection"
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Portfolio-Management
Optionspreistheorie
Portfolio Selection
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
Risikomaß
15
Risk measure
15
Financial services
11
Finanzdienstleistung
11
Risiko
10
Risk
10
Derivat
8
Derivative
8
Measurement
6
Messung
6
Option pricing theory
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Hedging
5
risk management
5
Basel Accord
4
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4
CVA
4
credit risk
4
wrong-way risk
4
Bank risk
3
Bankrisiko
3
Counterparty credit risk
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Counterparty risk
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Credit derivative
3
Kreditderivat
3
Multivariate Verteilung
3
Multivariate distribution
3
Tourism destination
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Ararat, Çağin
1
Benedetti, Giuseppe
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
Grasselli, Matheus
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jokhadze, Valeriane
1
Karpathopoulos, Nikolaos
1
Krehbiel, Timothy L.
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Li, Weiping
1
Lépinette, Emmanuel
1
Nayman, Niv
1
O'Donoghue, Brendan
1
Okhrati, Ramin
1
Peacock, Matthew
1
Pfister, Tamara
1
Rosazza Gianin, Emanuela
1
Rudloff, Birgit
1
Rutkowski, Marek
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Schmidt, Wolfgang M.
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Siu, T. K.
1
Stein, Harvey J.
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Stoikov, Sasha F.
1
Tahar, Imen Ben
1
Tarca, Silvio
1
Wagalath, Lakshithe
1
Yang, Hai
1
Zou, Bin
1
Zubelli, Jorge P.
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
101
Journal of banking & finance
61
European journal of operational research : EJOR
54
Risks : open access journal
47
Finance research letters
43
Journal of risk
42
Wiley finance series
42
Journal of risk management in financial institutions
33
Quantitative finance
32
The journal of portfolio management : JPM
30
SpringerLink / Bücher
28
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of portfolio management : a publication of Institutional Investor
25
Journal of risk and financial management : JRFM
24
International review of economics & finance : IREF
21
The journal of asset management
20
Economic modelling
18
Energy economics
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Sovereign wealth management
16
Applied economics
15
Springer eBook Collection
15
Gabler Edition Wissenschaft
14
Journal of investment management : JOIM
14
The European journal of finance
14
The journal of risk model validation
14
Finance and stochastics
13
Journal of empirical finance
13
Risiko-Manager
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
The Frank J. Fabozzi series
12
Wiley finance
12
Investment management and financial innovations
11
Journal of risk finance : the convergence of financial products and insurance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Schriftenreihe Finanzmanagement
11
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ECONIS (ZBW)
19
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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
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:
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
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
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
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
9
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
10
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
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