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subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Kreditgeschäft"
~subject:"Portfolio selection"
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Portfolio-Management
Kreditgeschäft
Portfolio selection
Risikomanagement
26
Risk management
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Theorie
14
Theory
14
Risiko
9
Risk
9
Risikomaß
6
Risk measure
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Kreditrisiko
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Risk sharing
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Schätzung
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Aldasoro, Iñaki
1
Alexander, Gordon J.
1
Augustyniak, Maciej
1
Baptista, Alexandre M.
1
Bertsimas, Dimitris
1
Bu, Di
1
Chen, Yuehuan
1
Coleman, Conrad
1
Coleman, Thomas F.
1
Godin, Frédéric
1
Hüser, Anne-Caroline
1
Kellner, Ralf
1
Kok Sørensen, Christoffer
1
Lauprete, Geoffrey J.
1
Li, Lingfei
1
Liao, Yin
1
Peng, Hongfeng
1
Rösch, Daniel
1
Samarov, Alexander
1
Shi, Jing
1
Simard, Clarence
1
Xu, Wei
1
Zhang, Gongqiu
1
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Journal of economic dynamics & control
Insurance / Mathematics & economics
98
Journal of banking & finance
63
European journal of operational research : EJOR
54
Risks : open access journal
44
Finance research letters
42
Journal of risk
40
Wiley finance series
40
Journal of risk management in financial institutions
35
SpringerLink / Bücher
33
Quantitative finance
31
International review of financial analysis
30
The journal of portfolio management : JPM
30
The journal of portfolio management : a publication of Institutional Investor
25
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
Risiko-Manager
22
International review of economics & finance : IREF
21
The journal of asset management
20
Economic modelling
19
Europäische Hochschulschriften / 5
19
Die Bank
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Sovereign wealth management
16
Springer eBook Collection
16
Gabler Edition Wissenschaft
15
International journal of theoretical and applied finance
15
The European journal of finance
15
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
15
Applied economics
14
Energy economics
14
Journal of empirical finance
14
Journal of investment management : JOIM
14
Scandinavian actuarial journal
13
The journal of investment strategies
13
Finance and stochastics
12
NBER working paper series
12
The Frank J. Fabozzi series
12
The journal of credit risk : published quarterly by Incisive Media
12
Wiley finance
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ECONIS (ZBW)
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1
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
3
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
Saved in:
4
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
5
Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei
;
Chen, Yuehuan
;
Coleman, Conrad
;
Coleman, Thomas F.
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
Saved in:
6
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
7
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
8
Shortfall as a risk measure : properties, optimization and applications
Bertsimas, Dimitris
;
Lauprete, Geoffrey J.
;
Samarov, …
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1353-1381
Persistent link: https://www.econbiz.de/10001880835
Saved in:
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