//--> //--> //--> //-->
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"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Risikoaversion"
~subject:"Risikomaß"
~subject:"Risikopräferenz"
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:"Wagnis"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Estimation
Risikoaversion
Risikomaß
Risikopräferenz
Risiko
54
Risk
54
Theorie
36
Theory
36
Portfolio selection
34
Risk measure
28
Risikomanagement
18
Risk management
18
Measurement
13
Messung
13
CAPM
9
Schätzung
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
Capital income
7
Kapitaleinkommen
7
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
7
Statistische Verteilung
7
Decision under uncertainty
6
Derivat
6
Derivative
6
Entscheidung unter Unsicherheit
6
Hedging
6
Experiment
5
Mathematical programming
5
Mathematische Optimierung
5
Portfolio optimization
5
Risikoprämie
4
Risk measures
4
Risk parity
4
Risk premium
4
Robust statistics
4
Robustes Verfahren
4
more ...
less ...
Online availability
All
Undetermined
36
Free
7
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Conference paper
3
Konferenzbeitrag
3
Language
All
English
43
Author
All
Delage, Erick
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Satchell, Stephen
2
Ahn, Kwangwon
1
Avanzi, B.
1
Bao, Li
1
Bauder, David
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Bodnar, Taras
1
Braga, M. D.
1
Brandtner, Mario
1
Buccioli, Alice
1
Chen, Yi-Hsuan
1
Cheung, William Ming Yan
1
Chow, K. Victor
1
Clark, Brian
1
Costa, Giorgio
1
Dentcheva, Darinka
1
Deshpande, Amit
1
Desmettre, Sascha
1
Ding, Rui
1
Doldi, A.
1
Edirisinghe, Chanaka
1
Ertley, Brian
1
Falden, Debbie Kusch
1
Fatone, Lorella
1
Feinstein, Zachary
1
Feng, Y.
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Giacometti, Rosella
1
Grant, Andrew
1
Hacini, Mehdi-Vincent
1
Han, Qian
1
Härdle, Wolfgang
1
Ince, Akif
1
John, Kose
1
Kim, Hyuksoo
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
192
Finance research letters
139
European journal of operational research : EJOR
121
Journal of banking & finance
110
NBER working paper series
107
International review of financial analysis
88
NBER Working Paper
88
Economics letters
85
International review of economics & finance : IREF
85
Risks : open access journal
84
Applied economics
83
Working paper / National Bureau of Economic Research, Inc.
82
CESifo working papers
76
Economic modelling
75
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Journal of economic behavior & organization : JEBO
59
Journal of empirical finance
59
Journal of financial economics
59
Working paper
58
Applied economics letters
55
Discussion paper / Tinbergen Institute
54
Energy economics
54
Discussion paper / Centre for Economic Policy Research
52
Discussion paper series / IZA
50
Discussion papers / CEPR
50
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of economic dynamics & control
45
Journal of risk and financial management : JRFM
42
Discussion paper
41
Finance and stochastics
40
Pacific-Basin finance journal
40
Journal of international money and finance
38
The journal of asset management
38
The European journal of finance
37
International journal of theoretical and applied finance
35
Journal of mathematical economics
35
Journal of risk
35
Research paper series / Swiss Finance Institute
34
Mathematics and financial economics
32
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
7
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
8
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
9
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
10
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->