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subject:"Portfolio-Management"
~person:"Alexander, Gordon J."
~person:"Chen, An"
~person:"Righi, Marcelo Brutti"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Risikomanagement
27
Risk management
27
Portfolio selection
19
Theorie
17
Theory
17
Risikomaß
14
Risk measure
14
Risiko
8
Risk
8
Measurement
5
Messung
5
Multivariate Verteilung
4
Multivariate distribution
4
risk management
4
Value at Risk
3
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Credit risk
2
Financial services
2
Finanzdienstleistung
2
Kreditrisiko
2
Optimal portfolio
2
Pair Copula Construction
2
Risikomodell
2
Risk model
2
Solvency II regulation
2
risk measures
2
(Weighted) expected limited loss
1
ARCH model
1
ARCH-Modell
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Aktienindex
1
Asset allocation
1
Backtesting
1
Bank risk
1
Bankrisiko
1
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10
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1
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Article
19
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Aufsatz in Zeitschrift
Article in journal
19
Aufsatz im Buch
1
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1
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English
19
Author
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Alexander, Gordon J.
Chen, An
Righi, Marcelo Brutti
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Martellini, Lionel
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Ghorbel, Ahmed
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
McAleer, Michael
4
Nguyen, Thai
4
Pérez Amaral, Teodosio
4
Reboredo, Juan Carlos
4
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Journal of banking & finance
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of risk
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Mathematical methods of operations research
1
Quantitative finance
1
Revista Brasileira de Finanças : RBFin
1
The European journal of finance
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ECONIS (ZBW)
19
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1
Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole
;
Chen, An
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
Saved in:
2
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
3
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
7
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
8
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
9
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
10
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
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