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subject:"Portfolio-Management"
~person:"Alexander, Gordon J."
~person:"Chen, An"
~subject:"Bankenregulierung"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Bankenregulierung
Risikomanagement
16
Risk management
16
Portfolio selection
13
Theorie
11
Theory
11
Risikomaß
7
Risk measure
7
Bank regulation
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Optimal portfolio
2
Risikomodell
2
Risk model
2
Solvency II regulation
2
Value at Risk
2
(Weighted) expected limited loss
1
Asset allocation
1
Bank risk
1
Bankrisiko
1
Basel framework
1
CAPM
1
Collars
1
Collective investment
1
Collective longevity swap
1
Credit risk
1
Dual approach in dynamic optimization
1
EU-Versicherungsrecht
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Economic pricing
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Erwartungsbildung
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European insurance law
1
Expectation formation
1
Financial intermediation
1
Finanzintermediation
1
Fusion
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Guarantee design
1
Incomplete information
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Article
14
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Aufsatz in Zeitschrift
Article in journal
14
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English
14
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Alexander, Gordon J.
Chen, An
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Baptista, Alexandre M.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Bhansali, Vineer
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Van Vuuren, Gary
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
Migueis, Marco
4
Nguyen, Thai
4
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Journal of banking & finance
3
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
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
The European journal of finance
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
6
Optimal investment and consumption when allowing terminal debt
Chen, An
;
Vellekoop, Michel
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 385-397
Persistent link: https://www.econbiz.de/10011642230
Saved in:
7
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
8
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
9
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
10
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
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