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subject:"Portfolio-Management"
~person:"Bali, Turan G."
~person:"Mao, Tiantian"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Search: subject_exact:"Wagnis"
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Subject
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Portfolio-Management
Risikomaß
Risiko
33
Risk
33
Capital income
17
Kapitaleinkommen
17
Portfolio selection
16
Risk measure
15
Theorie
14
Theory
14
Measurement
11
Messung
11
Risikomanagement
10
Risk management
10
Estimation
8
Risikoprämie
7
Risk premium
7
Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
CAPM
6
Capital market returns
6
Forecasting model
6
Kapitalmarktrendite
6
Prognoseverfahren
6
Aktienmarkt
5
Börsenkurs
5
Share price
5
Stock market
5
Ausreißer
4
Erwartungsbildung
4
Expectation formation
4
Outliers
4
Risikoaversion
4
Risk aversion
4
Volatility
4
Volatilität
4
Decision under risk
3
Entscheidung unter Risiko
3
Erwartungsnutzen
3
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Online availability
All
Undetermined
12
Type of publication
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Article
19
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Fallstudie
Article in journal
19
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
19
Author
All
Bali, Turan G.
Mao, Tiantian
Righi, Marcelo Brutti
18
Wang, Ruodu
18
Rosazza Gianin, Emanuela
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Eeckhoudt, Louis R.
10
Fabozzi, Frank J.
10
Gollier, Christian
10
Laeven, Roger J. A.
10
Brandtner, Mario
9
Cai, Jun
9
Denuit, Michel
9
Furman, Edward
9
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Bellini, Fabio
8
Cheung, Ka Chun
8
Kakushadze, Zura
8
Pichler, Alois
8
Satchell, Stephen
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Guillén, Montserrat
7
Kürsten, Wolfgang
7
Munari, Cosimo-Andrea
7
Rudloff, Birgit
7
Siu, Tak Kuen
7
Wagner, Niklas F.
7
Zaremba, Adam
7
Bäuerle, Nicole
6
Chen, Zhiping
6
Chiang, Thomas C.
6
Feinstein, Zachary
6
Jarrow, Robert A.
6
Kountzakis, Christos E.
6
Liu, Haiyan
6
Luo, Yulei
6
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Insurance / Mathematics & economics
7
Journal of financial economics
4
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Mathematics of operations research
1
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ECONIS (ZBW)
19
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1
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
4
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
5
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
6
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
7
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
8
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
9
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
10
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
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