//--> //--> //--> //-->
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:"Risiko"
subject:"World"
~person:"Fabozzi, Frank J."
~person:"Stoja, Evarist"
~subject:"Dependence in risk"
~subject:"Portfolio selection"
~type:"article"
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:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risiko
World
Dependence in risk
Portfolio selection
Risk management
33
Risikomanagement
32
Portfolio-Management
20
Theorie
17
Theory
17
Risk
14
Risikomaß
10
Risk measure
10
Anleihe
5
Bond
5
Estimation
5
Risikoprämie
5
Risk premium
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
Ausreißer
4
CAPM
4
Capital income
4
Credit risk
4
Forecasting model
4
Kapitaleinkommen
4
Kreditrisiko
4
Outliers
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Financial services
3
Finanzdienstleistung
3
Hedging
3
Multidimensional value at risk
3
risk management
3
Currency derivative
2
Derivat
2
Derivative
2
Exchange rate risk
2
Investitionsrisiko
2
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
7
Book section
7
Language
All
English
24
Author
All
Fabozzi, Frank J.
Stoja, Evarist
Wang, Ruodu
16
Hammoudeh, Shawkat
15
McAleer, Michael
11
Mao, Tiantian
10
Bhansali, Vineer
9
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Sherris, Michael
9
Tan, Ken Seng
9
Guillén, Montserrat
8
Li, Johnny Siu-Hang
8
Righi, Marcelo Brutti
8
Alexander, Gordon J.
7
Broll, Udo
7
Cai, Jun
7
Mitra, Sovan
7
Qazi, Abroon
7
Van Vuuren, Gary
7
Yang, Fan
7
Balbás de la Corte, Alejandro
6
Baptista, Alexandre M.
6
Chen, Zhiping
6
Härdle, Wolfgang
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Li, Jianping
6
Mensi, Walid
6
Rüschendorf, Ludger
6
Zhu, Shushang
6
Boonen, Tim J.
5
Brandtner, Mario
5
Chen, An
5
Cheng, T. C. E.
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Embrechts, Paul
5
Faff, Robert W.
5
Furman, Edward
5
Ghadge, Abhijeet
5
more ...
less ...
Published in...
All
Investment management and financial management
2
Journal of international financial markets, institutions & money
2
The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
Applied economics
1
Applied financial economics letters
1
Financial markets and instruments
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The theory and practice of investment management
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
4
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
5
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
6
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->