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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk"
~subject:"Hedging"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Risikomaß
USA
Hedging
Schätzung
Risikomanagement
97
Risk management
97
Risk measure
50
Portfolio selection
48
Portfolio-Management
48
Theorie
42
Theory
42
Risiko
27
Risk
27
Financial services
23
Finanzdienstleistung
23
risk management
23
Credit risk
20
Kreditrisiko
20
Measurement
14
Messung
14
Bank risk
13
Bankrisiko
13
Original research
11
Estimation
10
ARCH model
9
ARCH-Modell
9
Basel Accord
8
Basler Akkord
8
Multivariate Verteilung
8
Multivariate distribution
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Ausreißer
6
Outliers
6
Financial crisis
5
Finanzkrise
5
Value-at-risk (VAR)
5
Volatility
5
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Undetermined
38
Free
1
Type of publication
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Article
61
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
61
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Language
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English
61
Author
All
Coleman, Thomas F.
2
Li, Yuying
2
Poddig, Thorsten
2
Righi, Marcelo Brutti
2
Aarons, Mark
1
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berger, Theo
1
Berkhouch, Mohammed
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Carcano, Nicola
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chan, Stephen
1
Chen, Jiusheng
1
Chen, Ying
1
Cherrat, Hamza
1
Cong, Jianfa
1
Cristobal-Fransi, Eduard
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Du, Junhong
1
Embrechts, Paul
1
Emmer, Susanne
1
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Published in...
All
Computational economics
Discussion paper / Centre for Economic Policy Research
Journal of risk
Insurance / Mathematics & economics
117
Journal of banking & finance
82
Risks : open access journal
63
European journal of operational research : EJOR
61
Finance research letters
53
Energy economics
52
International review of financial analysis
37
Economic modelling
35
Journal of risk management in financial institutions
35
The North American journal of economics and finance : a journal of financial economics studies
33
The journal of operational risk
29
Journal of risk and financial management : JRFM
27
Quantitative finance
27
The journal of risk and insurance : the journal of the American Risk and Insurance Association
27
The journal of risk model validation
27
Agricultural finance review
26
International review of economics & finance : IREF
26
Applied economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The European journal of finance
22
Journal of financial economics
21
International journal of theoretical and applied finance
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
International journal of risk assessment and management : IJRAM
18
Journal of empirical finance
18
The review of financial studies
18
Pacific-Basin finance journal
16
Finance and stochastics
15
American journal of agricultural economics
14
European financial management : the journal of the European Financial Management Association
14
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
14
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
The journal of futures markets
14
The journal of portfolio management : a publication of Institutional Investor
14
International journal of finance & economics : IJFE
13
International journal of forecasting
13
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ECONIS (ZBW)
61
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51
A gradual nonconvexification method for minimizing value-at-risk
Xi, Jiong
;
Coleman, Thomas F.
;
Li, Yuying
;
Tayal, Aditya
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 23-47
Persistent link: https://www.econbiz.de/10013262924
Saved in:
52
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
53
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
54
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
Saved in:
55
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
56
Risk-minimization hedging under nonoptimal exercising
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10009233505
Saved in:
57
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
58
Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, …
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
Saved in:
59
Yield curve risk management : adjusting principal component analysis for model errors
Carcano, Nicola
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10003900323
Saved in:
60
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos
;
Peña, Javier F.
;
Vera, Juan C.
; …
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10003775648
Saved in:
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