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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
Portfolio selection
Risk
Risikomanagement
31
Risk management
31
Theorie
21
Theory
21
Portfolio-Management
13
Risk measure
12
Risiko
11
Statistical distribution
6
Statistische Verteilung
6
Credit risk
5
Hedging
5
Kreditrisiko
5
Capital income
4
Estimation
4
Extreme value theory
4
Kapitaleinkommen
4
Outliers
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
CAPM
3
Bank
2
Bank risk
2
Bankrisiko
2
Credit derivative
2
Derivat
2
Derivative
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Hedge fund
2
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2
Insolvency
2
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2
Japan
2
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Aufsatz in Zeitschrift
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21
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English
21
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Allen, David
1
Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Cai, Jun
1
Cerrato, Mario
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chincarini, Ludwig Boris
1
Christoffersen, Peter F.
1
Crosby, John
1
Daehwan, Kim
1
Du, Jiangze
1
Fabozzi, Frank J.
1
Fries, Christian
1
Gouriéroux, Christian
1
Grané, Aurea
1
Haghani, Shermineh
1
Hahn, Jinyong
1
Hanson, Samuel G.
1
Hsu, Yuan-Teng
1
Huang, Lin
1
Hübner, G.
1
Inoue, Atsushi
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
1
Lin, Chu-Hsiung
1
Lizieri, Colin
1
Mainik, Georg
1
Marcus, Alan J.
1
Maruotti, Antonello
1
Mitov, Georgi
1
Müller, Elisabeth
1
Nigbur, Tobias
1
Ohara, Frank
1
Ortobelli, Sergio
1
Pesaran, M. Hashem
1
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Journal of empirical finance
Insurance / Mathematics & economics
162
Risks : open access journal
120
European journal of operational research : EJOR
115
Journal of banking & finance
113
Journal of risk management in financial institutions
92
Finance research letters
84
Energy economics
60
International review of financial analysis
60
Journal of risk
55
Journal of risk and financial management : JRFM
49
International journal of production research
48
Economic modelling
45
International journal of risk assessment and management : IJRAM
45
International journal of production economics
40
The journal of operational risk
40
The North American journal of economics and finance : a journal of financial economics studies
39
Agricultural finance review
36
International review of economics & finance : IREF
36
Quantitative finance
36
Applied economics
35
International journal of project management : the journal of The International Project Management Association
34
The journal of portfolio management : JPM
33
The journal of portfolio management : a publication of Institutional Investor
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
29
The journal of risk model validation
29
International journal of theoretical and applied finance
26
Journal of financial stability
26
The journal of investing
26
Pacific-Basin finance journal
24
The European journal of finance
23
Applied economics letters
22
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
22
The journal of asset management
22
Journal of financial economics
21
Risk management : a journal of risk, crisis and disaster
21
The journal of risk and insurance : the journal of the American Risk and Insurance Association
21
Finance and stochastics
20
International journal of finance & economics : IJFE
19
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ECONIS (ZBW)
21
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1
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
5
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
6
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
7
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
8
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
9
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
10
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
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