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subject:"Risikomaß"
subject:"USA"
~person:"Brandtner, Mario"
~person:"Mensi, Walid"
~subject:"Arabische Golf-Staaten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Risikomaß
USA
Arabische Golf-Staaten
Risikomanagement
13
Risk management
13
Risk measure
10
Portfolio selection
9
Portfolio-Management
9
Hedging
5
Theorie
5
Theory
5
Measurement
4
Messung
4
Risiko
4
Risk
4
Spillover effect
4
Spillover-Effekt
4
Aktienmarkt
3
Spectral risk measures
3
Stock market
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Bank risk
2
Bankrisiko
2
Capital income
2
Commodity derivative
2
Commodity markets
2
Cryptocurrencies
2
Downside risk
2
Estimation
2
Gulf countries
2
Hedging effectiveness
2
Islamic finance
2
Islamisches Finanzsystem
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Oil price
2
Reinsurance
2
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Aufsatz in Zeitschrift
Reprint
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12
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2
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English
12
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Brandtner, Mario
Mensi, Walid
Wang, Ruodu
16
Embrechts, Paul
11
Hammoudeh, Shawkat
11
Mao, Tiantian
10
Cai, Jun
8
Janabi, Mazin A. M. al
8
Li, Jianping
8
McAleer, Michael
8
Al-Yahyaee, Khamis Hamed
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Dionne, Georges
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Karmakar, Madhusudan
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Zhu, Xiaoqian
6
Boonen, Tim J.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kang, Sang Hoon
5
Kumar, Dilip
5
Liu, Fangda
5
Mishra, Ashok K.
5
Mitic, Peter
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zitikis, Ričardas
5
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Babcock, Bruce A.
4
Balbás de la Corte, Alejandro
4
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Economic modelling
1
Emerging markets review
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
Scandinavian actuarial journal
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ECONIS (ZBW)
12
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1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
4
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
5
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
6
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
7
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
8
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
9
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
10
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
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