//--> //--> //-->
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
type_genre:"Arbeitspapier"
type_genre:"Hochschulschrift"
~person:"Diebold, Francis X."
~person:"Stoja, Evarist"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Risikomanagement
13
Risk management
12
Estimation
8
Risikomaß
8
Risk measure
8
Schätzung
8
Risiko
7
Risk
7
Portfolio selection
6
Ausreißer
4
Outliers
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Geldpolitik
3
Monetary policy
3
Schock
3
Shock
3
USA
3
United States
3
risk contribution
3
Co-exceedance
2
Currency Tail Risk
2
Entropie
2
Entropy
2
Kullback-Leibler divergence
2
Liquidity Measures
2
Systematic and Idiosyncratic Components of Tail Risk
2
Unconventional and Conventional Monetary Policy
2
multi-information
2
relative entropy
2
risk interdependence
2
Asset pricing
1
Betriebliche Finanzwirtschaft
1
CAPM
1
Capital income
1
Financial investment
1
Finanzdienstleistung
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Amtsdruckschrift
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
6
Author
All
Diebold, Francis X.
Stoja, Evarist
Pesaran, M. Hashem
5
Schuermann, Til
5
Christoffersen, Peter F.
4
Csóka, Péter
4
Daouia, Abdelaati
4
Engle, Robert F.
4
Farkas, Walter
4
Girard, Stéphane
4
Manganelli, Simone
4
McAleer, Michael
4
Pérez Amaral, Teodosio
4
Andersen, Torben
3
Bagliano, Fabio C.
3
Bollerslev, Tim
3
Filipović, Damir
3
Fugazza, Carolina
3
Gouriéroux, Christian
3
Grundke, Peter
3
Herbertsson, Alexander
3
Herings, Peter Jean-Jacques
3
Härdle, Wolfgang
3
Nicodano, Giovanna
3
Peydró, José-Luis
3
Polo, Andrea
3
Schlögl, Erik
3
Sette, Enrico
3
Stupfler, Gilles
3
Wilkens, Marco
3
Zaffaroni, Paolo
3
Adams, Zeno
2
Bardsley, Peter
2
Bissantz, Nicolai
2
Borges, Maria Rosa
2
Boudabsa, Lotfi
2
Brandtner, Mario
2
Brown, Sarah
2
Burzoni, Matteo
2
Bülbül, Dilek
2
Chlebus, Marcin
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Staff working papers / Bank of England
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Financial Institutions Center
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
2
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
5
Pitfalls and opportunities in the use of extreme value theory in risk management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
-
1998
Persistent link: https://www.econbiz.de/10000998135
Saved in:
6
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10001350963
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->