//--> //--> //--> //-->
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:"Article in journal"
~person:"Epstein, Larry G."
~person:"Hammoudeh, Shawkat"
~subject:"Risk measure"
~subject:"Utility"
~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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Utility
Risk
41
Risiko
39
Theorie
17
Theory
17
Börsenkurs
12
Share price
12
Aktienmarkt
11
Stock market
11
Volatility
9
Volatilität
9
Welt
9
World
9
Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
Decision
6
Entscheidung
6
Estimation
6
Nutzen
6
Schätzung
6
CAPM
5
Credit derivative
5
Financial crisis
5
Finanzkrise
5
Kreditderivat
5
Oil price
5
Risikomaß
5
USA
5
United States
5
Ölpreis
5
ARCH model
3
ARCH-Modell
3
Anleihe
3
Bond
3
Business cycle
3
Hedging
3
Konjunktur
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
11
Author
All
Epstein, Larry G.
Hammoudeh, Shawkat
Wang, Ruodu
20
Righi, Marcelo Brutti
18
Mao, Tiantian
13
Rosazza Gianin, Emanuela
12
Wakker, Peter P.
10
Brandtner, Mario
9
Cai, Jun
9
Laeven, Roger J. A.
9
Müller, Fernanda Maria
9
Boonen, Tim J.
8
Cheung, Ka Chun
8
Furman, Edward
8
Pichler, Alois
8
Rüschendorf, Ludger
8
Segal, Uzi
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Bellini, Fabio
7
Fishburn, Peter C.
7
Karni, Edi
7
Kürsten, Wolfgang
7
Rudloff, Birgit
7
Chew, Soo-Hong
6
Jiang, Wenjun
6
Liu, Haiyan
6
Machina, Mark J.
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Quiggin, John C.
6
Viscusi, W. Kip
6
Xu, Huifu
6
Balbás, Beatriz
5
Bäuerle, Nicole
5
Chen, Zhiping
5
Delage, Erick
5
Embrechts, Paul
5
Feinstein, Zachary
5
Guillén, Montserrat
5
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Energy economics
1
Journal of economic theory
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The review of economic studies
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
2
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
3
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
4
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
6
A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G.
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
Saved in:
7
Stochastic differential utility
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
Saved in:
8
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
9
Mixture symmetry and quadratic utility
Chew, Soo-Hong
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10001102748
Saved in:
10
'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G.
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->