//--> //--> //--> //-->
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:"Sammelwerk"
~person:"Andersen, Torben"
~person:"Breugem, Matthijs"
~person:"Daouia, Abdelaati"
~person:"Herbertsson, Alexander"
~person:"Manganelli, Simone"
~subject:"Portfolio selection"
~subject:"Risiko"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risiko
Risikomanagement
23
Risk management
23
Portfolio-Management
14
Risikomaß
11
Risk measure
11
Theorie
9
Theory
9
Risk
8
USA
6
United States
6
Estimation
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Ausreißer
4
Credit risk
4
Extrapolation
4
Heavy tails
4
Kreditrisiko
4
Measurement
4
Messung
4
Outliers
4
Capital income
3
Kapitaleinkommen
3
Asymmetric least squares
2
Bank risk
2
Bankenaufsicht
2
Banking supervision
2
Bankrisiko
2
COVID-19
2
Central bank
2
Coherent risk measures
2
Coronavirus
2
Epidemic
2
Epidemie
2
Estimation theory
2
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Sammelwerk
Arbeitspapier
Graue Literatur
Non-commercial literature
17
Working Paper
17
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
17
Author
All
Andersen, Torben
Breugem, Matthijs
Daouia, Abdelaati
Herbertsson, Alexander
Manganelli, Simone
Eller, Roland
7
McAleer, Michael
7
Pelizzon, Loriana
7
Stoja, Evarist
7
Diebold, Francis X.
6
Engle, Robert F.
6
Schuermann, Til
6
Csóka, Péter
5
Farkas, Walter
5
Getmansky, Mila
5
Gouriéroux, Christian
5
Gregoriou, Greg N.
5
Herings, Peter Jean-Jacques
5
Hoffmann, Mathias
5
Pesaran, M. Hashem
5
Rudolph, Bernd
5
Broll, Udo
4
Cabrales, Antonio
4
Christoffersen, Peter F.
4
Giglio, Stefano
4
Girard, Stéphane
4
Gottardi, Piero
4
Hammoudeh, Shawkat
4
Kubitza, Christian
4
Lee, Cheng F.
4
Pérez Amaral, Teodosio
4
Rochet, Jean-Charles
4
Stroebel, Johannes
4
Vega-Redondo, Fernando
4
Wilkens, Marco
4
Bagliano, Fabio C.
3
Barone-Adesi, Giovanni
3
Bollerslev, Tim
3
Cañón, Carlos Iván
3
Efing, Matthias
3
Filipović, Damir
3
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
Carlo Alberto notebooks
3
Working papers in economics
3
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Working paper series / European Central Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
2
Pandemic tail risk
Breugem, Matthijs
;
Corvino, Raffaele
;
Marfè, Roberto
; …
-
2024
Persistent link: https://www.econbiz.de/10014521079
Saved in:
3
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
4
Corporate policies and the term structure of risk
Breugem, Matthijs
;
Marfè, Roberto
;
Zucchi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012511755
Saved in:
5
Pandemic tail risk
Breugem, Matthijs
;
Corvino, Raffaele
;
Marfè, Roberto
; …
-
2020
-
This version: December 2, 2020
Persistent link: https://www.econbiz.de/10012511759
Saved in:
6
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
7
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
8
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
9
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
10
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->