//--> //--> //-->
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
~accessRights:"restricted"
~person:"Nguyen, Duc Khuong"
~person:"Tan, Ken Seng"
~subject:"Kapitaleinkommen"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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:"Portfolio-Management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risiko
Portfolio selection
25
Portfolio-Management
25
Theorie
14
Theory
14
Risikomaß
9
Risk measure
9
Capital income
7
Risikomanagement
7
Risk management
7
Risk
5
Diversification
4
Hedging
4
Multivariate Verteilung
4
Multivariate distribution
4
Diversifikation
3
Pension fund
3
Pensionskasse
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Asset allocation
2
Ausreißer
2
Börsenkurs
2
CAPM
2
Conditional value at risk
2
Estimation
2
Europa
2
Europe
2
Foreign portfolio investment
2
Geldpolitik
2
Großbritannien
2
Impact assessment
2
Interest rate
2
Interest rate policy
2
Interest rates
2
Monetary policy
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
Language
All
English
10
Author
All
Nguyen, Duc Khuong
Tan, Ken Seng
Zaremba, Adam
27
Wang, Ruodu
14
Grobys, Klaus
11
Righi, Marcelo Brutti
11
Fabozzi, Frank J.
10
Auer, Benjamin R.
9
Müller, Fernanda Maria
9
Satchell, Stephen
9
Mao, Tiantian
8
Umutlu, Mehmet
8
Vanduffel, Steven
8
Bu, Qiang
7
Clare, Andrew D.
7
Dai, Zhifeng
7
Huang, Xiaoxia
7
Kang, Sang Hoon
7
Matallín-Sáez, Juan Carlos
7
Narayan, Paresh Kumar
7
Rosazza Gianin, Emanuela
7
Schaub, Mark
7
Sehgal, Sanjay
7
Shen, Dehua
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Wong, Wing Keung
7
Yoon, Seong-min
7
Bernard, Carole
6
Do, Hung Xuan
6
Eeckhoudt, Louis R.
6
Furman, Edward
6
Ko, Kuan-Cheng
6
Li, Youwei
6
Ma, Feng
6
Mateus, Cesario
6
Mensi, Walid
6
Santos, André A. P.
6
Schuhmacher, Frank
6
Shahzad, Syed Jawad Hussain
6
Uddin, Mohammed Gazi Salah
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Applied economics
1
Finance research letters
1
Journal of sustainable finance & investment
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Review of quantitative finance and accounting
1
Scandinavian actuarial journal
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
2
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
3
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
4
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
5
Real-time valuation of large variable annuity portfolios : a green mesh approach
Liu, Kai
;
Tan, Ken Seng
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10012623430
Saved in:
6
Sustainable
portfolio
management
under climate change
Fang, Mingyu
;
Tan, Ken Seng
;
Wirjanto, Tony S.
- In:
Journal of sustainable finance & investment
9
(
2019
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
Saved in:
7
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
8
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
9
Do liquidity and idiosyncratic risk matter? : evidence from the European mutual fund market
Vidal-García, Javier
;
Vidal, Marta
;
Nguyen, Duc Khuong
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 213-247
Persistent link: https://www.econbiz.de/10011595580
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->