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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risikomaß"
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Search: subject_exact:"Portfoliomanagement"
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Risikomaß
Portfolio selection
458
Portfolio-Management
458
Theorie
268
Theory
268
Capital income
62
Kapitaleinkommen
62
CAPM
55
Risiko
49
Risk
49
Anlageverhalten
43
Behavioural finance
43
Risk measure
43
Estimation
41
Hedging
41
Schätzung
41
Stochastic process
35
Stochastischer Prozess
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Aktienmarkt
33
Stock market
33
Volatility
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Volatilität
32
Incomplete market
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Unvollkommener Markt
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Mathematical programming
30
Mathematische Optimierung
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Börsenkurs
28
Option pricing theory
28
Optionspreistheorie
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Share price
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USA
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United States
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Transaction costs
23
Transaktionskosten
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Risk management
22
Risikomanagement
21
Welt
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43
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Gatfaoui, Hayette
2
Glasserman, Paul
2
Jiang, Cuixia
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Ali Shah, Syed Zulfiqar
1
Andreu Sugranyes, Jordi
1
Andrieş, Alin Marius
1
Arai, Takuji
1
Ayub, Usman
1
Bai, Manying
1
Ben Abdelaziz, Fouad
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bielecki, Tomasz R.
1
Bin, Liu
1
Broda, Simon A.
1
Cao, Yufei
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Cheffou, Abdoulkarim Idi
1
Chen, Fen-ying
1
Chen, Lu
1
Chen, Rongda
1
Chen, Xiangjin B.
1
Chibane, Messaoud
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cialenco, Igor
1
Emmer, Susanne
1
Frittelli, Marco
1
Fukasawa, Masaaki
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Ghorbel, Ahmed
1
Hammoudeh, Shawkat
1
Han, Yingwei
1
Heidelberger, Philip
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Huang, Han-Ching
1
Janabi, Mazin A. M. al
1
Jawadi, Fredj
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Applied financial economics
Economic modelling
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
55
Risks : open access journal
44
Finance research letters
39
Quantitative finance
34
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
The European journal of finance
19
Computational economics
18
Journal of empirical finance
18
The journal of risk model validation
18
Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
Operations research
16
International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
Econometric Institute research papers
13
International journal of forecasting
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematics and financial economics
11
Operations research letters
11
Working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
43
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1
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
2
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
3
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
4
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
5
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
6
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
7
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
8
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
9
How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Economic modelling
60
(
2017
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011734191
Saved in:
10
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
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