//--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"Quantitative finance"
~person:"Caporin, Massimiliano"
~person:"Härdle, Wolfgang"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Expected shortfall
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Value at risk
2
Ausreißer
1
Cryptocurrencies
1
Derivat
1
Derivative
1
Expectiles
1
Financial services
1
Finanzdienstleistung
1
Growth-optimal
1
Hedging
1
Hedging copulas
1
Kelly criterion
1
Multivariate Verteilung
1
Multivariate distribution
1
Outliers
1
Portfolio optimization
1
Protective put
1
Risiko
1
Risk
1
Stable distribution
1
Tail risk
1
Theorie
1
Theory
1
Virtual currency
1
Virtuelle Währung
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Caporin, Massimiliano
Härdle, Wolfgang
Gerlach, Richard
3
Nadarajah, Saralees
3
Afuecheta, Emmanuel
2
Bianchi, Michele Leonardo
2
Chan, Stephen
2
Chen, Qian
2
Delage, Erick
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Müller, Fernanda Maria
2
Righi, Marcelo Brutti
2
Sit, Tony
2
Sun, Edward W.
2
Teng, Huei-Wen
2
Wang, Chao
2
Wong, Hoi Ying
2
Yu, Min-Teh
2
Alexander, Carol
1
Alvarez, Susana
1
Asai, Manabu
1
Auer, Benjamin R.
1
Avdoulas, Christos
1
Baixauli, J. Samuel
1
Ballini, Rosangela
1
Beaumont, Paul Michael
1
Bee, Marco
1
Bekiros, Stelios
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Berkhouch, Mohammed
1
Birge, John R.
1
Bouchard, Bruno
1
Brandtner, Mario
1
Buccioli, Alice
1
Buczynski, Mateusz
1
Caballero, Julián
1
Caccioli, Fabio
1
Caldeira, João F.
1
Chen, An
1
more ...
less ...
Published in...
All
Computational economics
Quantitative finance
SFB 649 discussion paper
17
Applied quantitative finance
3
SAFE working paper
3
Working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric Institute research papers
2
Journal of banking & finance
2
Journal of econometrics
2
SFB 649 Discussion Papers
2
Working paper
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics letters
1
Discussion paper / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Measuring risk in complex stochastic systems
1
Research in international business and finance
1
Review of derivatives research
1
Springer eBook Collection / Mathematics and Statistics
1
SpringerLink / Bücher
1
Statistics and computing
1
The Singapore economic review
1
The journal of asset management
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Working papers on finance
1
ebook
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
3
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->