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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of asset management"
~subject:"Portfolio-Management"
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Search: subject:"Risk"
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Portfolio-Management
Theorie
629
Theory
629
Risk
448
Risiko
447
Portfolio selection
214
Risikoprämie
207
Risk premium
207
USA
174
United States
174
Estimation
167
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167
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149
Kreditrisiko
149
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124
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118
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118
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117
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116
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112
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97
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96
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94
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94
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90
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90
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90
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90
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86
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86
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77
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77
Systemic risk
73
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72
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71
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71
Country risk
70
Länderrisiko
70
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214
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Uppal, Raman
6
Branger, Nicole
3
Kakushadze, Zura
3
Kaniel, Ron
3
Lettau, Martin
3
Li, Duan
3
Michaelides, Alex
3
Miles, David
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Başak, Suleyman
2
Blake, David
2
Buss, Adrian
2
Caccioli, Fabio
2
Campbell, John Y.
2
Dahlquist, Magnus
2
Estrada, Javier
2
Fabozzi, Frank J.
2
Guiso, Luigi
2
Gust, Christopher J.
2
Jong, Marielle de
2
Larsen, Linda Sandris
2
Leippold, Markus
2
Lin, Qian
2
Ludvigson, Sydney C.
2
López-Salido, José David
2
Ma, Sai
2
McCarthy, David J.
2
Munk, Claus
2
Scherer, Bernd
2
Sharaiha, Yazid M.
2
Sun, Xianming
2
Trojani, Fabio
2
Vanini, Paolo
2
Vilkov, Grigory
2
Yu, Willie
2
Zhu, Shushang
2
Ziemba, William T.
2
Adjriou, Abdelak
1
Adão, Luiz F. S.
1
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
The journal of asset management
Journal of banking & finance
231
Insurance / Mathematics & economics
225
Finance research letters
163
European journal of operational research : EJOR
158
NBER working paper series
116
Risks : open access journal
113
International review of financial analysis
112
Working paper / National Bureau of Economic Research, Inc.
109
Journal of risk
88
NBER Working Paper
87
Journal of financial economics
83
Journal of empirical finance
81
Journal of risk and financial management : JRFM
80
Applied economics
79
International journal of theoretical and applied finance
79
The North American journal of economics and finance : a journal of financial economics studies
79
International review of economics & finance : IREF
78
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Quantitative finance
78
Research paper series / Swiss Finance Institute
75
Economic modelling
66
The European journal of finance
65
The journal of portfolio management : a publication of Institutional Investor
62
Discussion paper / Tinbergen Institute
61
Finance and stochastics
53
Economics letters
52
Journal of investment management : JOIM
51
Journal of international financial markets, institutions & money
48
Journal of risk management in financial institutions
47
Wiley finance series
47
Swiss Finance Institute Research Paper
46
SpringerLink / Bücher
45
The journal of portfolio management : JPM
45
Applied economics letters
44
Pacific-Basin finance journal
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
Research in international business and finance
42
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ECONIS (ZBW)
214
Showing
1
-
10
of
214
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date (oldest first)
1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
Backtesting macroprudential stress tests
Ramadiah, Amanah
;
Fricke, Daniel
;
Caccioli, Fabio
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
Saved in:
3
Dynamic expected shortfall : a spectral decomposition of tail
risk
across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
4
The role of correlation in
risk
profile portfolios
Vandenbroucke, Jürgen
- In:
The journal of asset management
18
(
2017
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
Saved in:
5
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
6
The impacts of interest rates on banks' loan portfolio
risk
-taking
Adão, Luiz F. S.
;
Silveira, Douglas
;
Ely, Regis Augusto
; …
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
Saved in:
7
Hedge funds
risk
and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
8
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
9
Quantifying market
risk
with Value-at-
Risk
or Expected Shortfall? : consequences for capital requirements and model
risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
10
A general method for analysis and valuation of drawdown
risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
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