//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Operations research letters"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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
Portfolio-Management
Risikomaß
99
Risk measure
99
Volatility
36
Volatilität
36
Risikomanagement
35
Risk management
35
Theorie
35
Theory
35
ARCH model
31
ARCH-Modell
31
Risk
29
Risiko
27
Oil price
26
Ölpreis
26
Welt
20
World
20
Estimation
19
Schätzung
19
Spillover effect
16
Spillover-Effekt
16
Multivariate Verteilung
15
Multivariate distribution
15
Commodity derivative
14
Rohstoffderivat
14
Capital income
12
Kapitaleinkommen
12
Statistical distribution
12
Statistische Verteilung
12
Aktienmarkt
10
Börsenkurs
10
Energiemarkt
10
Energy market
10
Measurement
10
Messung
10
Oil market
10
Share price
10
Stock market
10
Forecasting model
9
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Ahmed, Shabbir
1
Awudu, Iddrisu
1
Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
Boroumand, Raphaël Homayoun
1
Chai, Shanglei
1
Chang, Chia-Lin
1
Chang, Ting-huan
1
Chen, Xi
1
Chiu, Chien-liang
1
Dahl, Bruce L.
1
Dong, Linjia
1
Duan, Kun
1
Gatfaoui, Hayette
1
González-Pedraz, Carlos
1
Goutte, Stéphane
1
Hammoudeh, Shawkat
1
Hanawal, Manjesh K.
1
Hernandez, Jose Arreola
1
Hong, L. Jeff
1
Huang, Yingying
1
Jagannathan, Krishna
1
Jena, Sangram Keshari
1
Karan, Cagatay
1
Kolla, Ravi Kumar
1
Kromer, Eduard
1
Küçükyavuz, Simge
1
Leatham, David J.
1
Lim, Andrew E. B.
1
Lin, Qihang
1
Liu, Tengdong
1
McAleer, Michael
1
Meraklı, Merve
1
Mitra, Amarnath
1
Moreno, Manuel
1
Overbeck, Ludger
1
Pang, Tao
1
Parthasarathy, Purushottam
1
Peña Sánchez de Rivera, Juan Ignacio
1
Peña, Javier
1
more ...
less ...
Published in...
All
Energy economics
Operations research letters
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
57
Finance research letters
44
Risks : open access journal
44
Quantitative finance
37
Economic modelling
32
International review of financial analysis
31
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
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
The journal of risk model validation
19
Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Operations research
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
International journal of forecasting
14
Econometric Institute research papers
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
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Working papers
11
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
2
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
3
Hedging-based utility risk measure customized for individual investors
Dong, Linjia
;
Yang, Zhaojun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
Saved in:
4
Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette
- In:
Energy economics
80
(
2019
),
pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
Saved in:
5
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
6
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
7
A closed-form solution of the Black-Litterman model with conditional value at risk
Pang, Tao
;
Karan, Cagatay
- In:
Operations research letters
46
(
2018
)
1
,
pp. 103-108
Persistent link: https://www.econbiz.de/10011807965
Saved in:
8
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Saved in:
9
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
10
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->