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~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Risk"
~subject:"Rückversicherung"
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Search: subject_exact:"Portfoliomanagement"
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Risk
Rückversicherung
Portfolio selection
1,005
Portfolio-Management
1,005
Theorie
678
Theory
678
Risiko
206
Risk measure
180
Risikomaß
179
Stochastic process
176
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176
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158
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158
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103
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103
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97
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83
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79
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Estimation
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English
249
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Wang, Ruodu
8
Mao, Tiantian
7
Zeng, Yan
7
Farkas, Walter
6
Li, Danping
5
Li, Zhongfei
5
Liang, Zongxia
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Young, Virginia R.
5
Cossette, Hélène
4
Furman, Edward
4
Marceau, Etienne
4
Munari, Cosimo-Andrea
4
Shen, Yang
4
Cai, Jun
3
Dhaene, Jan
3
Gu, Ailing
3
Guan, Guohui
3
Guillén, Montserrat
3
Jondeau, Eric
3
Koch Medina, Pablo
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Liang, Zhibin
3
Liu, Haiyan
3
Santolino, Miguel
3
Smirnow, Alexander
3
Su, Jianxi
3
Svindland, Gregor
3
Vanduffel, Steven
3
Viens, Frederi G.
3
Yam, Sheung Chi Phillip
3
Barone-Adesi, Giovanni
2
Belles-Sampera, Jaume
2
Bellini, Fabio
2
Bernard, Carole
2
Bignozzi, Valeria
2
Boonen, Tim J.
2
Brachetta, M.
2
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Finance and stochastics
Insurance / Mathematics & economics
Quantitative finance
Research paper series / Swiss Finance Institute
European journal of operational research : EJOR
80
Finance research letters
77
Journal of banking & finance
73
Risks : open access journal
59
NBER working paper series
53
International review of financial analysis
43
The journal of asset management
39
International review of economics & finance : IREF
38
NBER Working Paper
37
Journal of financial economics
36
Journal of empirical finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Working paper / National Bureau of Economic Research, Inc.
32
Scandinavian actuarial journal
31
Economic modelling
30
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
26
International journal of theoretical and applied finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of economic dynamics & control
25
Discussion paper / Tinbergen Institute
24
Economics letters
24
Journal of risk
23
Discussion paper / Centre for Economic Policy Research
22
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Mathematics and financial economics
20
Energy economics
19
Operations research
19
Discussion papers / CEPR
18
The journal of investing
17
Applied economics letters
16
Journal of international financial markets, institutions & money
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Discussion paper
15
Journal of investment management : JOIM
15
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ECONIS (ZBW)
249
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1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
7
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
8
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
9
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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