//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"The journal of asset management"
~subject:"ARCH model"
~subject:"Portfolio selection"
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
ARCH model
Portfolio selection
Risikomaß
65
Risk measure
65
Portfolio-Management
37
Theorie
36
Theory
36
Risiko
21
Risk
21
Risikomanagement
20
Risk management
20
Measurement
15
Messung
15
Stochastic process
12
Stochastischer Prozess
12
Statistical distribution
9
Statistische Verteilung
9
Capital income
8
Credit risk
8
Kapitaleinkommen
8
Kreditrisiko
8
Volatility
7
Volatilität
7
Financial crisis
6
Finanzkrise
6
Option pricing theory
6
Optionspreistheorie
6
Estimation theory
5
Schätztheorie
5
ARCH-Modell
4
Basel Accord
4
Basler Akkord
4
Derivat
4
Derivative
4
Estimation
4
Financial services
4
Finanzdienstleistung
4
Mathematical programming
4
Mathematische Optimierung
4
Portfolio optimization
4
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Conference paper
1
Konferenzbeitrag
1
Language
All
English
39
Author
All
Bianchi, Michele Leonardo
2
D'Addona, Stefano
2
Fabozzi, Frank J.
2
Marinelli, Carlo
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Ararat, Çağin
1
Biglova, Almira
1
Birge, John R.
1
Caccioli, Fabio
1
Cadle, John
1
Centrone, Francesca
1
Chekhlov, Alexei
1
Chen, Yanhong
1
Chávez-Bedoya, Luis
1
Deng, Geng
1
Diaz, Mauricio
1
Dulaney, Tim
1
Falzon, Joseph
1
Framstad, Nils Chr.
1
Gremm, Martin
1
Guambe, Calisto
1
Hamel, Andreas
1
Hammoudeh, Shawkat
1
Hernandez, Jose Arreola
1
Ho, Lan-chih
1
Hu, Yijun
1
Huang, Zhenzhen
1
Härdle, Wolfgang
1
Janabi, Mazin A. M. al
1
Jokhadze, Valeriane
1
Kamdem, Jules Sadefo
1
Kim, Young Shin
1
Kinlaw, Will
1
Kondor, Imre
1
Korn, Ralf
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
1
Kwon, Roy H.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of asset management
Insurance / Mathematics & economics
106
Journal of banking & finance
87
Journal of risk
69
Finance research letters
65
European journal of operational research : EJOR
64
Risks : open access journal
53
Economic modelling
47
Quantitative finance
44
International review of financial analysis
43
Journal of empirical finance
42
The North American journal of economics and finance : a journal of financial economics studies
42
Energy economics
39
The journal of risk model validation
36
Applied economics
35
Journal of risk and financial management : JRFM
34
International journal of forecasting
30
Discussion paper / Tinbergen Institute
29
Computational economics
25
The European journal of finance
25
International review of economics & finance : IREF
24
Journal of forecasting
24
Research in international business and finance
24
Journal of economic dynamics & control
23
Econometric Institute research papers
21
Research paper series / Swiss Finance Institute
21
Working papers
20
Journal of econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of international financial markets, institutions & money
18
Finance and stochastics
17
Operations research
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics letters
15
Journal of mathematical finance
15
Pacific-Basin finance journal
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Journal of risk management in financial institutions
13
Scandinavian actuarial journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
2
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
3
A liquidation risk adjustment for value at risk and
expected
shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
4
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
5
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
6
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
7
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
8
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
9
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->