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~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Portfolio-Management
Prognoseverfahren
Risk
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Risikomanagement
52
Risk management
52
Risiko
45
Statistical distribution
30
Statistische Verteilung
30
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25
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25
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23
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102
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Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dias, Alexandra
2
Huisman, Ronald
2
Koedijk, Kees
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rockafellar, Ralph Tyrrell
2
Rösch, Daniel
2
Uryasev, Stan
2
Wied, Dominik
2
Zhu, Shushang
2
Ziggel, Daniel
2
Alcock, Jamie
1
Alexander, Gordon J.
1
Alexander, S.
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Angelelli, Enrico
1
Aramonte, Sirio
1
Baek, Seungho
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
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1
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1
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1
Bellini, Fabio
1
Berens, Tobias
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1
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1
Bilson, John F.
1
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Journal of banking & finance
Insurance / Mathematics & economics
158
European journal of operational research : EJOR
83
Finance research letters
77
Risks : open access journal
76
Journal of risk
73
International journal of forecasting
51
Quantitative finance
51
International review of financial analysis
50
Economic modelling
46
Discussion paper / Tinbergen Institute
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of risk and financial management : JRFM
37
Applied economics
36
Journal of forecasting
36
The journal of risk model validation
34
Journal of empirical finance
33
Energy economics
32
Journal of economic dynamics & control
29
Computational economics
28
Finance and stochastics
28
International journal of theoretical and applied finance
28
International review of economics & finance : IREF
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
The European journal of finance
26
Research paper series / Swiss Finance Institute
24
Mathematics of operations research
23
Scandinavian actuarial journal
23
Journal of financial econometrics
21
Operations research
21
Research in international business and finance
21
Econometric Institute research papers
20
Journal of econometrics
20
Journal of mathematical finance
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Mathematics and financial economics
20
Journal of risk management in financial institutions
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working paper
19
Pacific-Basin finance journal
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ECONIS (ZBW)
102
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61
Rewards for downside risk in Aisan markets
Alles, Lakshman
;
Murray, Louis
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2501-2509
Persistent link: https://www.econbiz.de/10009760610
Saved in:
62
Measuring systemic importance of financial institutions : an extreme value theory approach
Gravelle, Toni
;
Li, Fuchun
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2196-2209
Persistent link: https://www.econbiz.de/10009760707
Saved in:
63
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
64
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
65
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
66
Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F.
;
Mazibas, Murat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009675549
Saved in:
67
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
68
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
69
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
70
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
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