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~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risikomaß"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Risikomaß
Portfolio selection
376
Portfolio-Management
376
Theorie
248
Theory
248
Capital income
93
Kapitaleinkommen
93
CAPM
71
Risiko
50
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50
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48
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48
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40
Behavioural finance
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33
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Glasserman, Paul
2
Allen, David
1
Arai, Takuji
1
Bernardi, Mauro
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Bielecki, Tomasz R.
1
Bo, Lijun
1
Bonato, Matteo
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1
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1
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1
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1
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1
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Journal of empirical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
109
Journal of banking & finance
91
European journal of operational research : EJOR
75
Journal of risk
59
Finance research letters
51
Risks : open access journal
48
Quantitative finance
45
International journal of theoretical and applied finance
40
International review of financial analysis
38
Economic modelling
35
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
32
Journal of economic dynamics & control
29
The European journal of finance
27
Finance and stochastics
26
Applied economics
25
Discussion paper / Tinbergen Institute
24
Computational economics
22
Research paper series / Swiss Finance Institute
21
The journal of asset management
21
International review of economics & finance : IREF
20
Research in international business and finance
19
The journal of risk model validation
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Energy economics
17
Operations research
17
SpringerLink / Bücher
17
The journal of futures markets
17
Econometric Institute research papers
16
International journal of financial engineering
15
Scandinavian actuarial journal
15
The journal of credit risk : published quarterly by Incisive Media
15
International journal of forecasting
14
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Journal of mathematical finance
14
Journal of risk management in financial institutions
14
Journal of econometrics
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ECONIS (ZBW)
40
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1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
6
Asset pricing with extreme liquidity risk
Wu, Ying
- In:
Journal of empirical finance
54
(
2019
),
pp. 143-165
Persistent link: https://www.econbiz.de/10012174793
Saved in:
7
Conditional tail-risk in cryptocurrency markets
Borri, Nicola
- In:
Journal of empirical finance
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012169911
Saved in:
8
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
9
Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment
Sola Perea, Maite de
;
Dunne, Peter G.
;
Puhl, Martin
; …
- In:
Journal of empirical finance
53
(
2019
),
pp. 33-52
Persistent link: https://www.econbiz.de/10012171680
Saved in:
10
A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.
;
Chen, Yi-Hsuan
- In:
Journal of empirical finance
45
(
2018
),
pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
Saved in:
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