//--> //--> //-->
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:"Journal of risk"
~language:"eng"
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Portfolio selection
Multivariate Verteilung
22
Multivariate distribution
22
ARCH model
7
ARCH-Modell
7
Portfolio-Management
7
Risikomaß
7
Risk measure
7
Risikomanagement
6
Risk management
6
Theorie
6
Theory
6
Kreditrisiko
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Capital income
3
Financial market
3
Finanzmarkt
3
Kapitaleinkommen
3
Measurement
3
Messung
3
Original research
3
Simulation
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
copula
3
Aktienmarkt
2
Börsenkurs
2
Copulas
2
Correlation
2
Financial services
2
Finanzdienstleistung
2
Korrelation
2
Market risk
2
Modellierung
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
Böcker, Klaus
1
Chang, Meng-Shiuh
1
Fischer, Matthias
1
Fouquau, Julien
1
Hackethal, Andreas
1
Hesse, Frederik
1
Hillebrand, Martin
1
Hofer, Markus
1
Kharoubi, Cécile
1
Kolman, Marek
1
Maciag, Jakob
1
Missong, Martin
1
Nagl, Maximilian
1
Pfeuffer, Marius
1
Pfingsten, Andreas
1
Rösch, Daniel
1
Spieser, Philippe
1
Xu, Jing
1
Yuan, Jing
1
more ...
less ...
Published in...
All
Journal of risk
Insurance / Mathematics & economics
22
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Economic modelling
13
Journal of banking & finance
12
Energy economics
10
European journal of operational research : EJOR
10
International journal of theoretical and applied finance
10
Journal of empirical finance
9
Journal of risk and financial management : JRFM
9
Finance research letters
7
International review of financial analysis
7
Quantitative finance
7
Computational economics
6
The European journal of finance
5
The journal of credit risk : published quarterly by Incisive Media
5
Applied mathematical finance
4
Finance and stochastics
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Journal of risk management in financial institutions
4
Pacific-Basin finance journal
4
Risks : open access journal
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Agricultural finance review
3
Financial markets and portfolio management
3
Research in international business and finance
3
Review of derivatives research
3
The journal of asset management
3
The journal of financial market infrastructures
3
The journal of fixed income
3
The journal of futures markets
3
American journal of finance and accounting
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of economics and statistics
2
Applied economics letters
2
Banking and finance review
2
Bulletin of monetary economics and banking
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
2
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
3
International and temporal diversifications : the best of both worlds?
Fouquau, Julien
;
Kharoubi, Cécile
;
Spieser, Philippe
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 27-54
Persistent link: https://www.econbiz.de/10011848923
Saved in:
4
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
5
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
6
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
7
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
8
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
9
Interaction of market and credit risk : an analysis of inter-risk correlation and risk aggregation
Böcker, Klaus
;
Hillebrand, Martin
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10003881601
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->