//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Capital income"
~subject:"Portfolio-Management"
~subject:"Risk aversion"
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:"Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Portfolio-Management
Risk aversion
Risiko
54
Risk
54
Theorie
36
Theory
36
Portfolio selection
34
Risikomaß
28
Risk measure
28
Risikomanagement
18
Risk management
18
Measurement
13
Messung
13
CAPM
9
Estimation
9
Schätzung
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
Kapitaleinkommen
7
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
7
Statistische Verteilung
7
Decision under uncertainty
6
Derivat
6
Derivative
6
Entscheidung unter Unsicherheit
6
Hedging
6
Experiment
5
Mathematical programming
5
Mathematische Optimierung
5
Portfolio optimization
5
Risikoprämie
4
Risk measures
4
Risk parity
4
Risk premium
4
Robust statistics
4
Robustes Verfahren
4
more ...
less ...
Online availability
All
Undetermined
32
Free
5
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Conference paper
2
Konferenzbeitrag
2
Language
All
English
37
Author
All
Satchell, Stephen
2
Avanzi, B.
1
Bauder, David
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Bodnar, Taras
1
Braga, M. D.
1
Brandtner, Mario
1
Buccioli, Alice
1
Chen, Yi-Hsuan
1
Chow, K. Victor
1
Clark, Brian
1
Costa, Giorgio
1
Delage, Erick
1
Dentcheva, Darinka
1
Deshpande, Amit
1
Ding, Rui
1
Edirisinghe, Chanaka
1
Ertley, Brian
1
Falden, Debbie Kusch
1
Fatone, Lorella
1
Feinstein, Zachary
1
Giacometti, Rosella
1
Grant, Andrew
1
Hacini, Mehdi-Vincent
1
Han, Qian
1
Härdle, Wolfgang
1
Ince, Akif
1
John, Kose
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Koike, Takaaki
1
Kokholm, Thomas
1
Kroll, Yoram
1
Kroon, Erik
1
Kwon, Roy H.
1
Kürsten, Wolfgang
1
Law, Keith K. F.
1
Lee, John B.
1
Li, Jingrui
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
142
Finance research letters
135
NBER working paper series
110
European journal of operational research : EJOR
106
Journal of banking & finance
96
NBER Working Paper
86
International review of financial analysis
77
Working paper / National Bureau of Economic Research, Inc.
77
Journal of financial economics
73
Risks : open access journal
65
Journal of empirical finance
64
International review of economics & finance : IREF
63
Economics letters
62
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The North American journal of economics and finance : a journal of financial economics studies
51
Applied economics
49
Economic modelling
46
Pacific-Basin finance journal
44
Applied economics letters
43
The journal of asset management
43
Discussion paper / Centre for Economic Policy Research
42
Energy economics
42
Journal of risk and financial management : JRFM
42
CESifo working papers
40
The review of financial studies
38
Discussion paper / Tinbergen Institute
37
Working paper
36
The European journal of finance
35
Journal of economic behavior & organization : JEBO
34
Journal of mathematical economics
33
Research paper series / Swiss Finance Institute
33
The journal of portfolio management : a publication of Institutional Investor
32
Journal of economic dynamics & control
31
Research in international business and finance
31
Finance and stochastics
30
International journal of theoretical and applied finance
29
The journal of finance : the journal of the American Finance Association
29
Discussion papers / CEPR
27
Journal of international financial markets, institutions & money
27
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
7
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
Saved in:
8
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
9
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
10
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->