//--> //--> //-->
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
~person:"Busse, Marc"
~person:"Kuzmenko, Viktor"
~subject:"Portfolio management"
~subject:"expected shortfall"
~type_genre:"Article"
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:"Portfolio"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio management
expected shortfall
CVaR
2
conditional value-at-risk
2
CVaR estimation
1
DAX index
1
Dow Jones Index
1
ES
1
PSG
1
S&P 100 Index
1
VaR
1
deviation
1
diversification
1
error
1
insurance premium
1
investment risk
1
linear programming
1
linear regression
1
minimization
1
partial moment
1
portfolio optimization
1
portfolio safeguard
1
portfolio selection
1
quadrangle
1
quantile
1
regression
1
regret
1
risk
1
risk loading
1
risk management
1
risk measure
1
risk portfolio
1
stochastic dominance
1
stochastic model
1
stochastic order
1
superquantile
1
systemic risk
1
value-at-risk
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Busse, Marc
Kuzmenko, Viktor
Ashrafi, Hedieh
1
Bloznelis, Daumantas
1
Burkett, Matthew W.
1
Czado, Claudia
1
Dacorogna, Michel
1
Golodnikov, Alex
1
Gruber, Lutz F.
1
Katz, Marie
1
Kreidl, Felix
1
Petukhina, Alla
1
Schamberger, Benedikt
1
Scherer, William T.
1
Scholz, Hendrik
1
Sprünken, Erin
1
Stenšin, Andrej
1
Thiele, Aurélie C.
1
Todd, Andrew
1
Uryasev, Stan
1
more ...
less ...
Published in...
All
Journal of Risk and Financial Management
1
Risks
1
Source
All
EconStor
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
Golodnikov, Alex
;
Kuzmenko, Viktor
;
Uryasev, Stan
- In:
Journal of Risk and Financial Management
12
(
2019
)
3
,
pp. 1-22
on the website. The case study was done with the
Portfolio
Safeguard (PSG) optimization package, which has precoded risk …
Persistent link: https://www.econbiz.de/10012611178
Saved in:
2
The impact of systemic risk on the diversification benefits of a risk
portfolio
Busse, Marc
;
Dacorogna, Michel
;
Katz, Marie
- In:
Risks
2
(
2014
)
3
,
pp. 260-276
probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a
portfolio
of insurance …
Persistent link: https://www.econbiz.de/10010421271
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->