//--> //--> //--> //-->
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:"Caporin, Massimiliano"
~person:"Chang, Chia-Lin"
~person:"Fabozzi, Frank J."
~type:"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_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
30
Risk measure
30
Portfolio selection
16
Portfolio-Management
16
Theorie
14
Theory
14
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Risk
7
Risk management
7
Estimation
6
Risiko
6
Risikomanagement
6
Schätzung
6
Stochastic process
6
Stochastischer Prozess
6
Capital income
4
Kapitaleinkommen
4
Measurement
4
Messung
4
ARCH model
3
ARCH-Modell
3
ARMA model
3
ARMA-Modell
3
Aktienindex
3
Ausreißer
3
Credit derivative
3
Financial crisis
3
Finanzkrise
3
Kreditderivat
3
Outliers
3
Stock index
3
Systemic risk
3
Systemrisiko
3
Basel Accord
2
Basler Akkord
2
CAPM
2
Credit risk
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Aufsatz im Buch
2
Book section
2
Language
All
English
30
Author
All
Caporin, Massimiliano
Chang, Chia-Lin
Fabozzi, Frank J.
Wang, Ruodu
27
Righi, Marcelo Brutti
23
Hammoudeh, Shawkat
22
McAleer, Michael
20
Härdle, Wolfgang
16
Boonen, Tim J.
15
Dowd, Kevin
15
Janabi, Mazin A. M. al
15
Mensi, Walid
15
Račev, Svetlozar T.
15
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Bali, Turan G.
13
Cheung, Ka Chun
13
Daníelsson, Jón
13
Kang, Sang Hoon
13
Rüschendorf, Ludger
13
Tiwari, Aviral Kumar
13
Brandtner, Mario
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Tan, Ken Seng
12
Weiß, Gregor
12
Cai, Jun
11
Guégan, Dominique
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Allen, David E.
10
Furman, Edward
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Kürsten, Wolfgang
10
Müller, Fernanda Maria
10
Peng, Liang
10
Pichler, Alois
10
Powell, Robert
10
more ...
less ...
Published in...
All
Journal of banking & finance
3
Energy economics
2
International journal of theoretical and applied finance
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Annals of operations research
1
Applied economics letters
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Managerial finance
1
Operations research models in banking management
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of alternative investments : JAI
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
Saved in:
2
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
3
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
4
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
5
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
10
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->