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~subject:"Portfolio selection"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
106
Multivariate distribution
106
Theorie
48
Theory
48
Portfolio-Management
24
Risikomanagement
18
Risk management
18
Estimation
17
Risikomaß
17
Risk measure
17
Schätzung
17
Statistical distribution
15
Statistische Verteilung
15
ARCH model
14
ARCH-Modell
14
Credit risk
13
Kreditrisiko
13
Time series analysis
13
Zeitreihenanalyse
13
Capital income
11
Kapitaleinkommen
11
Copula
10
Estimation theory
10
Multivariate Analyse
10
Schätztheorie
10
Multivariate analysis
9
Aktienmarkt
8
Börsenkurs
8
Derivat
8
Derivative
8
Share price
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Stock market
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Financial market
7
Finanzmarkt
7
Stochastic process
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Stochastischer Prozess
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Nichtparametrisches Verfahren
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Aufsatz im Buch
Collection of articles of several authors
Article in journal
289
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289
Graue Literatur
46
Non-commercial literature
46
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40
Working Paper
40
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17
Collection of articles written by one author
3
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Caillault, Cyril
2
Monier, Stéphane
2
Satchell, Stephen
2
Songsak Sriboonchitta
2
Alcock, Jamie
1
Allevi, Elisabetta
1
Armstrong, Margaret
1
Ben Saida, Abdallah
1
Bielecki, Tomasz R.
1
Boffino, L.
1
Bohdalová, Mária
1
Bouri, Elie
1
Bruneau, Catherine
1
Chatchai Khiewngamdee
1
Chen, Zhiping
1
Chu, Ba
1
Chuangchid, K.
1
Consigli, Giorgio
1
Cousin, Areski
1
Crépey, Stéphane
1
De Giuli, Maria Elena
1
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1
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1
Greguš, Michal
1
Hamerle, Alfred
1
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1
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1
Härdle, Wolfgang
1
Höcht, Stephan
1
Jin, Ming
1
Kienitz, Jörg
1
Kittawit Autchariyapanitkul
1
Krauss, Christopher
1
Küpker, Horst
1
Li, David
1
Li, Xiaohu
1
Liu, Jia
1
Liu, Jianxu
1
Naeem, Muhammad Abubakr
1
Oggioni, G.
1
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Robustness in econometrics
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied quantitative finance
1
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
1
Essays on quantitative finance in the context of statistical arbitrage
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk management decisions and wealth management in financial economics
1
Selected papers July 2012 Business & Economics Society International Conference ; Volume 2
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]
1
Stochastic optimization: theory and applications
1
The VaR implementation handbook
1
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
The definitive guide to CDOs : market, application, valuation and hedging
1
Wiley finance series
1
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ECONIS (ZBW)
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11
The role of Asian Credit Default Swap index in portfolio risk management
Liu, Jianxu
;
Chatchai Khiewngamdee
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 435-447)
.
2017
Persistent link: https://www.econbiz.de/10011801781
Saved in:
12
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
13
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
14
A note on allocation of portfolio shares of random assets with Archimedean copula
Li, Xiaohu
;
You, Yinping
- In:
Stochastic methods in reliability and risk management : …
,
(pp. 155-167)
.
2014
Persistent link: https://www.econbiz.de/10010239387
Saved in:
15
Portfolio optimization using copulas
Bohdalová, Mária
;
Greguš, Michal
-
2012
Persistent link: https://www.econbiz.de/10011937164
Saved in:
16
Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril
;
Monier, Stéphane
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 158-177)
.
2010
Persistent link: https://www.econbiz.de/10003940928
Saved in:
17
Copula choice with factor credit portfolio models
Hamerle, Alfred
;
Plank, Kilian
- In:
Statistical modelling and regression structures : …
,
(pp. 321-336)
.
2010
Persistent link: https://www.econbiz.de/10003964496
Saved in:
18
Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril
;
Monier, Stéphane
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 158-177)
.
2010
Persistent link: https://www.econbiz.de/10008746615
Saved in:
19
Cross asset portfolio derivatives
Höcht, Stephan
;
Scherer, Matthias
;
Seegerer, Philip
- In:
Alternative investments and strategies : credit, …
,
(pp. 175-197)
.
2010
Persistent link: https://www.econbiz.de/10008655203
Saved in:
20
Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach
Fantazzini, Dean
- In:
The VaR implementation handbook
,
(pp. 253-282)
.
2009
Persistent link: https://www.econbiz.de/10003827068
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