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~subject:"Portfolio-Management"
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Search: subject:"Expected"
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Subject
All
Portfolio-Management
Theorie
8,030
Theory
7,989
Risikomaß
7,452
Risk measure
7,447
Inflationserwartung
6,055
Inflation expectations
6,053
Expected utility
3,690
Erwartungsnutzen
3,595
Portfolio selection
3,189
Risk
3,040
Risiko
3,009
Schätzung
2,743
Estimation
2,740
Risikomanagement
2,275
Risk management
2,266
Inflation
2,170
Monetary policy
2,068
Geldpolitik
2,067
Prognoseverfahren
1,569
Forecasting model
1,567
Messung
1,296
Measurement
1,282
Capital income
1,242
Kapitaleinkommen
1,242
USA
1,220
United States
1,214
Statistische Verteilung
1,202
Statistical distribution
1,200
Volatility
1,181
Volatilität
1,181
ARCH-Modell
1,180
ARCH model
1,178
Entscheidung unter Unsicherheit
1,138
Decision under uncertainty
1,130
Erwartungsbildung
1,090
Expectation formation
1,086
Risk aversion
808
Risikoaversion
784
Experiment
760
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All
Undetermined
1,153
Free
903
Type of publication
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Article
2,196
Book / Working Paper
994
Type of publication (narrower categories)
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Article in journal
2,034
Aufsatz in Zeitschrift
2,034
Graue Literatur
424
Non-commercial literature
424
Working Paper
398
Arbeitspapier
393
Aufsatz im Buch
143
Book section
143
Hochschulschrift
99
Thesis
76
Collection of articles of several authors
16
Sammelwerk
16
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14
Sammlung
14
Conference paper
12
Konferenzbeitrag
12
Lehrbuch
12
Textbook
11
Aufsatzsammlung
9
Bibliografie enthalten
4
Bibliography included
4
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Forschungsbericht
2
Ratgeber
2
Accompanied by computer file
1
Amtsdruckschrift
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
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1
Glossary included
1
Government document
1
Guidebook
1
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1
Multi-volume publication
1
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1
Systematic review
1
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1
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English
3,077
German
106
French
6
Italian
2
Spanish
1
Author
All
McAleer, Michael
36
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Vanduffel, Steven
18
Rosazza Gianin, Emanuela
17
Rüschendorf, Ludger
16
Escobar, Marcos
15
Fabozzi, Frank J.
15
Härdle, Wolfgang
15
Bernard, Carole
14
Righi, Marcelo Brutti
14
Vries, Casper G. de
14
Hlouskova, Jaroslava
13
Brandtner, Mario
12
Gollier, Christian
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Rengifo, Erick W.
11
Uryasev, Stan
11
Hyung, Namwon
10
Kim, Young Shin
10
Mao, Tiantian
10
Albrecht, Peter
9
Allen, David E.
9
Farkas, Walter
9
Fortin, Ines
9
Kang, Sang Hoon
9
Li, Duan
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Tiwari, Aviral Kumar
9
Weigert, Florian
9
Zagst, Rudi
9
Zenios, Stauros Andrea
9
Zhu, Shushang
9
Bellini, Fabio
8
Cai, Jun
8
Diebold, Francis X.
8
Dionne, Georges
8
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Institution
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National Bureau of Economic Research
11
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Centre for Microdata Methods and Practice <London>
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Institut für Gesellschafts- und Wirtschaftswissenschaften <Bonn> / Finanzwissenschaftliche Abteilung
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
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Published in...
All
Insurance / Mathematics & economics
110
Journal of banking & finance
80
European journal of operational research : EJOR
68
Journal of risk
57
Finance research letters
54
Risks : open access journal
50
Quantitative finance
43
Economic modelling
35
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
International journal of theoretical and applied finance
30
Journal of risk and financial management : JRFM
27
Journal of economic dynamics & control
26
Discussion paper / Tinbergen Institute
25
Research paper series / Swiss Finance Institute
24
International review of economics & finance : IREF
23
Applied economics
21
Computational economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of empirical finance
20
The European journal of finance
20
The journal of asset management
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Research in international business and finance
19
The journal of risk model validation
19
Finance and stochastics
17
Operations research
17
Scandinavian actuarial journal
17
Mathematics and financial economics
16
Annals of finance
14
Economics letters
14
International journal of forecasting
14
Journal of econometrics
14
Journal of international financial markets, institutions & money
14
Econometric Institute research papers
13
Journal of mathematical finance
13
Swiss Finance Institute Research Paper
13
The journal of credit risk : published quarterly by Incisive Media
13
Working paper
13
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
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Source
All
ECONIS (ZBW)
3,185
EconStor
5
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1
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10
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3,190
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1
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
2
Backtesting value-at-risk and
expected
shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
3
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
4
The quantum harmonic oscillator
expected
shortfall model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de economía
50
(
2023
)
2
,
pp. 233-261
This paper presents a new
Expected
Shortfall (ES) model based on the Quantum Harmonic Oscillator (QHO). It is used to …
Persistent link: https://www.econbiz.de/10014450737
Saved in:
5
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa
;
Černevičienė, Jurgita
; …
- In:
Journal of business economics and management
24
(
2023
)
3
,
pp. 527-550
. Sensitivity analysis and measures of Value-at-Risk (VaR) and
Expected
Shortfall (ES) show the amount of losses investors can …
Persistent link: https://www.econbiz.de/10014420375
Saved in:
6
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
7
Financial risk optimisation methods : a survey
Chiper, Alexandra-Maria
- In:
The review of economic and business studies : REBS
16
(
2023
)
1
,
pp. 155-168
Persistent link: https://www.econbiz.de/10014529495
Saved in:
8
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
9
Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer
;
Boado-Penas, María del Carmen
; …
-
2024
Persistent link: https://www.econbiz.de/10014631072
Saved in:
10
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
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