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Search: subject:"Shortfall risk"
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Portfolio-Management
44
Portfolio selection
42
shortfall risk
42
Risiko
35
Risk
33
Theorie
30
Theory
29
Risikomaß
18
Risk measure
18
Deutschland
17
Shortfall risk
17
Germany
16
Hedging
14
Risikomanagement
14
Rendite
13
Messung
12
Risk management
12
Yield
12
Measurement
11
Shortfall Risk
11
Inflation hedge
9
Immobilienfonds
8
Inflation
8
Estimation
7
Großbritannien
7
Real estate fund
7
United Kingdom
7
Pension finance
6
Schweiz
6
Schätzung
6
Switzerland
6
France
5
Frankreich
5
Pension fund
5
Pensionskasse
5
Transaction costs
5
convex duality
5
Altersvorsorge
4
Binomial model
4
Credit risk
4
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Undetermined
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Free
18
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26
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6
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English
44
Undetermined
29
German
14
Author
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Maurer, Raimond
12
Signori, Ombretta
7
Brière, Marie
5
Favero, Gino
5
Albrecht, Peter
4
Föllmer, Hans
4
Munari, Cosimo
4
Rudloff, Birgit
4
Sebastian, Steffen
4
Farkas, Walter
3
Koch Medina, Pablo
3
Leukert, Peter
3
Reiner, Frank
3
Schlag, Christian
3
Schäfers, Wolfgang
3
Weber, Stefan
3
Wurstbauer, Daniel
3
Basak, Suleyman
2
Briere, Marie
2
Gabih, A.
2
Grecksch, W.
2
Ivanov, Roman V.
2
Maurer, Raimond H.
2
Nakano, Yumiharu
2
Post, Thomas
2
Richter, M.
2
Rogalla, Ralph
2
Schacht, Ulrich
2
Schied, Alexander
2
Schmeiser, Hato
2
Shapiro, Alex
2
Teplá, Lucie
2
Trivellato, Barbara
2
Vargiolu, Tiziano
2
Wunderlich, R.
2
Xu, Huifu
2
Xu, Mingxin
2
Adam, Michael
1
Adam, Michael E. H.
1
Ararat, Çağin
1
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Université Paris-Dauphine (Paris IX)
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
C.E.P.R. Discussion Papers
1
Center for Financial Studies
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
EconWPA
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
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Computational Statistics
4
Mathematical Methods of Operations Research
4
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
4
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
4
Economics Papers from University Paris Dauphine
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Applied Mathematical Finance
2
Europäische Hochschulschriften / 5
2
Finance and Stochastics
2
Journal of Property Investment & Finance
2
Mathematics and financial economics
2
Quantitative Finance
2
Research paper series / Swiss Finance Institute
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
Annals of Finance
1
Applied economics letters
1
Betriebswirtschaftliche Diskussionsbeiträge
1
CEPR Discussion Papers
1
CFS Working Paper
1
CFS Working Paper Series
1
CFS working paper series
1
Computational management science
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Diskussionsarbeit
1
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
European journal of operational research : EJOR
1
Finance
1
Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
1
Handbuch Alternative Investments ; Bd. 1
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Journal of derivatives and quantitative studies
1
Journal of property investment & finance
1
Kredit und Kapital
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
52
RePEc
29
EconStor
5
Other ZBW resources
1
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71
Inflation risk analysis of European real estate securities
Maurer, Raimond
;
Sebastian, Steffen P.
- In:
The journal of real estate research
24
(
2002
)
1
,
pp. 47-77
Persistent link: https://www.econbiz.de/10001714692
Saved in:
72
Neue Möglichkeiten der Optimierung von Portfolios : der Einsatz von Ausfallrisikomaßen
Čumova, Denisa
;
Thießen, Friedrich
-
2002
Persistent link: https://www.econbiz.de/10013430532
Saved in:
73
The properties of downside risk measures
Breitmeyer, Carsten
;
Hakenes, Hendrik
;
Pfingsten, Andreas
-
2001
Persistent link: https://www.econbiz.de/10001647293
Saved in:
74
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
-
2001
Persistent link: https://www.econbiz.de/10001618718
Saved in:
75
Shortfall
risk
minimization under model uncertainty in the binomial case : adaptive and robust approaches
Favero, Gino
- In:
Mathematical methods of operations research
53
(
2001
)
3
,
pp. 483-503
Persistent link: https://www.econbiz.de/10001628082
Saved in:
76
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
77
Finanztheoretische Analyse der Alterssicherung
Schacht, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10001585953
Saved in:
78
Finanztheoretische Analyse der Alterssicherung
Schacht, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10012699215
Saved in:
79
Shortfall
risk
minimization under model uncertainty in the binomial case: adaptive and robust approaches
Favero, Gino
- In:
Computational Statistics
53
(
2001
)
3
,
pp. 493-503
We consider the problem of minimizing the
shortfall
risk
when the aim is to hedge a contingent claim in a binomial …
Persistent link: https://www.econbiz.de/10010847791
Saved in:
80
Shortfall
risk
minimization under model uncertainty in the binomial case: adaptive and robust approaches
Favero, Gino
- In:
Mathematical Methods of Operations Research
53
(
2001
)
3
,
pp. 493-503
We consider the problem of minimizing the
shortfall
risk
when the aim is to hedge a contingent claim in a binomial …
Persistent link: https://www.econbiz.de/10010999809
Saved in:
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