//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
~subject:"Risikomaß"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomaß
Credit risk
67
Kreditrisiko
67
Theorie
32
Theory
32
Insolvency
21
Insolvenz
21
Credit rating
20
Kreditwürdigkeit
20
Risikomanagement
17
Risk management
17
Finance
16
Forecasting model
15
Prognoseverfahren
15
Risk analysis
15
OR in banking
13
Portfolio-Management
12
Financial services
11
Finanzdienstleistung
11
Option pricing theory
10
Optionspreistheorie
10
Derivat
9
Derivative
9
Swap
9
Bank lending
8
Hypothek
8
Kreditgeschäft
8
Mortgage
8
Risk measure
8
Basel Accord
7
Basler Akkord
7
Bank risk
6
Bankrisiko
6
Credit derivative
6
Credit scoring
6
Risiko
6
Risk
6
Stochastic process
6
Stochastischer Prozess
6
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Tang, Qihe
2
Yang, Yang
2
Alexander, Carol
1
Allen, David E.
1
Buzzacchi, Matteo
1
Choudhry, Taufiq
1
Coqueret, Guillaume
1
Deng, Jun
1
Drenovak, Mikica
1
Forster, Jonathan J.
1
Fu, Michael
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Hong, Yi
1
Hosseini-Motlagh, Seyyed-Mahdi
1
Hu, Jian-Qiang
1
Hurlin, Christophe
1
Irresberger, Felix
1
Ivanković, Miloš
1
Jelic, Ranko
1
Jin, Xing
1
Johari, Maryam
1
Lazar, Emese
1
Lee, Yong Woong
1
Lei, Lei
1
Leuenberger, Nicola
1
Leymarie, Jérémy
1
Mues, Christophe
1
Nagao, Risa
1
Okhrati, Ramin
1
Patin, Antoine
1
Peng, Yijie
1
Powell, R. J.
1
Qi, Shuyuan
1
Ranković, Vladimir
1
Rösch, Daniel
1
Scheule, Harald
1
Shao, Lusheng
1
Sigrist, Fabio Roman Albert
1
Singh, Abhay Kumar
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
SpringerLink / Bücher
22
Journal of banking & finance
20
The journal of credit risk : published quarterly by Incisive Media
16
Journal of financial stability
14
Insurance / Mathematics & economics
13
Journal of risk
12
The journal of risk model validation
12
Finance research letters
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
Springer eBook Collection
7
The European journal of finance
7
Economic modelling
6
International journal of financial engineering
6
Journal of economic dynamics & control
5
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / National Bureau of Economic Research, Inc.
5
BestMasters
4
Computational economics
4
Die Bank
4
Economics letters
4
International journal of forecasting
4
Review of quantitative finance and accounting
4
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
4
Springer Texts in Business and Economics
4
The journal of computational finance
4
The journal of corporate finance : contracting, governance and organization
4
Applied economics letters
3
Discussion papers / CEPR
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
Insurance : mathematics and economics
3
International journal of economics and finance
3
Journal of financial services research : JFSR
3
Managerial finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
2
Liquidity tail risk and credit default
swap
spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
3
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Pricing of variance
swap
rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
6
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
7
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
8
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.
;
Powell, R. J.
;
Singh, Abhay Kumar
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
Saved in:
9
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
Saved in:
10
Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk
Johari, Maryam
;
Hosseini-Motlagh, Seyyed-Mahdi
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 600-614
Persistent link: https://www.econbiz.de/10013259797
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->