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
~institution:"International Center for Financial Asset Management and Engineering"
~language:"eng"
~person:"Bali, Turan G."
~person:"Georgarakos, Dimitris"
~person:"Madan, Dilip B."
~person:"Scaillet, Olivier"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Mortality
2
Pension fund
2
Pensionskasse
2
Portfolio selection
2
Portfolio-Management
2
Sterblichkeit
2
Theorie
2
Theory
2
Credit risk
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
Author
All
Bali, Turan G.
Georgarakos, Dimitris
Madan, Dilip B.
Scaillet, Olivier
Hoesli, Martin
2
Menoncin, Francesco
2
Adjaoute, Kpate
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Chen, Kaifeng
1
Danthine, Jean-Pierre
1
Demchuk, Andriy
1
Ehling, Paul
1
Fermanian, Jean-David
1
Green, Richard C.
1
Hamelink, Foort
1
Isakov, Dušan
1
Jondeau, Eric
1
Lekander, Jon
1
Passow, Alexander
1
Ramos, Sofia B.
1
Rockinger, Michael
1
Witkiewicz, Witold
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
Institut für Schweizerisches Bankwesen <Zürich>
12
National Centre of Competence in Research North South <Bern>
5
Swiss Finance Institute
3
Center for Financial Studies
2
Centro Studi di Economia e Finanza (CSEF)
2
Dipartimento di Economia, Università Ca' Foscari Venezia
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
National Bureau of Economic Research
2
Université Paris-Dauphine
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Bachelier Finance Society
1
Royal Economic Society - RES
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
more ...
less ...
Published in...
All
FAME research paper series
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
2
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
3
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
