//--> //--> //-->
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:"The Wharton Financial Institutions Center"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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
New Keynesian DSGE models and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Prognoseverfahren
Theorie
45
Theory
45
USA
9
United States
9
Capital income
6
Kapitaleinkommen
6
Credit risk
4
Estimation
4
Kreditrisiko
4
Schätzung
4
Volatility
4
Volatilität
4
Agency theory
3
Asset-liability management
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Forecasting model
3
Insolvency
3
Insolvenz
3
Insurance
3
Mathematical programming
3
Mathematische Optimierung
3
Portfolio selection
3
Prinzipal-Agent-Theorie
3
Securities trading
3
Spekulationsblase
3
Versicherung
3
Wertpapierhandel
3
Asymmetric information
2
Asymmetrische Information
2
Bank
2
Bank regulation
2
Bankenregulierung
2
Börsengang
2
Börsenkurs
2
Capital structure
2
more ...
less ...
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Language
All
English
6
Author
All
Zenios, Stauros Andrea
3
Diebold, Francis X.
2
Andersen, Torben
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Foster, Dean P.
1
Giacometti, Rosella
1
Jobst, Norbert
1
Jobst, Norbert J.
1
Stine, Robert A.
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
Institute of Finance and Accounting <London>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
European University Institute / Department of Law
13
Center for Economic Research <Tilburg>
10
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Rodney L. White Center for Financial Research
8
Federal Reserve System / Division of Research and Statistics
7
Erasmus Research Institute of Management
6
National Bureau of Economic Research
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Federal Reserve Bank of San Francisco
5
Federal Reserve Bank of St. Louis
5
University of Strathclyde / Department of Economics
5
Birkbeck College / Department of Economics
4
Bonn Graduate School of Economics
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
4
Federal Reserve System / Board of Governors
4
International Center for Financial Asset Management and Engineering
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Rutgers University / Department of Economics
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Department of Applied Economics
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
INSEAD
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Institut für Höhere Studien
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
more ...
less ...
Published in...
All
Working papers / Financial Institutions Center
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
4
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
5
Variable selection in data mining : building a predictive model for bankruptcy
Foster, Dean P.
(
contributor
);
Stine, Robert A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566838
Saved in:
6
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->