//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
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
Optimal Value-at-Risk Disclosu...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,517
Theory
1,517
Estimation
354
Schätzung
354
Portfolio selection
206
Portfolio-Management
206
USA
177
United States
176
Time series analysis
111
Zeitreihenanalyse
111
Capital income
106
Kapitaleinkommen
106
Welt
94
World
94
Forecasting model
87
Prognoseverfahren
87
Großbritannien
81
United Kingdom
81
Volatility
79
Volatilität
79
Börsenkurs
73
Share price
73
Risiko
72
Risk
71
Aktienmarkt
64
Stock market
64
Economic growth
60
Wirtschaftswachstum
60
Geldpolitik
59
Monetary policy
59
Inflation
57
Cointegration
53
Kointegration
53
Risikomaß
53
Risk measure
53
Estimation theory
52
Schätztheorie
52
ARCH model
51
ARCH-Modell
51
Exchange rate
50
more ...
less ...
Online availability
All
Undetermined
598
Free
13
Type of publication
All
Article
1,714
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
1,689
Aufsatz in Zeitschrift
1,689
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
more ...
less ...
Language
All
English
1,716
Author
All
Moosa, Imad A.
10
Sengupta, Jati K.
9
Fabozzi, Frank J.
8
Gil-Alaña, Luis A.
8
Taylor, Mark P.
8
Tiwari, Aviral Kumar
7
Afonso, Oscar
6
Bahmani-Oskooee, Mohsen
6
Blazsek, Szabolcs
6
Gupta, Rangan
6
Yoon, Seong-min
6
Clements, Kenneth W.
5
Dalamagas, Basil A.
5
Hammoudeh, Shawkat
5
Ramiah, Vikash
5
Shukur, Ghazi
5
Bairam, Erkin İbrahim
4
Bonaparte, Yosef
4
Goodwin, Barry K.
4
Grobys, Klaus
4
Hatemi-J, Abdulnasser
4
Hernandez, Jose Arreola
4
Kim, Jong-Min
4
Leybourne, Stephen James
4
Lien, Da-hsiang Donald
4
Lin, Jyh-horng
4
Serletis, Apostolos
4
Sjölander, Pär
4
Tawadros, George B.
4
Turner, Paul
4
Zaremba, Adam
4
Baffoe-Bonnie, John
3
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Brent, Robert J.
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chambers, Marcus J.
3
Chen, Guan-ru
3
Chenavaz, Régis
3
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
7,283
Working paper / National Bureau of Economic Research, Inc.
6,777
NBER Working Paper
6,461
Economics letters
5,337
European journal of operational research : EJOR
5,138
Discussion paper / Centre for Economic Policy Research
4,609
CESifo working papers
3,853
Working paper
2,963
Journal of economic theory
2,915
Journal of economic dynamics & control
2,519
Discussion paper / Tinbergen Institute
2,507
The American economic review
2,389
Computers & operations research : and their applications to problems of world concern ; an international journal
2,350
Discussion paper series / IZA
2,296
Journal of economic behavior & organization : JEBO
2,263
CESifo Working Paper
2,232
Europäische Hochschulschriften / 5
2,215
International journal of production research
1,969
Discussion paper
1,968
European economic review : EER
1,935
SpringerLink / Bücher
1,889
Games and economic behavior
1,871
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of banking & finance
1,809
CESifo Working Paper Series
1,803
The economic journal : the journal of the Royal Economic Society
1,799
Economic modelling
1,787
Journal of public economics
1,762
Discussion paper / Center for Economic Research, Tilburg University
1,689
Journal of econometrics
1,654
Management science : journal of the Institute for Operations Research and the Management Sciences
1,641
IZA Discussion Paper
1,572
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,513
IMF working papers
1,445
Journal of monetary economics
1,417
Discussion papers / CEPR
1,400
Working Paper
1,398
Public choice
1,391
International economic review
1,374
more ...
less ...
Source
All
ECONIS (ZBW)
1,716
Showing
1
-
10
of
1,716
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
2
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
3
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
4
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Saved in:
5
Portfolio selection through Maslow's need hierarchy
theory
Li, Zongxin
;
Chen, Zhiping
;
Hui, Yongchang
- In:
Applied economics
51
(
2019
)
4
,
pp. 364-372
Persistent link: https://www.econbiz.de/10012160546
Saved in:
6
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
7
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
8
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
Saved in:
9
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
10
Tail dependence and diversification benefits in emerging market stocks : an extreme value
theory
approach
Ergen, Ibrahim
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2215-2227
Persistent link: https://www.econbiz.de/10010417299
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->