//--> //--> //--> //-->
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:"Computational economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
40
Risk measure
40
Theorie
21
Theory
21
Portfolio selection
19
Portfolio-Management
19
Risk
11
Forecasting model
10
Prognoseverfahren
10
Risiko
10
Risikomanagement
10
Risk management
10
Statistical distribution
9
Statistische Verteilung
9
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Measurement
7
Messung
7
Estimation
6
Estimation theory
6
Multivariate Verteilung
6
Multivariate distribution
6
Schätztheorie
6
Expected shortfall
5
Schätzung
5
Value at risk
5
Value-at-risk
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Bank risk
3
Bankrisiko
3
Capital income
3
Correlation
3
Credit risk
3
more ...
less ...
Online availability
All
Undetermined
33
Free
1
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
40
Language
All
English
40
Author
All
Nadarajah, Saralees
3
Afuecheta, Emmanuel
2
Chan, Stephen
2
Müller, Fernanda Maria
2
Righi, Marcelo Brutti
2
Sun, Edward W.
2
Teng, Huei-Wen
2
Yu, Min-Teh
2
Alvarez, Susana
1
Asai, Manabu
1
Avdoulas, Christos
1
Baixauli, J. Samuel
1
Ballini, Rosangela
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Berkhouch, Mohammed
1
Bianchi, Michele Leonardo
1
Buczynski, Mateusz
1
Caballero, Julián
1
Caldeira, João F.
1
Chen, Cathy W. S.
1
Chen, Yi-Ting
1
Chen, Ying
1
Chlebus, Marcin
1
Christou, Eliana
1
Cristobal-Fransi, Eduard
1
Dallakyan, Aramayis
1
Deng, Xue
1
Doganoglu, Toker
1
Du, Junhong
1
Eleftheriadis, Iordanis
1
Fang, Yuantao
1
Franchi, Massimo
1
Fuh, Cheng-Der
1
Gao, Yu
1
Gomide, Fernando
1
Grabchak, Michael
1
Guastaroba, Gianfranco
1
Han, Liyan
1
Hansen, James V.
1
more ...
less ...
Published in...
All
Computational economics
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Risks : open access journal
128
Journal of risk
123
European journal of operational research : EJOR
113
Finance research letters
111
Energy economics
74
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Journal of risk and financial management : JRFM
61
International journal of forecasting
59
Journal of empirical finance
57
Quantitative finance
57
Applied economics
53
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
International review of economics & finance : IREF
41
Journal of econometrics
41
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
35
Journal of economic dynamics & control
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Pacific-Basin finance journal
31
Finance and stochastics
30
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of mathematical finance
26
Operations research
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Partially adaptive econometric methods for regression and classification
Hansen, James V.
;
McDonald, James B.
;
Theodossiou, …
- In:
Computational economics
36
(
2010
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10008796488
Saved in:
2
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker
;
Hartz, Christoph
;
Mittnik, Stefan
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003493814
Saved in:
3
Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Computational economics
40
(
2012
)
2
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009627482
Saved in:
4
Portfolio risk measures : the time's arrow matters
Ruttiens, Alain
- In:
Computational economics
41
(
2013
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10009711309
Saved in:
5
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
6
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Computational economics
46
(
2015
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
Saved in:
7
Bank capital shock propagation via syndicated interconnectedness
Nirei, Makoto
;
Sushko, Vladyslav
;
Caballero, Julián
- In:
Computational economics
47
(
2015
)
1
,
pp. 67-96
Persistent link: https://www.econbiz.de/10011443423
Saved in:
8
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
Saved in:
9
Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, …
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
Saved in:
10
Minimality of state space solutions of DSGE models and existence conditions for their VAR representation
Franchi, Massimo
;
Paruolo, Paolo
- In:
Computational economics
46
(
2015
)
4
,
pp. 613-626
Persistent link: https://www.econbiz.de/10011478892
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->