//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of financial economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
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
Double diversification with an...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risk measure
Portfolio selection
604
Portfolio-Management
604
Theorie
293
Theory
293
Capital income
178
Anlageverhalten
117
Behavioural finance
117
CAPM
103
Investment Fund
98
Investmentfonds
98
Risk
88
Risiko
86
Estimation
71
Schätzung
71
Börsenkurs
64
Diversification
64
Share price
64
Diversifikation
60
USA
47
United States
47
Welt
44
World
44
Volatility
42
Volatilität
42
Risikoaversion
40
Risk aversion
40
Risikoprämie
39
Risk premium
39
Financial investment
36
Hedging
36
Kapitalanlage
36
Risikomaß
31
Forecasting model
30
Prognoseverfahren
30
Hedge fund
29
Hedgefonds
29
Aktienmarkt
28
Portfolio choice
28
more ...
less ...
Online availability
All
Undetermined
130
Type of publication
All
Article
200
Type of publication (narrower categories)
All
Article in journal
200
Aufsatz in Zeitschrift
200
Language
All
English
200
Author
All
Bali, Turan G.
7
Fama, Eugene F.
4
French, Kenneth Ronald
4
Zhou, Guofu
4
Harvey, Campbell R.
3
Moskowitz, Tobias J.
3
Pedersen, Lasse Heje
3
Weigert, Florian
3
Ang, Andrew
2
Bakshi, Gurdip S.
2
Bessembinder, Hendrik
2
Brown, Stephen J.
2
Chen, Joseph
2
Cooper, Michael J.
2
Del Viva, Luca
2
Demirtas, K. Ozgur
2
Ferson, Wayne E.
2
Gonçalves, Andrei S.
2
Grobys, Klaus
2
Günaydin, A. Doruk
2
Huang, Shiyang
2
Karolyi, G. Andrew
2
Kilic, Mete
2
Lo, Andrew W.
2
Lou, Dong
2
Lynch, Anthony W.
2
Mo, Haitao
2
Novy-Marx, Robert
2
Ruenzi, Stefan
2
Santa-Clara, Pedro
2
Starks, Laura T.
2
Timmermann, Allan
2
Tiwari, Ashish
2
Trigeorgis, Lenos
2
Vassalou, Maria
2
Verbeek, Marno
2
Wang, Wenzhao
2
Wermers, Russ
2
Yang, Liyan
2
Yu, Jialin
2
more ...
less ...
Published in...
All
Economics letters
Journal of financial economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
201
Finance research letters
163
International review of financial analysis
127
Insurance / Mathematics & economics
123
Journal of empirical finance
105
NBER working paper series
101
The journal of asset management
87
Working paper / National Bureau of Economic Research, Inc.
87
European journal of operational research : EJOR
81
Applied economics
77
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of risk and financial management : JRFM
72
NBER Working Paper
70
International review of economics & finance : IREF
69
Research in international business and finance
69
Risks : open access journal
69
The European journal of finance
67
Journal of risk
65
Quantitative finance
64
Pacific-Basin finance journal
63
Applied economics letters
60
Economic modelling
57
Journal of international financial markets, institutions & money
56
Research paper series / Swiss Finance Institute
56
Financial markets and portfolio management
53
Journal of investment management : JOIM
52
Review of quantitative finance and accounting
48
The journal of portfolio management : a publication of Institutional Investor
48
Investment management and financial innovations
41
Journal of economic dynamics & control
41
Journal of financial markets
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Applied financial economics
36
Discussion paper / Tinbergen Institute
36
Journal of financial and quantitative analysis : JFQA
36
International journal of economics and finance
35
Swiss Finance Institute Research Paper
35
The review of financial studies
35
more ...
less ...
Source
All
ECONIS (ZBW)
200
Showing
1
-
10
of
200
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heavy tails and copulas : limits of
diversification
revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
2
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
3
Corporate focus and stock returns
Comment, Robert
- In:
Journal of financial economics
37
(
1995
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10001172910
Saved in:
4
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
5
Global private information in international equity markets
Albuquerque, Rui
;
Bauer, Gregory H.
;
Schneider, Martin
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 18-46
Persistent link: https://www.econbiz.de/10003891540
Saved in:
6
Proper conditioning for coherent VaR in portfolio management
Garcia, René
;
Renault, Éric
;
Tsafack, Georges
- In:
Management science : journal of the Institute for …
53
(
2007
)
3
,
pp. 483-494
Persistent link: https://www.econbiz.de/10003451621
Saved in:
7
First-passage probability, jump models, and intra-horizon risk
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
95
(
2010
)
1
,
pp. 20-40
Persistent link: https://www.econbiz.de/10003929879
Saved in:
8
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
9
Nested simulation in portfolio risk measurement
Gordy, Michael B.
;
Juneja, Sandeep
- In:
Management science : journal of the Institute for …
56
(
2010
)
10
,
pp. 1833-1848
Persistent link: https://www.econbiz.de/10008701411
Saved in:
10
Satisficing measures for analysis of risky positions
Brown, David B.
;
Sim, Melvyn
- In:
Management science : journal of the Institute for …
55
(
2009
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003873683
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...
//-->