//--> //--> //--> //-->
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:"Finance research letters"
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 ergodic BSDE risk represent...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
471
Portfolio-Management
471
Risk
451
Risiko
433
Theorie
274
Theory
274
Volatility
212
Volatilität
211
Capital income
196
Kapitaleinkommen
196
Welt
145
World
145
Börsenkurs
132
Share price
132
Estimation
125
Schätzung
125
Option pricing theory
116
Optionspreistheorie
116
Risikomaß
115
Risk measure
115
Risikomanagement
108
Risk management
108
Aktienmarkt
105
Stock market
105
CAPM
102
China
96
Forecasting model
90
Prognoseverfahren
90
Anlageverhalten
85
Behavioural finance
85
Stochastic process
85
Stochastischer Prozess
85
Virtual currency
85
Virtuelle Währung
85
ARCH model
72
ARCH-Modell
72
Economic policy
70
Wirtschaftspolitik
70
Financial crisis
65
Finanzkrise
65
more ...
less ...
Online availability
All
Undetermined
906
Free
30
Type of publication
All
Article
1,039
Type of publication (narrower categories)
All
Article in journal
1,039
Aufsatz in Zeitschrift
1,039
Language
All
English
1,039
Author
All
Goodell, John W.
15
Gupta, Rangan
13
Bouri, Elie
7
Naeem, Muhammad Abubakr
7
Wang, Xingchun
7
Yousaf, Imran
7
Ji, Qiang
6
Lucey, Brian M.
6
Zaremba, Adam
6
Demir, Ender
5
Lee, Hangsuck
5
Ma, Feng
5
Pierdzioch, Christian
5
Roubaud, David
5
Tiwari, Aviral Kumar
5
Xiong, Xiong
5
Akhtaruzzaman, Md.
4
Boubaker, Sabri
4
Brzeszczyński, Janusz
4
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Jang, Bong-Gyu
4
Kim, Jang Ho
4
Lee, Kiryoung
4
Lu, Xinjie
4
Nakagawa, Kei
4
Nguyen, Duc Khuong
4
Yan, Jingzhou
4
Yang, Jinqiang
4
Yarovaya, Larisa
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudt, Kris
3
Chen, Jun-Home
3
Chen, Yan
3
Christiansen, Charlotte
3
Coën, Alain
3
Dinh Hoang Bach Phan
3
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
1,512
Working paper / National Bureau of Economic Research, Inc.
1,355
European journal of operational research : EJOR
1,330
NBER Working Paper
1,211
Journal of banking & finance
1,059
Insurance / Mathematics & economics
897
International journal of theoretical and applied finance
766
Economics letters
633
Journal of economic dynamics & control
604
Discussion paper / Centre for Economic Policy Research
573
Applied economics
557
Working paper
553
International review of financial analysis
545
Management science : journal of the Institute for Operations Research and the Management Sciences
515
Finance and stochastics
511
Risks : open access journal
508
Energy economics
492
CESifo working papers
490
Journal of financial economics
488
Economic modelling
470
Mathematical finance : an international journal of mathematics, statistics and financial theory
470
Quantitative finance
445
Discussion paper / Tinbergen Institute
429
SpringerLink / Bücher
421
The journal of futures markets
418
International review of economics & finance : IREF
417
The review of financial studies
417
Applied economics letters
415
The journal of finance : the journal of the American Finance Association
411
Research paper series / Swiss Finance Institute
393
Discussion paper series / IZA
387
Journal of econometrics
386
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of empirical finance
360
Journal of financial and quantitative analysis : JFQA
342
Journal of risk and financial management : JRFM
342
Applied mathematical finance
340
Journal of economic theory
335
The European journal of finance
335
more ...
less ...
Source
All
ECONIS (ZBW)
1,039
Showing
1
-
10
of
1,039
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-
risk
estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
2
Ex-ante
risk
factors and required structures of the implied correlation matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
3
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
4
How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various
risk
measures
Wang, Qiyu
;
Huang, Wenli
;
Wu, Xin
;
Zhang, Chao
- In:
Finance research letters
29
(
2019
),
pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
Saved in:
5
A simulation comparison of
risk
measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
6
Multi-period portfolio optimization under probabilistic
risk
measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
7
Is the empirical out-of-sample variance an informative
risk
measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
8
The measure of model
risk
in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
9
Coherent measure of portfolio
risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
10
Portfolio optimisation using alternative
risk
measures
Lorimer, Douglas Austen
;
Van Schalkwyk, Cornelis Hendrik
; …
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10015061498
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...
//-->