//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
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
Uncovering hidden risks in cas...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
220
Portfolio-Management
220
Theorie
169
Theory
169
Risiko
61
Risk
61
Stochastic process
59
Stochastischer Prozess
59
Option pricing theory
50
Optionspreistheorie
50
Risikomanagement
38
Risk management
38
Hedging
37
Risikomaß
33
Risk measure
33
Credit risk
32
Kreditrisiko
32
Mathematical programming
28
Mathematische Optimierung
28
Derivat
26
Derivative
26
CAPM
25
Measurement
21
Messung
21
Volatility
20
Volatilität
20
Transaction costs
18
Transaktionskosten
18
Statistical distribution
14
Statistische Verteilung
14
Capital income
13
Kapitaleinkommen
13
Control theory
12
Financial services
12
Finanzdienstleistung
12
Kontrolltheorie
12
stochastic control
12
Incomplete market
11
Martingal
11
Martingale
11
more ...
less ...
Online availability
All
Undetermined
109
Type of publication
All
Article
271
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
273
Aufsatz in Zeitschrift
273
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
273
Author
All
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Bielecki, Tomasz R.
4
Platen, Eckhard
4
Wilmott, Paul
4
Brigo, Damiano
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Račev, Svetlozar T.
3
Arai, Takuji
2
Auer, Benjamin R.
2
Baviera, Roberto
2
Benth, Fred Espen
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chen, Yanhong
2
Chiarella, Carl
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Herzog, Florian
2
Hess, Markus
2
Hu, Yijun
2
Hughston, Lane P.
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Jeanblanc, Monique
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Kwok, Yue-Kuen
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
1,115
Working paper / National Bureau of Economic Research, Inc.
980
NBER Working Paper
873
Journal of banking & finance
855
Finance research letters
833
European journal of operational research : EJOR
767
Insurance / Mathematics & economics
682
SpringerLink / Bücher
505
International review of financial analysis
497
Discussion paper / Centre for Economic Policy Research
469
IMF Staff Country Reports
458
Economics letters
457
Risks : open access journal
437
Applied economics
424
Management science : journal of the Institute for Operations Research and the Management Sciences
420
Journal of financial economics
415
Journal of economic dynamics & control
399
CESifo working papers
379
Working paper
375
Journal of risk and financial management : JRFM
362
The journal of finance : the journal of the American Finance Association
356
International review of economics & finance : IREF
351
The review of financial studies
345
Economic modelling
343
Energy economics
343
International journal of production research
307
Journal of risk management in financial institutions
304
Applied economics letters
297
Research paper series / Swiss Finance Institute
286
The journal of portfolio management : a publication of Institutional Investor
278
Journal of financial and quantitative analysis : JFQA
277
Pacific-Basin finance journal
277
MPRA Paper
276
Journal of empirical finance
272
The North American journal of economics and finance : a journal of financial economics studies
269
The journal of asset management
268
Journal of economic theory
266
Discussion papers / CEPR
257
The European journal of finance
253
more ...
less ...
Source
All
ECONIS (ZBW)
273
Showing
1
-
10
of
273
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vector-valued coherent
risk
measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
2
Justification of per-unit
risk
capital allocation in portfolio credit
risk
models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
3
Capital allocation for set-valued
risk
measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
4
Measuring model
risk
in financial
risk
management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
5
Set-valued shortfall and divergence
risk
measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
6
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
7
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
8
A liquidation
risk
adjustment for value at
risk
and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
9
Fixing
risk
neutral
risk
measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
10
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
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...
//-->