//--> //--> //-->
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:"Investment management and financial innovations"
~person:"Bali, Turan G."
~person:"Kim, Young Shin"
~person:"Lucas, André"
~person:"Scaillet, Olivier"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risikomaß
Statistische Verteilung
ARMA-GARCH model
1
Aktienmarkt
1
G-SIFIs
1
International bank
1
Internationale Bank
1
Portfolio selection
1
Portfolio-Management
1
Statistical distribution
1
Stock market
1
Theorie
1
Theory
1
global banking stock markets
1
mean-CoAVaR
1
multivariate normal tempered stable distribution
1
optimization
1
portfolio selection
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bali, Turan G.
Kim, Young Shin
Lucas, André
Scaillet, Olivier
Dempsey, Michael
2
Van Vuuren, Gary
2
Aktan, Bora
1
Al Ezee, Ibrahim
1
AlJasser, Hadeel Khalid
1
Barber, Joel R.
1
Boasson, Emil
1
Boasson, Vigdis
1
Burdorf, Tom
1
Celik, Saban
1
Chang, Ching-Mo
1
Clements, Adam
1
Daly, Michael
1
Dao Thi Thanh Binh
1
Dimitras, Augustinos
1
Drew, Michael E.
1
Evrim Mandaci, Pınar
1
Fassas, Athanasios P.
1
Garefalakis, Alexandros
1
Gorman, Larry R.
1
Goyal, Khushi
1
Gököz, Fazil
1
Jain, Sakshi
1
Johnson, Jackie
1
Joshipura, Mayank
1
Kabir, M. Humayun
1
Kumar, Amit
1
Kumaraswamy, Sumathi
1
Kurosaki, Tetsuo
1
Lan, Yihui
1
Le Tuan Anh
1
Lee, Ming-chih
1
Li, Mingsheng
1
Liu, Hung-Chun
1
Liu, Liuling
1
Maxwell, Michael
1
Mishchenko, Svitlana
1
Mozumder, Sharif
1
Naumenkova, Svitlana
1
more ...
less ...
Published in...
All
Investment management and financial innovations
Discussion paper / Tinbergen Institute
9
Georgetown McDonough School of Business Research Paper
6
Journal of financial economics
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research paper series / Swiss Finance Institute
2
Sveriges Riksbank working paper series
2
Working paper series / European Central Bank
2
9th Miami Behavioral Finance Conference 2018
1
CFS working paper series
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Finance research letters
1
Fisher College of Business Working Paper
1
HEC Paris research paper series
1
Intelligent hedge fund investing
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research : ZOR
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of investing : JOI
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series in economics
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-CoAVaR optimization for global banking portfolios
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 15-20
Persistent link: https://www.econbiz.de/10010201114
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->