//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
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
Asymmetric returns : the futur...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
252
Portfolio-Management
252
Theorie
176
Theory
176
CAPM
33
Risk
32
Risiko
30
Risikomanagement
26
Risk management
26
Stochastic process
26
Stochastischer Prozess
26
Capital income
24
Kapitaleinkommen
24
Hedging
23
Option pricing theory
23
Optionspreistheorie
23
Risikomaß
22
Risk measure
22
Anlageverhalten
21
Behavioural finance
21
Financial investment
21
Kapitalanlage
21
Estimation
19
Schätzung
19
Volatility
19
Volatilität
19
Dynamic programming
15
Mathematical programming
15
Mathematische Optimierung
15
Consumption theory
13
Konsumtheorie
13
Dynamische Optimierung
12
Lebenszyklus
12
Life cycle
12
Risikoaversion
12
Risk aversion
12
Credit risk
11
Kreditrisiko
11
Portfolio choice
11
Derivat
10
more ...
less ...
Online availability
All
Undetermined
94
Type of publication
All
Article
264
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
268
Aufsatz in Zeitschrift
268
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
2
Konferenzschrift
2
Language
All
English
270
Author
All
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Li, Kai
4
Lillo, Fabrizio
4
Zenios, Stauros Andrea
4
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Mahayni, Antje
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Vanini, Paolo
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Chiarella, Carl
2
Cong, F.
2
Cox, John Carrington
2
Cui, Xiangyu
2
Damgaard, Anders
2
De Giorgi, Enrico
2
Duffie, Darrell
2
Fabozzi, Frank J.
2
Farmer, J. Doyne
2
Finnoff, David
2
Forsyth, Peter A.
2
He, Xue-zhong
2
Hindy, Ayman
2
Horan, Richard D.
2
Kwon, Oh Kang
2
Larsen, Linda Sandris
2
Li, Bin
2
Li, Danping
2
more ...
less ...
Institution
All
Risk Management Conference <2008, Singapur>
1
Published in...
All
Journal of economic dynamics & control
SpringerLink / Bücher
947
Journal of banking & finance
740
NBER working paper series
664
Working paper / National Bureau of Economic Research, Inc.
568
European journal of operational research : EJOR
564
Finance research letters
557
Insurance / Mathematics & economics
504
NBER Working Paper
477
International review of financial analysis
373
Europäische Hochschulschriften / 5
372
Risks : open access journal
359
Journal of financial economics
351
Journal of risk management in financial institutions
293
Journal of risk and financial management : JRFM
288
Gabler Edition Wissenschaft
286
The journal of finance : the journal of the American Finance Association
281
Management science : journal of the Institute for Operations Research and the Management Sciences
280
Discussion paper / Centre for Economic Policy Research
268
The journal of portfolio management : a publication of Institutional Investor
267
The journal of asset management
265
The review of financial studies
264
Applied economics
252
Research paper series / Swiss Finance Institute
252
International journal of theoretical and applied finance
247
International journal of production research
245
Wiley finance series
243
Springer eBook Collection
242
Journal of empirical finance
231
Journal of financial and quantitative analysis : JFQA
229
The European journal of finance
220
International review of economics & finance : IREF
218
Quantitative finance
217
Economic modelling
216
Finance and stochastics
209
Energy economics
200
International journal of production economics
198
The North American journal of economics and finance : a journal of financial economics studies
189
Risiko-Manager
188
Mathematical finance : an international journal of mathematics, statistics and financial theory
187
more ...
less ...
Source
All
ECONIS (ZBW)
270
Showing
1
-
10
of
270
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
2
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
3
Hedge funds trading strategies and leverage
Huang, Wenli
;
Liu, Wenqiong
;
Lu, Lei
;
Mu, Congming
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014285098
Saved in:
4
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
5
Shortfall as a risk measure : properties, optimization and applications
Bertsimas, Dimitris
;
Lauprete, Geoffrey J.
;
Samarov, …
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1353-1381
Persistent link: https://www.econbiz.de/10001880835
Saved in:
6
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
Saved in:
7
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
8
Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei
;
Chen, Yuehuan
;
Coleman, Conrad
;
Coleman, Thomas F.
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
Saved in:
9
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
10
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
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...
//-->