//--> //--> //-->
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:"Operations research models in banking management"
~person:"Bianchi, Michele Leonardo"
~person:"Fabozzi, Frank J."
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistical distribution
Portfolio selection
2
Portfolio-Management
2
Economic model
1
Regression analysis
1
Regressionsanalyse
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Statistische Verteilung
1
Wirtschaftsmodell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Language
All
English
1
Author
All
Bianchi, Michele Leonardo
Fabozzi, Frank J.
Ortobelli, Sergio
Scaillet, Olivier
Iyengar, Garud
1
Janabi, Mazin A. M. al
1
Ma, Alfred Ka Chun
1
Račev, Svetlozar T.
1
Stoyanov, Stoyan V.
1
Published in...
All
Operations research models in banking management
The Frank J. Fabozzi series
3
Journal of banking & finance
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Economics letters
1
FAME research paper series
1
Handbook of heavy tailed distributions in finance
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Quantitative finance
1
Quantitative fund management
1
Review of quantitative finance and accounting
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of alternative investments : JAI
1
Valuation, financial modeling, and quantitative tools
1
Working paper series in economics
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
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
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->