//--> //--> //--> //-->
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:"Quantitative 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
Contingent-capital solutions f...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
203
Portfolio-Management
203
Theorie
138
Theory
138
Risikomanagement
51
Risk management
51
Risikomaß
42
Risk measure
42
Risiko
40
Risk
40
Stochastic process
37
Stochastischer Prozess
37
Capital income
31
Kapitaleinkommen
31
Mathematical programming
26
Mathematische Optimierung
26
Portfolio optimization
23
CAPM
22
Forecasting model
20
Option pricing theory
20
Optionspreistheorie
20
Prognoseverfahren
20
Volatility
20
Volatilität
20
Hedging
18
Estimation
17
Measurement
17
Messung
17
Schätzung
17
Anlageverhalten
16
Behavioural finance
16
Derivat
13
Derivative
13
Robust statistics
13
Robustes Verfahren
13
Transaction costs
13
Transaktionskosten
13
Credit risk
11
Financial services
11
Finanzdienstleistung
11
more ...
less ...
Online availability
All
Undetermined
196
Free
29
Type of publication
All
Article
225
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
226
Aufsatz in Zeitschrift
226
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
1
Language
All
English
226
Author
All
Escobar, Marcos
6
Härdle, Wolfgang
5
Kim, Woo Chang
4
Lee, Yongjae
4
Boudt, Kris
3
Kim, Jang Ho
3
Li, Yuying
3
Paterlini, Sandra
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wong, Hoi Ying
3
Yu, Philip L. H.
3
Bernard, Carole
2
Birge, John R.
2
Chen, An
2
Chen, Yi-Hsuan
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Elliott, Robert J.
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Grobys, Klaus
2
Gu, Jia-Wen
2
Koumou, Gilles Boevi
2
Krauss, Christopher
2
Kwak, Minsuk
2
Kwon, Do-Gyun
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Li, Lingfei
2
Liu, Qingfu
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Ni, Chendi
2
Olmo, Jose
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sermpinis, Georgios
2
Sit, Tony
2
more ...
less ...
Published in...
All
Quantitative finance
Journal of banking & finance
851
NBER working paper series
807
Working paper / National Bureau of Economic Research, Inc.
703
Finance research letters
677
NBER Working Paper
575
European journal of operational research : EJOR
567
Insurance / Mathematics & economics
507
SpringerLink / Bücher
505
Journal of financial economics
500
IMF Staff Country Reports
494
International review of financial analysis
440
The journal of finance : the journal of the American Finance Association
404
Risks : open access journal
373
Discussion paper / Centre for Economic Policy Research
330
The review of financial studies
321
Journal of financial and quantitative analysis : JFQA
320
Management science : journal of the Institute for Operations Research and the Management Sciences
317
Journal of risk and financial management : JRFM
312
Journal of risk management in financial institutions
293
Applied economics
290
Journal of economic dynamics & control
287
The journal of corporate finance : contracting, governance and organization
280
The journal of portfolio management : a publication of Institutional Investor
271
Pacific-Basin finance journal
270
The journal of asset management
265
International review of economics & finance : IREF
263
Research paper series / Swiss Finance Institute
260
The European journal of finance
256
International journal of production research
252
International journal of theoretical and applied finance
249
Research in international business and finance
246
Journal of empirical finance
238
The journal of private equity
232
Economic modelling
227
Working paper
223
Energy economics
220
Wiley finance series
215
Finance and stochastics
210
IMF Working Papers
206
more ...
less ...
Source
All
ECONIS (ZBW)
226
Showing
1
-
10
of
226
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
2
Chinese write-down bonds : issuance and bank capital structure
Li, P.
;
Han, Y.
;
Lin, S.
;
Qiao, T.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2055-2065
Persistent link: https://www.econbiz.de/10012313553
Saved in:
3
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
4
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
5
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
6
Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
7
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
8
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
9
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
10
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
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...
//-->