//--> //--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
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
Value-at-Risk and Expected Sho...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
460
Portfolio-Management
460
Theorie
200
Theory
200
USA
166
United States
165
Capital income
86
Kapitaleinkommen
86
Kapitalanlage
51
Financial investment
49
CAPM
48
Anlageverhalten
44
Behavioural finance
44
Investment Fund
39
Investmentfonds
39
Estimation
35
Schätzung
35
Risiko
34
Risk
34
Welt
34
World
34
Börsenkurs
31
Share price
31
International financial market
26
Internationaler Finanzmarkt
26
Virtual currency
26
Virtuelle Währung
26
Household
25
Privater Haushalt
25
Aktienmarkt
24
Financial market
24
Finanzmarkt
24
Stock market
24
Risikoprämie
21
Risk premium
21
Altersvorsorge
20
Retirement provision
20
Lebenszyklus
19
Life cycle
19
Securities trading
19
more ...
less ...
Online availability
All
Free
269
Undetermined
103
Type of publication
All
Book / Working Paper
496
Type of publication (narrower categories)
All
Arbeitspapier
496
Working Paper
496
Graue Literatur
427
Non-commercial literature
427
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
No longer published / No longer aquired
1
more ...
less ...
Language
All
English
496
Author
All
Mitchell, Olivia S.
17
Campbell, John Y.
13
Lo, Andrew W.
9
Poterba, James M.
9
Viceira, Luis M.
9
Brandt, Michael W.
8
Maurer, Raimond
8
Ang, Andrew
7
Daniel, Kent
7
Goetzmann, William N.
7
Jagannathan, Ravi
7
Bekaert, Geert
6
Bodie, Zvi
6
Brunnermeier, Markus Konrad
6
Cooper, Russell W.
6
Ferson, Wayne E.
6
Lakonishok, Josef
6
Nieuwerburgh, Stijn van
6
Shleifer, Andrei
6
Sialm, Clemens
6
Stambaugh, Robert F.
6
Aizenman, Joshua
5
Cochrane, John H.
5
Hong, Harrison G.
5
Kelly, Bryan T.
5
MacKinlay, Archie Craig
5
Pedersen, Lasse Heje
5
Pástor, Ľuboš
5
Santa-Clara, Pedro
5
Stulz, René M.
5
Utkus, Stephen P.
5
Warnock, Francis E.
5
Aït-Sahalia, Yacine
4
Barberis, Nicholas
4
Bonaparte, Yosef
4
Calvet, Laurent E.
4
Catalini, Christian
4
Christoffersen, Peter F.
4
Diebold, Francis X.
4
Engle, Robert F.
4
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
MPRA Paper
1,912
ECB Working Paper
926
Working Paper
797
Finance research letters
756
Journal of banking & finance
689
NBER working paper series
664
CESifo Working Paper
588
Insurance / Mathematics & economics
564
CEPR Discussion Papers
554
CESifo working papers
510
European journal of operational research : EJOR
471
Discussion paper / Tinbergen Institute
464
NBER Working Papers
453
Research paper series / Swiss Finance Institute
445
Tinbergen Institute Discussion Paper
425
International review of financial analysis
421
Working paper series / European Central Bank
415
NBER Working Paper
412
CESifo Working Paper Series
394
Working paper
363
Journal of risk and financial management : JRFM
346
IMF Working Paper
339
Tinbergen Institute Discussion Papers
326
Swiss Finance Institute Research Paper
300
Risks : open access journal
298
Applied economics
288
Journal of economic dynamics & control
286
Journal of Banking & Finance
281
Journal of financial economics
274
Discussion paper
269
The journal of asset management
261
International journal of theoretical and applied finance
258
The journal of portfolio management : a publication of Institutional Investor
258
SFB 649 discussion paper
255
IZA Discussion Papers
254
Journal of empirical finance
253
Economic modelling
250
SFB 649 Discussion Paper
249
International review of economics & finance : IREF
241
more ...
less ...
Source
All
ECONIS (ZBW)
496
Showing
1
-
10
of
496
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal asset allocation in asset liability management
Binsbergen, Jules H. van
;
Brandt, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003435789
Saved in:
2
A sharper ratio : a general measure for correctly ranking non-normal investment risks
Smetters, Kent A.
;
Zhang, Xingtan
-
2013
Persistent link: https://www.econbiz.de/10010200201
Saved in:
3
Bank trading risk and systemic risk
Jorion, Philippe
-
2005
Persistent link: https://www.econbiz.de/10002555161
Saved in:
4
Dynamic cost-offsets of prescription drug expenditures : panel data analysis using a copula-based hurdle model
Deb, Partha
;
Trivedi, Pravin K.
;
Zimmer, David M.
-
2009
Persistent link: https://www.econbiz.de/10003869184
Saved in:
5
Seeding the S-curve? : the role of early adopters in diffusion
Catalini, Christian
;
Tucker, Catherine
-
2016
Persistent link: https://www.econbiz.de/10011544500
Saved in:
6
Tokenomics : dynamic adoption and valuation
Cong, Lin William
;
Li, Ye
;
Wang, Neng
-
2020
Persistent link: https://www.econbiz.de/10012237993
Saved in:
7
Design choices for central bank digital currency : policy and technical considerations
Allen, Sarah
;
Capkun, Srdjan
;
Eyal, Ittay
;
Fanti, Giulia
; …
-
2020
Persistent link: https://www.econbiz.de/10012270514
Saved in:
8
Token-based platform finance
Cong, Lin William
;
Li, Ye
;
Wang, Neng
-
2020
Persistent link: https://www.econbiz.de/10012301679
Saved in:
9
Some simple economics of the blockchain
Catalini, Christian
;
Gans, Joshua
-
2016
Persistent link: https://www.econbiz.de/10011607734
Saved in:
10
The digital privacy paradox : small money, small costs, small talk
Athey, Susan
;
Catalini, Christian
;
Tucker, Catherine
-
2017
Persistent link: https://www.econbiz.de/10011685227
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...
//-->