//--> //--> //-->
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
~language:"ara"
~language:"eng"
~person:"Janabi, Mazin A. M. al"
~subject:"Portfolio selection"
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
Beschaffungsoptimierung eines...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomanagement
10
Risk management
10
Portfolio-Management
9
Risikomaß
8
Risk measure
8
Emerging economies
6
Financial market
6
Finanzmarkt
6
Schwellenländer
6
Financial Engineering
5
Financial engineering
5
Financial crisis
4
Finanzkrise
4
GCC financial markets
4
Emerging markets
3
Portfolio management
3
emerging markets
3
financial engineering
3
financial risk management
3
stress testing
3
Arabische Golf-Staaten
2
Capital income
2
Financial risk management
2
Financial services
2
Finanzdienstleistung
2
Gulf countries
2
Kapitaleinkommen
2
Liquidity constraint
2
Liquidity risk
2
Liquiditätsbeschränkung
2
Optimization
2
Stress testing
2
portfolio management
2
ARCH model
1
ARCH-Modell
1
Analytics
1
Artificial intelligence
1
Assets management
1
Business analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
2
Book section
2
Language
All
Arabic
English
Author
All
Janabi, Mazin A. M. al
Fabozzi, Frank J.
31
Wang, Ruodu
17
Diebold, Francis X.
16
Hammoudeh, Shawkat
13
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
Satchell, Stephen
11
Kakushadze, Zura
10
McAleer, Michael
10
Roncalli, Thierry
10
Scherer, Bernd
10
Csóka, Péter
9
Härdle, Wolfgang
9
Račev, Svetlozar T.
9
Tan, Ken Seng
9
Till, Hilary
9
Chen, An
8
Christoffersen, Peter F.
8
Lin, Yijia
8
Mao, Tiantian
8
Papenbrock, Jochen
8
Pesaran, M. Hashem
8
Pérez Amaral, Teodosio
8
Righi, Marcelo Brutti
8
Skoglund, Jimmy
8
Alexander, Gordon J.
7
Chen, Wei
7
Engle, Robert F.
7
Guillén, Montserrat
7
Jorion, Philippe
7
Lee, Cheng F.
7
Lohre, Harald
7
Schuermann, Til
7
Wilkens, Marco
7
Yang, Fan
7
Al Janabi, Mazin A. M.
6
Andersen, Torben G.
6
Baptista, Alexandre M.
6
more ...
less ...
Published in...
All
Applied economics
1
Economic modelling
1
Innovation, technology, and market ecosystems : managing industrial growth in emerging markets
1
International journal of financial engineering
1
International journal of management practice : IJMP
1
Journal of emerging market finance
1
Journal of modelling in management
1
Operations research models in banking management
1
Studies in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold
Janabi, Mazin A. M. al
- In:
Journal of emerging market finance
11
(
2012
)
2
,
pp. 189-229
Persistent link: https://www.econbiz.de/10009752878
Saved in:
2
On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis
Janabi, Mazin A. M. al
- In:
International journal of management practice : IJMP
6
(
2013
)
3
,
pp. 248-285
Persistent link: https://www.econbiz.de/10009790987
Saved in:
3
Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Janabi, Mazin A. M. al
- In:
Economic modelling
40
(
2014
),
pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
Saved in:
4
Modeling coherent trading risk parameters under illiquid market perspective
Janabi, Mazin A. M. al
- In:
Studies in economics and finance
28
(
2011
)
4
,
pp. 301-320
Persistent link: https://www.econbiz.de/10009388603
Saved in:
5
Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
Saved in:
6
Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives
Janabi, Mazin A. M. al
- In:
Operations research models in banking management
,
(pp. 109-139)
.
2013
Persistent link: https://www.econbiz.de/10009739302
Saved in:
7
Risk management in emerging markets in post 2007 - 2009 financial crisis : robust algorithms and optimization techniques under extreme events market scenarios
Janabi, Mazin A. M. al
- In:
Innovation, technology, and market ecosystems : …
,
(pp. 129-157)
.
2020
Persistent link: https://www.econbiz.de/10012121338
Saved in:
8
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
9
Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Janabi, Mazin A. M. al
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 864-895
Persistent link: https://www.econbiz.de/10013362663
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->