//--> //--> //--> //-->
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:"eng"
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
Volatility of the short rate i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
24
Portfolio-Management
24
Risikomanagement
15
Risk management
13
Risiko
11
Risk
11
Theorie
11
Theory
11
Risikomaß
6
Risk measure
6
CAPM
4
Capital income
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Kapitaleinkommen
4
Welt
4
World
4
Climate change
3
Estimation theory
3
Forecasting model
3
Klimawandel
3
Nachhaltige Kapitalanlage
3
Portfolio Selection
3
Prognoseverfahren
3
Risikoanalyse
3
Schätztheorie
3
Scientific method
3
Sustainable investment
3
USA
3
United States
3
Wissenschaftliche Methode
3
Corporate Social Responsibility
2
Corporate social responsibility
2
Credit risk
2
ESG
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
more ...
less ...
Online availability
All
Free
32
Undetermined
6
Type of publication
All
Book / Working Paper
40
Article
25
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Mehrbändiges Werk
1
Multi-volume publication
1
Non-commercial literature
1
Working Paper
1
research-article
1
more ...
less ...
Language
All
English
Undetermined
30
Author
All
Goldberg, Lisa R.
38
Goldberg, Lisa
27
Hayes, Michael Y.
10
Anderson, Robert M.
6
Leshem, Ran
6
Bianchi, Stephen
5
Cai, Taotao
5
Geddes, Patrick
5
Mahmoud, Ola
5
Bianchi, Stephen W.
4
Connor, Gregory
4
Ghamami, Samim
4
Hand, Pete
4
Korajczyk, Robert A.
4
Giesecke, Kay
3
Mouti, Saad
3
Shkolnik, Alexander
3
Barbieri, Angelo
2
Branch, Michael
2
Cuffe, Stacy
2
Cummings, Alan
2
Dubikovsky, Vladislav
2
Gladkevich, Alexei
2
Gunther, Nicholas
2
Papanicolaou, Alex
2
Rosenberg, Allan
2
Selwitz, Harrison
2
Ulucam, Simge
2
Anderson, Robert
1
Backshall, Tim
1
Bateman, Mark E.
1
Bohn, Jeffrey
1
Bohn, Jeffrey R.
1
Chan, Peter
1
Chang, Kelly H.
1
Chia, Chin-ping
1
Cuffe, Stacy L.
1
Fox, John
1
Glazer, Amanda
1
Gold, Carl
1
more ...
less ...
Institution
All
arXiv.org
1
Published in...
All
MSCI Barra Research Paper
8
Journal of investment management : JOIM
7
Financial analysts' journal : FAJ
4
The journal of portfolio management : a publication of Institutional Investor
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Ebrary online
1
FEDS Working Paper 2014-54
1
Finance and economics discussion series
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
Mathematics and financial economics
1
Papers / arXiv.org
1
Risk management : a modern perspective
1
The Journal of Risk Finance
1
The Journal of finance and data science : JFDS
1
The handbook of fixed income securities
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of beta investment strategies
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
OLC EcoSci
1
RePEc
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility of the short rate in the rational lognormal model
Goldberg, Lisa
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10001235405
Saved in:
2
A structural analysis of the default swap market : part 2 (relative value)
Goldberg, Lisa
;
Kamat, Rajnish
;
Kremer, Jason
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 4-22
Persistent link: https://www.econbiz.de/10003862666
Saved in:
3
What would Yale do if it were taxable?
Geddes, Patrick
;
Goldberg, Lisa
;
Bianchi, Stephen W.
- In:
Financial analysts' journal : FAJ
71
(
2015
)
4
,
pp. 10-23
Persistent link: https://www.econbiz.de/10011380236
Saved in:
4
Determinants of levered portfolio performance
Anderson, Robert M.
;
Bianchi, Stephen W.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
70
(
2014
)
5
,
pp. 53-72
Persistent link: https://www.econbiz.de/10010529028
Saved in:
5
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 24-35
Persistent link: https://www.econbiz.de/10010387688
Saved in:
6
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
-
2014
Persistent link: https://www.econbiz.de/10010434045
Saved in:
7
Is there a green factor?
Chia, Chin-ping
;
Goldberg, Lisa
;
Owyong, David T.
; …
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009520429
Saved in:
8
Allocating assets in climates of extreme risk : a new paradigm for stress testing portfolios
Cuffe, Stacy L.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
68
(
2012
)
2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10009561189
Saved in:
9
Will my risk parity strategy outperform?
Anderson, Robert M.
;
Bianchi, Stephen W.
;
Goldberg, Lisa
- In:
Financial analysts' journal : FAJ
68
(
2012
)
6
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009680548
Saved in:
10
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->