//--> //--> //-->
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
~person:"Boffey, R. R."
~person:"Satchell, Stephen"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"Theory"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
Theory
Portfolio selection
6
Portfolio-Management
6
Forecasting model
4
Prognoseverfahren
4
Australia
3
Australien
3
Financial crisis
3
Finanzkrise
3
Bank risk
2
Bankrisiko
2
Canada
2
Comparison
2
Kanada
2
Multivariate Verteilung
2
Multivariate distribution
2
Theorie
2
Vergleich
2
1999-2008
1
2000-2008
1
Ansteckungseffekt
1
Asset allocation
1
Asymmetry
1
Ausreißer
1
Capital income
1
Contagion effect
1
Credit risk
1
Erwartungsnutzen
1
Estimation
1
Estimation theory
1
Expected utility
1
Forecast
1
Industrie
1
Kapitaleinkommen
1
Kreditrisiko
1
Manufacturing industries
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Boffey, R. R.
Satchell, Stephen
Allen, David E.
66
McAleer, Michael
26
Powell, Robert
22
Singh, Abhay Kumar
16
Chang, Chia-Lin
8
Allen, David
5
Scharth, Marcel
4
Lizieri, Colin
3
McDonald, Garry A.
3
Pérez Amaral, Teodosio
3
Clissold, M. R.
2
Cruickshank, S.
2
Kramadibrata, Akhmad R.
2
Luciano, Elisa
2
Peiris, Shelton
2
Powell, R. J.
2
Singh, Abhay K.
2
Sugianto, Richard
2
Thomas, Lyn C.
2
Zheng, Harry
2
Allen, D. E.
1
Allen, Dave E.
1
Asai, Manabu
1
Binswanger, Mathias
1
Chan, Jennifer So-kuen
1
Crook, Jonathan N.
1
Esch, David N.
1
Gao, Jiti
1
Hu, Honggang
1
Imbarine Bujang
1
Jeyasreedharan, Nagaratnam
1
Kok Haur Ng
1
Kooi Huat Ng
1
Lazarov, Zdravetz N.
1
Michaud, Richard O.
1
Michaud, Robert O.
1
Ninh, Anh
1
Powell, Robert John
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
1
Journal of empirical finance
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Peas in a pod : Canadian and Australian banks before and during a Global Financial Crisis
Allen, David E.
;
Boffey, R. R.
;
Powell, Robert
-
2011
Persistent link: https://www.econbiz.de/10009410482
Saved in:
2
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
3
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->