//--> //--> //--> //-->
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
~source:"olc"
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
Equilibrium impact of value-at...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
41
Language
All
Undetermined
40
English
1
Author
All
Leippold, Markus
19
Trojani, Fabio
18
Vanini, Paolo
16
Egloff, Daniel
4
Ronchetti, Elvezio
3
Audrino, Francesco
2
Blöchlinger, Andreas
2
Döbeli, Barbara
2
Gagliardini, Patrick
2
Lohre, Harald
2
Sbuelz, Alessandro
2
Wu, Liuren
2
Andersson, Andreas
1
Braun, Norman
1
Camponovo, Lorenzo
1
Cheng, Jun
1
Dell'Aquila, Rosario
1
Ebnoether, Silvan
1
Ebnöther, Silvan
1
Ibraimi, Meriton
1
Jovic, Dean
1
La Vecchia, Davide
1
Mancini, Loriano
1
Ortelli, Claudio
1
Padovani, Miret
1
Porchia, Paolo
1
Salvi, Marco
1
Scaillet, Olivier
1
Syz, Juerg
1
Syz, Juerg M.
1
Syz, Jürg
1
Urga, Giovanni
1
Vecchia, Davide La
1
Wiener, Zvi
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Journal of banking & finance
6
Journal of economic dynamics & control
6
Journal of econometrics
3
Journal of the American Statistical Association : JASA
3
The review of financial studies
3
Applied mathematical finance
2
Finanzmarkt und Portfolio-Management
2
Journal of financial and quantitative analysis : JFQA
2
The journal of real estate finance and economics
2
Applied financial economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of institutional and theoretical economics : JITE
1
Journal of risk finance : the convergence of financial products and insurance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The European journal of finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
309
RePEc
76
USB Cologne (business full texts)
73
BASE
5
Other ZBW resources
4
USB Cologne (EcoSocSci)
3
EconStor
2
more ...
less ...
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1314
Persistent link: https://www.econbiz.de/10007286122
Saved in:
2
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1114
Persistent link: https://www.econbiz.de/10006758812
Saved in:
3
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2598
Persistent link: https://www.econbiz.de/10008152467
Saved in:
4
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2013
)
6
,
pp. 2565-2564
Persistent link: https://www.econbiz.de/10010114004
Saved in:
5
Optimal credit limit management under different information regimes
Leippold, Markus
;
Vanini, Paolo
;
Ebnoether, Silvan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 463-488
Persistent link: https://www.econbiz.de/10005878632
Saved in:
6
A simple model of credit contagion
Egloff, Daniel
;
Leippold, Markus
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2475-2492
Persistent link: https://www.econbiz.de/10007757874
Saved in:
7
Robustness and Ambiguity Aversion in General Equilibrium
Trojani, Fabio
;
Vanini, Paolo
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
2
,
pp. 279
Persistent link: https://www.econbiz.de/10006022169
Saved in:
8
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
26
(
2002
)
3
,
pp. 423-436
Persistent link: https://www.econbiz.de/10006770338
Saved in:
9
An analysis of IMF-induced moral hazard
Döbeli, Barbara
;
Vanini, Paolo
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2933-2956
Persistent link: https://www.econbiz.de/10005882383
Saved in:
10
An intergenerational cross-country swap
Padovani, Miret
;
Vanini, Paolo
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 446-464
Persistent link: https://www.econbiz.de/10008724016
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->