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Risk-adjusted Bowley reinsuran...
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CAPM
Theorie
628,153
Theory
613,251
USA
47,789
United States
46,396
Risk
45,271
Risiko
44,817
Portfolio-Management
44,304
Portfolio selection
43,959
Risikomanagement
35,360
Risk management
34,285
Schätzung
34,278
Estimation
33,413
Welt
32,827
World
32,104
Deutschland
27,542
Germany
25,617
Geldpolitik
23,597
Monetary policy
22,867
Messung
22,609
Measurement
22,395
Mathematische Optimierung
17,637
Mathematical programming
17,530
Prognoseverfahren
15,836
Forecasting model
15,551
Kapitaleinkommen
14,867
Capital income
14,819
Börsenkurs
14,374
Wirtschaftswachstum
14,270
Share price
14,140
Volatilität
13,850
Economic growth
13,670
Volatility
13,593
Zeitreihenanalyse
13,480
Spieltheorie
13,350
Time series analysis
13,074
Game theory
12,610
Experiment
12,435
Finanzmarkt
11,650
EU-Staaten
11,591
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Free
4,252
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2,438
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6,210
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24
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11,679
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384
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47
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26
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Fabozzi, Frank J.
50
Stambaugh, Robert F.
50
Campbell, John Y.
49
Ferson, Wayne E.
49
Hens, Thorsten
45
Zhang, Lu
43
Cochrane, John H.
42
Bekaert, Geert
41
Jagannathan, Ravi
41
Jarrow, Robert A.
41
Hansen, Lars Peter
40
Harvey, Campbell R.
40
Zaremba, Adam
39
Kan, Raymond
32
Lettau, Martin
32
He, Xue-zhong
31
Madan, Dilip B.
31
Zin, Stanley E.
31
Lo, Andrew W.
30
Zhou, Guofu
30
Robotti, Cesare
29
Chiarella, Carl
28
Lee, Cheng F.
27
Bossaerts, Peter L.
26
Gagliardini, Patrick
26
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Prokopczuk, Marcel
25
Hommes, Cars H.
24
Kelly, Bryan T.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Renault, Eric
24
Bali, Turan G.
23
Fama, Eugene F.
23
Ang, Andrew
22
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
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National Bureau of Economic Research
267
Institute of Finance and Accounting <London>
6
University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Erasmus Research Institute of Management
5
Rodney L. White Center for Financial Research
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Analytical Finance <Århus>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Springer Fachmedien Wiesbaden
4
Stanford Institute for Economic Policy Research
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Department of Economics, University of Kansas
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
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Published in...
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NBER working paper series
258
Working paper / National Bureau of Economic Research, Inc.
213
Journal of financial economics
210
NBER Working Paper
189
The journal of finance : the journal of the American Finance Association
176
Journal of banking & finance
167
The review of financial studies
167
Finance research letters
136
Journal of economic dynamics & control
136
Journal of empirical finance
110
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of financial and quantitative analysis : JFQA
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Economics letters
78
International review of financial analysis
77
Research paper series / Swiss Finance Institute
71
International review of economics & finance : IREF
69
Journal of monetary economics
64
Discussion paper / Centre for Economic Policy Research
62
Finance and stochastics
59
Journal of economic theory
58
Review of quantitative finance and accounting
57
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics
55
Journal of econometrics
55
International journal of theoretical and applied finance
53
Economic modelling
51
Journal of international money and finance
49
Discussion papers / CEPR
48
The European journal of finance
48
The journal of portfolio management : a publication of Institutional Investor
48
Annals of finance
47
Pacific-Basin finance journal
46
Swiss Finance Institute Research Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Journal of international financial markets, institutions & money
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Working paper
43
Journal of mathematical economics
41
Finance and economics discussion series
40
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Source
All
ECONIS (ZBW)
12,124
EconStor
50
RePEc
23
OLC EcoSci
8
BASE
1
Showing
1
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10
of
12,206
Sort
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articles prioritized
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date (oldest first)
1
Mean-p portfolio selection and p-arbitrage for coherent
risk
measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
2
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
3
Weighted
risk
capital allocations in the presence of systematic
risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced
risk
measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Measuring model
risk
in financial
risk
management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Insights to systematic
risk
and diversification across a joint probability distribution
Choo, Weihao
;
De Jong, Piet
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Saved in:
7
Asymmetric jump beta estimation with implications for portfolio
risk
management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
8
Systematic tail
risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
9
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
10
The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa
- In:
International journal of decision sciences, risk and …
5
(
2013/14
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
Saved in:
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