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~subject:"Portfolio selection"
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Portfolio selection
Schweiz
42,555
Switzerland
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Theorie
14,937
Optionspreistheorie
14,809
Theory
14,684
Option pricing theory
14,350
Risikoprämie
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9,034
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8,985
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7,619
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7,537
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6,254
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6,163
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6,012
Deutschland
5,954
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5,809
Portfolio-Management
5,388
Germany
4,414
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4,381
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Risk
4,361
Risikomanagement
4,329
CAPM
4,314
Credit risk
4,307
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4,294
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4,282
USA
4,210
Risk management
4,142
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3,896
Bank
3,895
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3,743
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3,686
Welt
3,451
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3,409
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3,286
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3,238
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McAleer, Michael
41
Fabozzi, Frank J.
28
Hammoudeh, Shawkat
25
Wang, Ruodu
24
Platen, Eckhard
22
Pérez Amaral, Teodosio
20
Härdle, Wolfgang
18
Rosazza Gianin, Emanuela
18
Rüschendorf, Ludger
17
Righi, Marcelo Brutti
15
Vanduffel, Steven
15
Vries, Casper G. de
15
Janabi, Mazin A. M. al
13
Korn, Ralf
13
Zimmermann, Heinz
13
Brandtner, Mario
12
Hlouskova, Jaroslava
12
Jiménez-Martín, Juan-Ángel
12
Korn, Olaf
12
Zenios, Stauros Andrea
12
Bernard, Carole
11
Chen, An
11
Kim, Young Shin
11
Li, Duan
11
Melʹnikov, Aleksandr V.
11
Perrakis, Stylianos
11
Rösch, Daniel
11
Zaremba, Adam
11
Albrecht, Peter
10
Ammann, Manuel
10
Ang, Andrew
10
Dhaene, Jan
10
Farkas, Walter
10
Fortin, Ines
10
Hyung, Namwon
10
Lucas, André
10
Mao, Tiantian
10
Maurer, Raimond
10
Račev, Svetlozar T.
10
Stoyanov, Stoyan V.
10
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National Bureau of Economic Research
24
Institut für Finanzdienstleistungen Zug
6
Basel Committee on Banking Supervision
5
Asset Management Association Switzerland
4
Friedrich-Schiller-Universität Jena
4
Institute of Finance and Accounting <London>
3
Springer Fachmedien Wiesbaden
3
Universität Zürich / Institut für Schweizerisches Bankwesen
3
Bonn Graduate School of Economics
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
Hochschule Luzern / Wirtschaft
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer International Publishing
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
2
École des Hautes Études Commerciales <Lausanne>
2
Association for Investment Management and Research
1
Bachelier Finance Society
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Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
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Cambridge University Press
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Centre for Actuarial Studies
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Columbia University / Graduate School of Business
1
Commissariat à l'énergie atomique
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Credit Suisse
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Ecoplan, Forschung und Beratung in Wirtschaft und Politik
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Edward Elgar Publishing
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Ekonomiska forskningsinstitutet <Stockholm>
1
FernUniversität in Hagen
1
Futurum Verlag
1
Institut für Höhere Studien
1
International Center for Financial Asset Management and Engineering
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Workshop on Finance <2011, Kyōto>
1
Johannes Gutenberg-Universität Mainz
1
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Insurance / Mathematics & economics
140
Journal of banking & finance
124
European journal of operational research : EJOR
75
Finance research letters
71
Journal of risk
63
Quantitative finance
57
Risks : open access journal
57
International journal of theoretical and applied finance
56
International review of financial analysis
56
Journal of economic dynamics & control
49
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of financial economics
41
Journal of risk and financial management : JRFM
41
Finance and stochastics
40
Research paper series / Swiss Finance Institute
38
Economic modelling
37
International review of economics & finance : IREF
36
Journal of empirical finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The journal of asset management
33
The European journal of finance
32
Applied economics
29
Discussion paper / Tinbergen Institute
29
Working paper / National Bureau of Economic Research, Inc.
27
Working paper
26
SpringerLink / Bücher
25
The journal of risk model validation
25
International journal of financial engineering
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematics and financial economics
24
NBER working paper series
24
Research in international business and finance
24
Journal of international financial markets, institutions & money
22
NBER Working Paper
22
Scandinavian actuarial journal
22
Journal of mathematical finance
21
Pacific-Basin finance journal
21
Applied mathematical finance
20
Computational economics
20
Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
5,348
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1
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1
Backtesting an equity risk model under Solvency II
Santomil, Pablo Durán
;
González, Luís Otero
;
Cunill, …
- In:
Journal of business research : JBR
89
(
2018
),
pp. 216-222
Persistent link: https://www.econbiz.de/10011881772
Saved in:
2
Measuring dynamic market risk charge for market risks
Rahim, Norhana Abd.
;
Tafri, Fauziah Hanim
- In:
International journal of economics, finance and …
1
(
2013
)
3
,
pp. 175-180
Persistent link: https://www.econbiz.de/10010251805
Saved in:
3
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
4
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano
;
Savelli, Nino
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
Saved in:
5
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank
-
2000
Persistent link: https://www.econbiz.de/10001506939
Saved in:
6
Options positions : risk measurement and capital requirements
Estrella, Arturo
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000905447
Saved in:
7
Basel regulatory capital formula revised
Yang, Yimin
;
Wu, Min
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012655060
Saved in:
8
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
9
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
10
Portfolio protection? : it's a long (term) story...
McQuinn, Nicholas
;
Thapar, Ashwin
;
Villalon, Dan
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 35-50
Persistent link: https://www.econbiz.de/10012423056
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