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~subject:"Risiko"
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Risiko
Portfolio-Management
43,666
Portfolio selection
43,649
Theorie
20,689
Theory
20,660
Risikomaß
7,523
Risk measure
7,501
Kapitaleinkommen
7,177
Capital income
7,175
Risk
5,656
Anlageverhalten
5,393
Behavioural finance
5,369
Risikomanagement
4,836
Risk management
4,633
CAPM
3,898
Investmentfonds
3,784
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3,751
Schätzung
3,608
Estimation
3,599
Kapitalanlage
3,583
Financial investment
3,439
USA
3,323
United States
3,286
Welt
3,107
World
3,103
Volatility
2,868
Volatilität
2,866
Börsenkurs
2,828
Share price
2,816
Aktienmarkt
2,730
Stock market
2,687
Hedging
2,381
Kreditrisiko
2,096
Prognoseverfahren
2,055
Credit risk
2,054
Forecasting model
2,050
Mathematische Optimierung
1,949
Mathematical programming
1,947
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1,847
Stochastic process
1,842
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Free
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Wang, Ruodu
35
Stoja, Evarist
25
Fabozzi, Frank J.
23
Rosazza Gianin, Emanuela
22
Kelly, Bryan T.
20
Righi, Marcelo Brutti
20
Engle, Robert F.
17
Gollier, Christian
17
Maurer, Raimond
17
Polanski, Arnold
16
Bali, Turan G.
15
Cai, Jun
15
Giglio, Stefano
15
Mao, Tiantian
15
Furman, Edward
14
Laeven, Roger J. A.
14
Liu, Haiyan
14
Vanduffel, Steven
14
Wong, Wing Keung
14
Daníelsson, Jón
13
Bellini, Fabio
12
Brandtner, Mario
12
Dhaene, Jan
12
Embrechts, Paul
12
Guidolin, Massimo
12
Huang, Xiaoxia
12
Rüschendorf, Ludger
12
Satchell, Stephen
12
Albrecht, Peter
11
Eeckhoudt, Louis R.
11
Bignozzi, Valeria
10
Cheung, Ka Chun
10
Csóka, Péter
10
Denuit, Michel
10
Diebold, Francis X.
10
Dowd, Kevin
10
Härdle, Wolfgang
10
Kakushadze, Zura
10
Kürsten, Wolfgang
10
Ludvigson, Sydney C.
10
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National Bureau of Economic Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Bank für Internationalen Zahlungsausgleich
2
Institute of Finance and Accounting <London>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Zürich / Institut für Schweizerisches Bankwesen
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Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
1
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Bank of Canada
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Basel Committee on Banking Supervision
1
CRC Press LLC.
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Deutschland / Bundesamt für Bauwesen und Raumordnung
1
Edward Elgar Publishing
1
European University Institute / Department of Economics
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Federal Reserve Bank of Atlanta
1
Federal Reserve System / Division of Research and Statistics
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Friedrich-Schiller-Universität Jena
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
NetLibrary, Inc
1
Technische Universität Chemnitz
1
Technische Universität Chemnitz-Zwickau / Fakultät für Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
University of Wisconsin-Madison
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Mannheim
1
Wharton School
1
World Bank Group
1
Zentrum für Europäische Wirtschaftsforschung
1
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Insurance / Mathematics & economics
170
Finance research letters
101
European journal of operational research : EJOR
97
Journal of banking & finance
91
Risks : open access journal
80
NBER working paper series
57
International review of financial analysis
55
International review of economics & finance : IREF
44
Quantitative finance
41
NBER Working Paper
40
Journal of empirical finance
39
Economic modelling
38
The journal of asset management
38
Finance and stochastics
37
Applied economics
36
Journal of financial economics
36
The North American journal of economics and finance : a journal of financial economics studies
36
Working paper / National Bureau of Economic Research, Inc.
33
Journal of risk
32
Discussion paper / Tinbergen Institute
31
Energy economics
31
International journal of theoretical and applied finance
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Scandinavian actuarial journal
31
Mathematics and financial economics
29
The journal of portfolio management : a publication of Institutional Investor
28
Discussion papers / CEPR
27
Research paper series / Swiss Finance Institute
27
Journal of economic dynamics & control
26
Journal of risk and financial management : JRFM
26
Economics letters
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
24
The European journal of finance
24
Discussion paper / Centre for Economic Policy Research
23
Applied economics letters
20
Journal of risk management in financial institutions
20
Discussion paper
19
Pacific-Basin finance journal
19
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ECONIS (ZBW)
5,606
USB Cologne (EcoSocSci)
8
BASE
1
EconStor
1
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1
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
2
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
3
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
4
Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Harlow, W. V.
;
Brown, Keith C.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
Saved in:
5
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
6
Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir
;
Ulchenkov, Arseniy
;
Islamov, Rustam
- In:
Computational economics
49
(
2017
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
Saved in:
7
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.
;
Makov, U.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 307-320
Persistent link: https://www.econbiz.de/10009155400
Saved in:
8
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
9
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
10
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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