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Risikomaß
Portfolio-Management
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Hammoudeh, Shawkat
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Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
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Härdle, Wolfgang
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Rüschendorf, Ludger
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Righi, Marcelo Brutti
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Vanduffel, Steven
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Vries, Casper G. de
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Brandtner, Mario
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Hyung, Namwon
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Janabi, Mazin A. M. al
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Jiménez-Martín, Juan-Ángel
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Bernard, Carole
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Fortin, Ines
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Hlouskova, Jaroslava
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Albrecht, Peter
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Allen, David E.
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Kim, Young Shin
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Mao, Tiantian
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Uryasev, Stan
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Farkas, Walter
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Kang, Sang Hoon
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Mensi, Walid
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Müller, Fernanda Maria
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Rengifo, Erick W.
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Tiwari, Aviral Kumar
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Weigert, Florian
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Zhu, Shushang
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Bellini, Fabio
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Cai, Jun
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Chang, Chia-Lin
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Diebold, Francis X.
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Huschens, Stefan
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Li, Duan
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Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
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Journal of risk
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Risks : open access journal
46
Finance research letters
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Quantitative finance
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Economic modelling
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of empirical finance
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The European journal of finance
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Finance and stochastics
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Operations research
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
15
International journal of forecasting
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Econometric Institute research papers
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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Energy economics
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Journal of forecasting
11
Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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Anlagevorschriften für Wertpapierfonds und ökonomische Portfoliotheorie : Anlageschränkungen im Investmentrecht über Value-at-Risk und/oder Ausnahmen für qualifizierte Anleger?...
Glander, Harald
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003760393
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2
Using value-at-risk methodologies in portfolio management : the case of Swiss private banking
Rogačev, Andrej J.
-
2008
Persistent link: https://www.econbiz.de/10003772327
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3
Die Portefeuilleoptimierung im Eigenhandel von Kreditinstituten : eine Analyse ausgewählter Organisationsformen unter Berücksichtigung Value at Risk-basierter Limite
Reckers, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003357531
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4
Simulative portfolio optimization under distributions of hyperbolic type : methods and empirical investigation
Bierkamp, Nils
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2006
Persistent link: https://www.econbiz.de/10003373967
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5
Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike
-
2010
Persistent link: https://www.econbiz.de/10003929052
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6
Performance Messung von Kundenportfolios im Private Banking
Baedorf, Katrin
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003973803
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7
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
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8
An integrated CVaR and real options approach to investments in the energy sector
Fortin, Ines
;
Fuss, Sabine
;
Hlouskova, Jaroslava
; …
-
2007
Persistent link: https://www.econbiz.de/10003510413
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9
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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10
Selection of the right risk measures for portfolio allocation
Nguyen, Thanh
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
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