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Option valuation, optimization...
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Risikomaß
Portfolio-Management
44,150
Portfolio selection
43,806
Theorie
24,999
Theory
24,624
Optionspreistheorie
14,815
Option pricing theory
14,356
Kapitaleinkommen
7,619
Capital income
7,605
Volatilität
7,299
Volatility
7,207
Index
6,092
Anlageverhalten
5,814
Behavioural finance
5,716
Index number
5,690
USA
5,459
Risiko
5,425
Risk
5,399
United States
5,318
CAPM
4,821
Schätzung
4,759
Welt
4,705
Estimation
4,677
World
4,630
Stochastischer Prozess
4,546
Stochastic process
4,483
Rohstoffderivat
4,369
Commodity derivative
4,348
Derivat
4,346
Derivative
4,340
Risikomanagement
4,101
Hedging
3,983
Investmentfonds
3,886
Risk management
3,826
Investment Fund
3,822
Kapitalanlage
3,749
Börsenkurs
3,711
Share price
3,668
Financial investment
3,521
Optionsgeschäft
3,149
Option trading
3,121
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Undetermined
1,059
Free
859
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Article
2,030
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917
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1,880
Aufsatz in Zeitschrift
1,880
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365
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352
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339
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132
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132
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92
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70
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18
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14
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12
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12
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11
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8
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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English
2,837
German
104
French
4
Italian
2
Spanish
1
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McAleer, Michael
42
Hammoudeh, Shawkat
24
Wang, Ruodu
24
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
18
Fabozzi, Frank J.
16
Härdle, Wolfgang
16
Vries, Casper G. de
16
Righi, Marcelo Brutti
15
Rüschendorf, Ludger
15
Vanduffel, Steven
14
Brandtner, Mario
12
Chang, Chia-Lin
12
Hyung, Namwon
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Bernard, Carole
11
Fortin, Ines
11
Hlouskova, Jaroslava
11
Kim, Young Shin
11
Tiwari, Aviral Kumar
11
Albrecht, Peter
10
Allen, David E.
10
Mao, Tiantian
10
Uryasev, Stan
10
Cai, Jun
9
Farkas, Walter
9
Giot, Pierre
9
Kang, Sang Hoon
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Nguyen, Duc Khuong
9
Račev, Svetlozar T.
9
Rengifo, Erick W.
9
Weigert, Florian
9
Zhu, Shushang
9
Bellini, Fabio
8
Daníelsson, Jón
8
Diebold, Francis X.
8
Huschens, Stefan
8
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National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Hochschule für Angewandte Wissenschaften <Amberg
1
Melbourne Business School
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Universität Augsburg
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
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Insurance / Mathematics & economics
105
Journal of banking & finance
85
European journal of operational research : EJOR
62
Journal of risk
59
Finance research letters
56
Risks : open access journal
48
Quantitative finance
41
International review of financial analysis
33
Economic modelling
32
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk and financial management : JRFM
29
Applied economics
26
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
25
Energy economics
23
The journal of risk model validation
22
Computational economics
21
Journal of empirical finance
21
The European journal of finance
21
Journal of economic dynamics & control
20
Research paper series / Swiss Finance Institute
20
Research in international business and finance
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Operations research
17
International journal of forecasting
16
The journal of asset management
16
Econometric Institute research papers
15
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of econometrics
14
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Mathematics and financial economics
12
The journal of credit risk : published quarterly by Incisive Media
12
Insurance : mathematics and economics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematics of operations research
11
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Source
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ECONIS (ZBW)
2,926
EconStor
13
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
BASE
1
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1
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
2
Multi-period VaR-constrained portfolio optimization with applications to the electric power sector
Kleindorfer, Paul R.
;
Li, Lide
- In:
The energy journal
26
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002643010
Saved in:
3
Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
Saved in:
4
Commodities returns' volatility in financialization era
Handika, Rangga
;
Putra, Iswahyudi Sondi
- In:
Studies in economics and finance
34
(
2017
)
3
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011961063
Saved in:
5
Risk implications of dependence in the commodities : a copula-based analysis
Jain, Prachi
;
Maitra, Debasish
- In:
Global finance journal
57
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479135
Saved in:
6
Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets
Karagiannidis, Iordanis
;
Wilford, D. S.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 19-26
Persistent link: https://www.econbiz.de/10011498207
Saved in:
7
S&P 500
index
, an option-implied risk analysis
Barone-Adesi, Giovanni
;
Legnazzi, Chiara
;
Sala, Carlo
-
2018
classical risk measures for the S&P500
Index
. Delivering good results both at short and long time horizons, the proposed option …
Persistent link: https://www.econbiz.de/10011899623
Saved in:
8
The predictive power of value-at-risk models in commodity futures markets
Füss, Roland
;
Adams, Zeno
;
Kaiser, Dieter G.
- In:
The journal of asset management
11
(
2010/11
)
4
,
pp. 261-285
Persistent link: https://www.econbiz.de/10008728708
Saved in:
9
Heavy-tailed distribution of commodity prices and the effectiveness of VaR models
Kittiakarasakun, Jullavut
- In:
International financial markets
,
(pp. 125-137)
.
2013
Persistent link: https://www.econbiz.de/10010204758
Saved in:
10
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
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