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Risikomaß
Risk
44,347
Risiko
43,912
Portfolio-Management
43,792
Portfolio selection
43,448
Theorie
36,955
Theory
36,420
Risikomanagement
9,536
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9,199
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9,040
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9,022
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7,087
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6,931
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6,885
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6,740
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6,601
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6,346
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6,079
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6,001
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5,818
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5,706
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5,348
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5,023
Volatility
4,995
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4,515
risk
4,494
Share price
4,464
Investmentfonds
4,000
Kapitalanlage
3,972
Investment Fund
3,929
Financial investment
3,666
Aktienmarkt
3,641
Stock market
3,596
Entscheidung unter Unsicherheit
3,588
Decision under uncertainty
3,585
Prognoseverfahren
2,988
Forecasting model
2,955
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2,916
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McAleer, Michael
100
Allen, David E.
44
Wang, Ruodu
44
Härdle, Wolfgang
39
Stoja, Evarist
37
Fabozzi, Frank J.
32
Pérez Amaral, Teodosio
32
Daníelsson, Jón
29
Hammoudeh, Shawkat
29
Chang, Chia-Lin
28
Vanduffel, Steven
28
Dowd, Kevin
27
Polanski, Arnold
27
Vries, Casper G. de
27
Powell, Robert
24
Jiménez-Martín, Juan-Ángel
23
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Caporin, Massimiliano
22
Embrechts, Paul
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Albrecht, Peter
21
Huschens, Stefan
21
Dhaene, Jan
20
Giot, Pierre
20
Paolella, Marc S.
20
Wied, Dominik
20
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Boonen, Tim J.
17
Lucas, André
17
Mao, Tiantian
17
Schienle, Melanie
17
Tsanakas, Andreas
17
Chlebus, Marcin
16
Gouriéroux, Christian
16
Kratz, Marie
16
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National Bureau of Economic Research
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8
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7
Basel Committee on Banking Supervision
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer-Verlag GmbH
4
University of Canterbury / Dept. of Economics and Finance
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Friedrich-Schiller-Universität Jena
3
Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
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International Center for Financial Asset Management and Engineering
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National Centre of Competence in Research North South <Bern>
2
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Universität Konstanz
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Verlag Dr. Kovač
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1
Federal Reserve Bank of St. Louis
1
Frankfurt School Verlag GmbH
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
Harvard Institute for International Development
1
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Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Finance research letters
109
Risks : open access journal
108
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working paper
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
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ECONIS (ZBW)
7,454
EconStor
65
USB Cologne (business full texts)
25
USB Cologne (EcoSocSci)
13
OLC EcoSci
3
BASE
1
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1
Aumann-Serrano index of
risk
in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
Saved in:
2
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:
3
Dynamic portfolio choice when
risk
is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
Saved in:
4
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
5
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh
;
Zenios, Stauros Andrea
-
2016
-
Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
Saved in:
6
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Saved in:
7
Risk
shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman
;
Eshghi, Kourosh
;
Bahramgiri, Mohsen
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011477376
Saved in:
8
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
9
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Saved in:
10
ExpectHill estimation, extreme
risk
and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
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