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~subject:"Risikomaß"
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Risikomaß
Portfolio-Management
44,141
Portfolio selection
43,797
Theorie
18,971
Theory
18,759
Kapitaleinkommen
7,224
Capital income
7,211
Anlageverhalten
5,742
Behavioural finance
5,639
Risiko
4,743
Risk
4,713
Investmentfonds
4,203
Investment Fund
4,131
CAPM
3,873
Kapitalanlage
3,733
Risikomanagement
3,702
Financial investment
3,508
USA
3,462
Risk management
3,454
Hedgefonds
3,393
Hedge fund
3,373
United States
3,352
Welt
3,218
World
3,173
Schätzung
3,031
Estimation
2,974
Risk measure
2,751
Börsenkurs
2,654
Share price
2,630
Hedging
2,626
Aktienmarkt
2,574
Stock market
2,522
Volatilität
2,244
Volatility
2,220
Finanzanalyse
1,787
Finanzmarkt
1,779
Kreditrisiko
1,759
Mathematische Optimierung
1,747
Financial market
1,745
Mathematical programming
1,741
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Undetermined
1,000
Free
805
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Article
1,920
Book / Working Paper
856
Type of publication (narrower categories)
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Article in journal
1,777
Aufsatz in Zeitschrift
1,777
Graue Literatur
329
Non-commercial literature
329
Working Paper
316
Arbeitspapier
305
Aufsatz im Buch
124
Book section
124
Hochschulschrift
84
Thesis
62
Collection of articles of several authors
15
Sammelwerk
15
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12
Lehrbuch
12
Sammlung
12
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11
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11
Textbook
11
Aufsatzsammlung
8
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Ratgeber
2
Accompanied by computer file
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
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1
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English
2,667
German
102
French
5
Italian
2
Spanish
1
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McAleer, Michael
38
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
18
Fabozzi, Frank J.
16
Härdle, Wolfgang
16
Righi, Marcelo Brutti
15
Rüschendorf, Ludger
15
Vries, Casper G. de
15
Vanduffel, Steven
14
Brandtner, Mario
12
Hyung, Namwon
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Albrecht, Peter
11
Bernard, Carole
11
Fortin, Ines
11
Hlouskova, Jaroslava
11
Allen, David E.
10
Kim, Young Shin
10
Mao, Tiantian
10
Uryasev, Stan
10
Cai, Jun
9
Farkas, Walter
9
Kang, Sang Hoon
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Rengifo, Erick W.
9
Tiwari, Aviral Kumar
9
Weigert, Florian
9
Zhu, Shushang
9
Bellini, Fabio
8
Chang, Chia-Lin
8
Diebold, Francis X.
8
Huschens, Stefan
8
Klüppelberg, Claudia
8
Li, Duan
8
Račev, Svetlozar T.
8
Stoyanov, Stoyan V.
8
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National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
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
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Universität <Graz> / Institut für Finanzwirtschaft
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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Published in...
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Insurance / Mathematics & economics
105
Journal of banking & finance
78
European journal of operational research : EJOR
62
Journal of risk
58
Finance research letters
50
Risks : open access journal
46
Quantitative finance
40
Economic modelling
32
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
The journal of risk model validation
19
Research in international business and finance
18
Finance and stochastics
17
Operations research
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
International journal of forecasting
14
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Insurance : mathematics and economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
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Source
All
ECONIS (ZBW)
2,755
EconStor
11
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
3
BASE
1
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1
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Global finance journal
52
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
Saved in:
2
Hedge fund portfolio selection with modified expected shortfall
Boudt, Kris
;
Peterson, B. G.
;
Carl, P.
- In:
Computational finance and its applications III : …
,
(pp. 99-107)
.
2008
Persistent link: https://www.econbiz.de/10003713274
Saved in:
3
Schätzung des Value-at-Risk von Hedge Fund Portfolios : ein Vergleich alternativer Ansätze
Oehler, Andreas
;
Schwindler, Oliver A.
- In:
Risikomanagement für Investmentfonds und Hedge Funds - …
,
(pp. 293-314)
.
2007
Persistent link: https://www.econbiz.de/10003766786
Saved in:
4
Alternative approaches to estimating VAR for hedge fund portfolios
Bali, Turan G.
;
Gokcan, Suleyman
- In:
Intelligent hedge fund investing
,
(pp. 253-277)
.
2004
Persistent link: https://www.econbiz.de/10003286901
Saved in:
5
Value-at-Risk-Optimierung von Funds of Hedge Funds unter Berücksichtigung höherer Momente
Oehler, Andreas
;
Schiefer, Dirk
;
Schwindler, Oliver
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
9
(
2007
)
4
,
pp. 240-246
Persistent link: https://www.econbiz.de/10003442278
Saved in:
6
Systemic risk, contagion, and state-dependent sensitivities in value-at-risk estimation : evidence from hedge funds
Adams, Zeno
;
Füss, Roland
;
Gropp, Reint
-
2010
-
Working paper, this version: January 2010
Persistent link: https://www.econbiz.de/10008907354
Saved in:
7
The StressVaR : a new risk concept for extreme risk and fund allocation
Coste, Cyril
;
Douady, Raphaël
;
Zovko, Ilija I.
- In:
The journal of alternative investments
13
(
2010/11
)
3
,
pp. 10-23
Persistent link: https://www.econbiz.de/10008839728
Saved in:
8
The effect of shortfall as a risk measure for portfolios with hedge funds
Lucas, André
;
Siegmann, Adriaan Hendrik
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
1/2
,
pp. 200-226
Persistent link: https://www.econbiz.de/10003694555
Saved in:
9
Perception of risk by venture capital and private equity firms : a European perspective
Koryak, Oksana
;
Smolarski, Jan
- In:
The journal of private equity
11
(
2007/08
)
2
,
pp. 30-42
Persistent link: https://www.econbiz.de/10003673422
Saved in:
10
The value of liquidity from the hedge fund portfolio manager’s perspective
Gagnon, Martin
;
Laroche, Pierre
;
Rémillard, Bruno
- In:
The journal of alternative investments
13
(
2010/11
)
4
,
pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
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