Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Investment in Illiquid...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Portfolio-Management
44,342
Portfolio selection
43,997
Theorie
25,657
Theory
25,264
Transaction costs
10,408
Transaktionskosten
10,250
Suchtheorie
7,151
Kapitaleinkommen
7,000
Search theory
6,995
Capital income
6,989
Anlageverhalten
5,624
Behavioural finance
5,522
Risiko
4,956
Risk
4,928
USA
4,598
United States
4,470
CAPM
4,052
Schätzung
3,923
Investmentfonds
3,873
Estimation
3,837
Investment Fund
3,811
Risikomanagement
3,750
Kapitalanlage
3,728
Welt
3,570
Risk management
3,508
World
3,508
Financial investment
3,507
Börsenkurs
3,030
Share price
3,000
Risk measure
2,747
Aktienmarkt
2,736
Stock market
2,685
Hedging
2,505
Volatilität
2,479
Volatility
2,460
Deutschland
2,106
Finanzmarkt
2,051
Informationskosten
2,013
Financial market
2,010
more ...
less ...
Online availability
All
Undetermined
1,003
Free
807
Type of publication
All
Article
1,915
Book / Working Paper
855
Type of publication (narrower categories)
All
Article in journal
1,774
Aufsatz in Zeitschrift
1,774
Graue Literatur
335
Non-commercial literature
335
Working Paper
320
Arbeitspapier
309
Aufsatz im Buch
120
Book section
120
Hochschulschrift
84
Thesis
62
Collection of articles of several authors
15
Sammelwerk
15
Collection of articles written by one author
13
Sammlung
13
Lehrbuch
12
Conference paper
11
Konferenzbeitrag
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
Guidebook
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,666
German
98
French
4
Italian
2
Spanish
1
Author
All
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
Vanduffel, Steven
14
Vries, Casper G. de
14
Brandtner, Mario
12
Hyung, Namwon
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Bernard, Carole
11
Fortin, Ines
11
Hlouskova, Jaroslava
11
Albrecht, Peter
10
Allen, David E.
10
Kim, Young Shin
10
Mao, Tiantian
10
Uryasev, Stan
10
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
Cai, Jun
8
Chang, Chia-Lin
8
Consigli, Giorgio
8
Diebold, Francis X.
8
Huschens, Stefan
8
Klüppelberg, Claudia
8
Li, Duan
8
Račev, Svetlozar T.
8
more ...
less ...
Institution
All
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 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
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
62
Journal of risk
57
Finance research letters
51
Risks : open access journal
46
Quantitative finance
40
International review of financial analysis
32
Economic modelling
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
Computational economics
20
Journal of economic dynamics & control
20
The journal of risk model validation
20
Journal of empirical finance
19
The European journal of finance
19
Finance and stochastics
18
Research in international business and finance
18
Research paper series / Swiss Finance Institute
18
Operations research
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
The journal of credit risk : published quarterly by Incisive Media
12
Working paper
12
Energy economics
11
Insurance : mathematics and economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
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
more ...
less ...
Source
All
ECONIS (ZBW)
2,751
EconStor
11
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
BASE
1
Showing
1
-
10
of
2,770
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
2
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
3
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.
;
Navarro, Nicole
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
Saved in:
4
Scaled and stable mean-variance-EVaR portfolio selection strategy with proportional transaction costs
Mills, Ebenezer Atta
;
Yu, Bo
;
Yu, Jie
- In:
Journal of business economics and management
18
(
2017
)
4
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011780733
Saved in:
5
Optimal stopping under probability distortions
Belomestny, Denis
;
Krätschmer, Volker
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Saved in:
6
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
7
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:
8
A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Mu, Da-Ren
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 872-878
Persistent link: https://www.econbiz.de/10011386345
Saved in:
9
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
10
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
