//--> //--> //--> //-->
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:"Risk"
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
Mean and covariance matrix ada...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk
Portfolio-Management
43,666
Portfolio selection
43,649
Theorie
20,689
Theory
20,660
Risikomaß
7,523
Risk measure
7,501
Kapitaleinkommen
7,177
Capital income
7,175
Risiko
5,616
Anlageverhalten
5,393
Behavioural finance
5,369
Risikomanagement
4,836
Risk management
4,633
CAPM
3,898
Investmentfonds
3,784
Investment Fund
3,751
Schätzung
3,608
Estimation
3,599
Kapitalanlage
3,583
Financial investment
3,439
USA
3,323
United States
3,286
Welt
3,107
World
3,103
Volatility
2,868
Volatilität
2,866
Börsenkurs
2,828
Share price
2,816
Aktienmarkt
2,730
Stock market
2,687
Hedging
2,381
Kreditrisiko
2,096
Prognoseverfahren
2,055
Credit risk
2,054
Forecasting model
2,050
Mathematische Optimierung
1,949
Mathematical programming
1,947
Stochastischer Prozess
1,847
Stochastic process
1,842
more ...
less ...
Online availability
All
Free
1,967
Undetermined
1,914
Type of publication
All
Article
3,494
Book / Working Paper
2,155
Journal
7
Type of publication (narrower categories)
All
Article in journal
3,262
Aufsatz in Zeitschrift
3,262
Graue Literatur
708
Non-commercial literature
708
Arbeitspapier
667
Working Paper
667
Aufsatz im Buch
190
Book section
190
Hochschulschrift
117
Thesis
87
Collection of articles of several authors
23
Sammelwerk
23
Aufsatzsammlung
19
Collection of articles written by one author
15
Sammlung
15
Conference paper
13
Konferenzbeitrag
13
Bibliografie enthalten
11
Bibliography included
11
Konferenzschrift
9
Conference proceedings
5
Forschungsbericht
4
Lehrbuch
4
Textbook
4
Handbook
3
Handbuch
3
Reprint
3
Amtsdruckschrift
2
Bibliografie
2
Government document
2
Guidebook
2
Mikroform
2
Ratgeber
2
Accompanied by computer file
1
Bibliographie
1
Case study
1
Elektronischer Datenträger als Beilage
1
Fallstudie
1
Festschrift
1
Glossar enthalten
1
more ...
less ...
Language
All
English
5,479
German
152
Undetermined
12
Polish
6
French
5
Dutch
2
Italian
1
Spanish
1
Swedish
1
more ...
less ...
Author
All
Wang, Ruodu
35
Stoja, Evarist
25
Fabozzi, Frank J.
22
Rosazza Gianin, Emanuela
22
Kelly, Bryan T.
20
Righi, Marcelo Brutti
20
Gollier, Christian
18
Engle, Robert F.
17
Maurer, Raimond
17
Polanski, Arnold
16
Bali, Turan G.
15
Cai, Jun
15
Giglio, Stefano
15
Mao, Tiantian
15
Furman, Edward
14
Laeven, Roger J. A.
14
Liu, Haiyan
14
Vanduffel, Steven
14
Wong, Wing Keung
14
Daníelsson, Jón
13
Bellini, Fabio
12
Dhaene, Jan
12
Embrechts, Paul
12
Guidolin, Massimo
12
Huang, Xiaoxia
12
Rüschendorf, Ludger
12
Satchell, Stephen
12
Albrecht, Peter
11
Brandtner, Mario
11
Eeckhoudt, Louis R.
11
Bignozzi, Valeria
10
Cheung, Ka Chun
10
Csóka, Péter
10
Denuit, Michel
10
Diebold, Francis X.
10
Dowd, Kevin
10
Härdle, Wolfgang
10
Kakushadze, Zura
10
Ludvigson, Sydney C.
10
Madan, Dilip B.
10
more ...
less ...
Institution
All
National Bureau of Economic Research
57
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Federal Reserve Bank of New York
3
Bank für Internationalen Zahlungsausgleich
2
EconWPA
2
Institute of Finance and Accounting <London>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
1
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Bank of Canada
1
Basel Committee on Banking Supervision
1
CRC Press LLC.
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Department of Agribusiness and Applied Economics, North Dakota State University
1
Deutschland / Bundesamt für Bauwesen und Raumordnung
1
Edward Elgar Publishing
1
European University Institute / Department of Economics
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Federal Reserve System / Division of Research and Statistics
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Technische Universität Chemnitz
1
Technische Universität Chemnitz-Zwickau / Fakultät für Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
University of Wisconsin-Madison
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Mannheim
1
Wharton School
1
World Bank Group
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
171
Finance research letters
106
European journal of operational research : EJOR
97
Journal of banking & finance
92
Risks : open access journal
80
NBER working paper series
57
International review of financial analysis
56
International review of economics & finance : IREF
44
Quantitative finance
41
NBER Working Paper
40
Journal of empirical finance
39
The journal of asset management
39
Economic modelling
38
The North American journal of economics and finance : a journal of financial economics studies
38
Finance and stochastics
37
Journal of financial economics
37
Applied economics
36
Energy economics
33
Working paper / National Bureau of Economic Research, Inc.
33
Journal of risk
32
Discussion paper / Tinbergen Institute
31
International journal of theoretical and applied finance
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Scandinavian actuarial journal
31
Mathematics and financial economics
29
Journal of economic dynamics & control
28
The journal of portfolio management : a publication of Institutional Investor
28
Discussion papers / CEPR
27
Research paper series / Swiss Finance Institute
27
Economics letters
26
Journal of risk and financial management : JRFM
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
24
The European journal of finance
24
Discussion paper / Centre for Economic Policy Research
23
Applied economics letters
20
Journal of risk management in financial institutions
20
Pacific-Basin finance journal
20
Discussion paper
19
more ...
less ...
Source
All
ECONIS (ZBW)
5,639
RePEc
14
BASE
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
5,656
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
2
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
3
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
4
Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Harlow, W. V.
;
Brown, Keith C.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
Saved in:
5
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
6
Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir
;
Ulchenkov, Arseniy
;
Islamov, Rustam
- In:
Computational economics
49
(
2017
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
Saved in:
7
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.
;
Makov, U.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 307-320
Persistent link: https://www.econbiz.de/10009155400
Saved in:
8
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
9
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
10
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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...
//-->