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~subject:"Risk measure"
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Risk measure
Portfolio-Management
43,807
Portfolio selection
43,463
Theorie
19,685
Theory
19,453
Performance measurement
15,097
Performance-Messung
14,285
Kapitaleinkommen
7,090
Capital income
7,077
Anlageverhalten
5,465
Behavioural finance
5,366
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4,606
Risk
4,591
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4,309
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4,238
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3,872
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3,837
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3,736
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3,731
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3,627
Risk management
3,496
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3,412
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3,078
Welt
3,066
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3,017
World
3,014
Unternehmenserfolg
2,894
Firm performance
2,873
Risikomaß
2,739
Börsenkurs
2,644
Share price
2,618
Aktienmarkt
2,543
Stock market
2,497
Hedging
2,352
Volatilität
2,189
Volatility
2,167
Deutschland
1,834
Mathematische Optimierung
1,772
Finanzanalyse
1,767
Mathematical programming
1,766
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Undetermined
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Article
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826
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7
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2,614
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95
French
4
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3
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McAleer, Michael
36
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
16
Härdle, Wolfgang
15
Rüschendorf, Ludger
15
Righi, Marcelo Brutti
14
Vanduffel, Steven
14
Vries, Casper G. de
14
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Bernard, Carole
11
Hyung, Namwon
10
Kim, Young Shin
10
Mao, Tiantian
10
Uryasev, Stan
10
Albrecht, Peter
9
Allen, David E.
9
Farkas, Walter
9
Fortin, Ines
9
Hlouskova, Jaroslava
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
Chen, Zhiping
8
Diebold, Francis X.
8
Klüppelberg, Claudia
8
Li, Duan
8
Račev, Svetlozar T.
8
Stoyanov, Stoyan V.
8
Tang, Qihe
8
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National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
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
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
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
77
European journal of operational research : EJOR
60
Journal of risk
59
Risks : open access journal
46
Finance research letters
45
Quantitative finance
37
Economic modelling
31
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
The journal of risk model validation
20
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
Finance and stochastics
18
Operations research
17
Research in international business and finance
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
16
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
Energy 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
Operations research letters
11
Working paper
11
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ECONIS (ZBW)
2,716
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1
Asset allocation and downside risk
Barber, Joel R.
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 268-284
Persistent link: https://www.econbiz.de/10012595970
Saved in:
2
Performance Messung von Kundenportfolios im Private Banking
Baedorf, Katrin
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003973803
Saved in:
3
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
4
Evaluating portfolio performance : LPM-based risk measures and the mean-equivalence approach
Mishra, Banikanta
;
Rahman, Mahmud
-
2008
Persistent link: https://www.econbiz.de/10003764510
Saved in:
5
New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue
;
Chen, Zhiping
- In:
Asia Pacific journal of operational research : APJOR
25
(
2008
)
4
,
pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
Saved in:
6
Risk and performance attribution
Barber, Joel R.
- In:
Investment management and financial innovations
7
(
2010
)
3
,
pp. 22-28
Persistent link: https://www.econbiz.de/10008841308
Saved in:
7
Quantile maximizing safety-first investors : separation, performance measurement and capital market equilibrium
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578723
Saved in:
8
Portfolio optimization strategies : performance evaluation with respect to different objectives
Bugar, Gyöngyi
;
Uzsoki, Máté
- In:
Journal of transnational management : the official …
16
(
2011
)
3
,
pp. 135-148
Persistent link: https://www.econbiz.de/10009380045
Saved in:
9
Fundamentalrisiken und Aktienrenditen : auch hier gilt, mit weniger Risiko zu einer besseren Performance
Walkshäusl, Christian
- In:
Corporate finance / Biz
4
(
2013
)
3
,
pp. 119-123
Persistent link: https://www.econbiz.de/10009727902
Saved in:
10
A variational derivation of risk-adjusted performance measures
Xiang, George
;
Liu, Jiangyang
;
Wang, Qi
- In:
Journal of risk
15
(
2012/13
)
2
,
pp. 45-58
Persistent link: https://www.econbiz.de/10009692940
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