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Schätzung
Portfolio-Management
44,043
Portfolio selection
43,699
Theorie
43,659
Theory
42,962
Risikomanagement
35,056
Risk management
33,991
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14,803
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14,344
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11,512
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10,661
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10,219
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10,172
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9,767
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9,489
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9,331
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5,582
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5,557
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5,384
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5,241
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Caporale, Guglielmo Maria
60
McAleer, Michael
56
Gil-Alaña, Luis A.
43
Memmel, Christoph
32
Zaremba, Adam
27
Belke, Ansgar
26
Härdle, Wolfgang
26
Engle, Robert F.
25
Todorov, Viktor
24
Asai, Manabu
23
Mumtaz, Haroon
23
Bollerslev, Tim
21
Guidolin, Massimo
20
Jordà, Òscar
19
Lo, Andrew W.
19
Gupta, Rangan
18
Ammann, Manuel
17
Chan, Joshua
17
Maurer, Raimond
17
Campbell, John Y.
16
Caporin, Massimiliano
16
Fabozzi, Frank J.
16
Kang, Sang Hoon
16
Rosenberg, Joshua V.
16
Taylor, Alan M.
16
Christoffersen, Peter F.
15
Craig, Ben R.
15
Herwartz, Helmut
15
Korn, Olaf
15
Mensi, Walid
15
Schularick, Moritz
15
Tauchen, George Eugene
15
Timmermann, Allan
15
Pfingsten, Andreas
14
Pierdzioch, Christian
14
Santa-Clara, Pedro
14
Satchell, Stephen
14
Xuan Vinh Vo
14
Chang, Tsangyao
13
Hammoudeh, Shawkat
13
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National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Weltwirtschaft
8
Springer Fachmedien Wiesbaden
6
Eric Cuvillier <Firma>
5
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
Nationalekonomiska Institutionen <Lund>
4
Universität Mannheim
4
Verlag Dr. Kovač
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve System / Board of Governors
3
Goethe-Universität Frankfurt am Main
3
International Center for Financial Asset Management and Engineering
3
Queen Mary College / Department of Economics
3
Shaker Verlag
3
Technische Universität Braunschweig
3
Centre for Economic Policy Research
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Ekonomiska forskningsinstitutet <Stockholm>
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INSEAD-Wharton Alliance Center for Global Research & Development
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Internationaler Währungsfonds / Research Department
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
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University of Chicago / Center for Research in Security Prices
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University of Strathclyde / Department of Economics
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University of Toronto / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
2
École des Hautes Études Commerciales <Lausanne>
2
Österreichisches Institut für Wirtschaftsforschung
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Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
Business Information Centre <Toronto>
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
1
ESCP-EAP European School of Management
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Erasmus Research Institute of Management
1
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Journal of banking & finance
123
Applied economics
104
Working paper / National Bureau of Economic Research, Inc.
99
NBER working paper series
89
Finance research letters
87
International review of economics & finance : IREF
78
Economic modelling
77
Journal of empirical finance
74
International review of financial analysis
73
The journal of futures markets
71
NBER Working Paper
70
Journal of financial economics
68
Journal of econometrics
67
Working paper
63
Applied financial economics
61
Discussion paper / Centre for Economic Policy Research
61
The North American journal of economics and finance : a journal of financial economics studies
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Applied economics letters
51
Energy economics
47
Journal of international money and finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Discussion paper / Tinbergen Institute
41
Economics letters
41
Journal of international financial markets, institutions & money
41
The European journal of finance
41
CESifo working papers
40
Finance and economics discussion series
40
Research in international business and finance
39
Research paper series / Swiss Finance Institute
39
The journal of finance : the journal of the American Finance Association
38
Discussion paper
36
Journal of economic dynamics & control
36
Journal of risk and financial management : JRFM
36
Pacific-Basin finance journal
36
Discussion papers / CEPR
34
Quantitative finance
31
Review of quantitative finance and accounting
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Econometric reviews
30
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ECONIS (ZBW)
8,071
EconStor
176
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
1
ArchiDok
1
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1
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:
2
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
3
Hedging
interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
4
Interest rate risk estimation : a new duration-based approach
Bajo, Emanuele
;
Barbi, Massimiliano
;
Hullier, David
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2697-2704
Persistent link: https://www.econbiz.de/10010189364
Saved in:
5
Hedging
mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
6
Essays on interest rate risk in life insurance
Holder, Stefan Georg
-
2013
Persistent link: https://www.econbiz.de/10010351212
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
8
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
9
Risikomanagement
von Struktureffekten im Bankgeschäft : eine empirische Analyse für die Schweiz
Kauth, Simon Thomas
-
1997
Persistent link: https://www.econbiz.de/10014267929
Saved in:
10
Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.
;
Tilman, Leo M.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 249-266)
.
2006
Persistent link: https://www.econbiz.de/10003280215
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