//--> //--> //--> //-->
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
isPartOf:"Journal of risk"
~subject:"Financial services"
~subject:"Mathematische Optimierung"
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
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Financial services
Mathematische Optimierung
Portfolio-Management
105
Portfolio selection
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
39
Theory
39
Risiko
23
Risk
23
Estimation
18
Schätzung
18
Credit risk
14
Kreditrisiko
14
Measurement
14
Messung
14
Estimation theory
13
Schätztheorie
13
Capital income
12
Kapitaleinkommen
12
Original research
11
ARCH model
10
ARCH-Modell
10
risk management
10
CAPM
8
Finanzdienstleistung
8
Hedging
8
Volatility
8
Volatilität
8
Multivariate Verteilung
7
Multivariate distribution
7
Statistical distribution
7
Statistische Verteilung
7
portfolio optimization
7
value-at-risk (VaR)
7
Basel Accord
6
Basler Akkord
6
Mathematical programming
6
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Kwon, Roy H.
2
Baule, Rainer
1
Belles-Sampera, Jaume
1
Bender, Micha
1
Boeve, Rolf
1
Butler, Andrew
1
Ceretta, Paulo Sergio
1
Chen, Wei
1
Costa, Giorgio
1
Guillén, Montserrat
1
Hesse, Frederik
1
Hong, KiHoon
1
Jakobsons, Edgars
1
Jarrow, Robert A.
1
Kshatriya, Saranya
1
Maciag, Jakob
1
Panz, Sven
1
Pedescu, Mirela
1
Pfingsten, Andreas
1
Prasanna, Krishna
1
Righi, Marcelo Brutti
1
Santolino, Miguel
1
Silva, Felipe Bastos Gurgel
1
Skoglund, Jimmy
1
Staum, Jeremy
1
Wilkens, Sascha
1
more ...
less ...
Published in...
All
Journal of risk
European journal of operational research : EJOR
120
Finance and stochastics
30
International journal of theoretical and applied finance
30
Quantitative finance
29
Computational economics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Journal of banking & finance
24
Research paper series / Swiss Finance Institute
24
Insurance / Mathematics & economics
23
Finance research letters
22
Mathematics and financial economics
21
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Swiss Finance Institute Research Paper
18
Journal of mathematical finance
16
OR spectrum : quantitative approaches in management
16
Risks : open access journal
16
Operations research
15
Operations research letters
15
Computational Management Science : CMS
14
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Omega : the international journal of management science
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Mathematics of operations research
12
Economic modelling
11
INFOR : information systems and operational research
11
Journal of risk and financial management : JRFM
11
The European journal of finance
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of risk management in financial institutions
9
Journal of the Operational Research Society : OR
9
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
2
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
3
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
4
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
5
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
6
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
7
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
8
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
9
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
10
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->