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person:"Engelmann, Bernd"
subject:"Kreditrisiko"
~person:"Fabozzi, Frank J."
~subject:"Portfolio selection"
~type:"article"
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Kreditrisiko
Portfolio selection
Risk management
32
Risikomanagement
31
Portfolio-Management
19
Theorie
16
Theory
16
Credit risk
9
Risiko
9
Risk
9
Anleihe
5
Bond
5
Estimation
4
Risikomaß
4
Risk measure
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Schätzung
4
Bank lending
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CAPM
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Derivat
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Derivative
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Hedging
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Kreditgeschäft
3
Risikoprämie
3
Risk premium
3
Volatility
3
Volatilität
3
risk management
3
Capital income
2
Currency derivative
2
Exchange rate risk
2
Financial services
2
Finanzdienstleistung
2
Forecasting model
2
Investitionsrisiko
2
Investment risk
2
Kapitaleinkommen
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Machine learning
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Option trading
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English
25
German
2
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Engelmann, Bernd
Fabozzi, Frank J.
Wang, Ruodu
14
Hammoudeh, Shawkat
12
Rösch, Daniel
11
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Alexander, Gordon J.
8
Broll, Udo
8
Härdle, Wolfgang
8
Jacobs, Michael <Jr.>
8
Mao, Tiantian
8
Righi, Marcelo Brutti
8
Schuermann, Til
8
Van Vuuren, Gary
8
Arora, Anju
7
Baptista, Alexandre M.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Tan, Ken Seng
7
Yang, Fan
7
Kakushadze, Zura
6
Račev, Svetlozar T.
6
Rüschendorf, Ludger
6
Schulte-Mattler, Hermann
6
Zhu, Shushang
6
Andreeva, Galina
5
Cai, Jun
5
Chen, An
5
Chen, Wei
5
Chen, Zhiping
5
Crook, Jonathan N.
5
Gleißner, Werner
5
Godin, Frédéric
5
Hamerle, Alfred
5
Li, Duan
5
McAleer, Michael
5
Mensi, Walid
5
Mitra, Sovan
5
Overbeck, Ludger
5
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The Basel II risk parameters : estimation, validation, stress testing ; with applications to loan risk management
2
The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
Valuation, financial modeling, and quantitative tools
2
Applied economics
1
Applied financial economics letters
1
Approaches to enterprise risk management
1
Die Bank
1
European journal of operational research : EJOR
1
Financial markets and instruments
1
Handbuch Treasury : ganzheitliche Risikosteuerung in Finanzinstituten
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Investment management and financial management
1
Journal of empirical finance
1
Journal of financial engineering
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The theory and practice of investment management
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ECONIS (ZBW)
27
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1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
4
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
5
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
6
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
9
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
10
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
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