//--> //--> //--> //-->
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
person:"Warnock, Francis E."
~person:"Fabozzi, Frank J."
~person:"Platen, Eckhard"
~subject:"Volatilität"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Portfolio selection
113
Portfolio-Management
113
Theorie
57
Theory
57
CAPM
16
Benchmarking
13
Risikomanagement
13
Risk management
13
Risiko
12
Risk
12
Volatility
12
Welt
11
World
11
Option pricing theory
10
Optionspreistheorie
10
USA
10
United States
10
Derivat
9
Derivative
9
Risikomaß
9
Risk measure
9
Anleihe
8
Bond
8
Capital income
8
Hedging
8
Kapitaleinkommen
8
Estimation
7
Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
Aktienindex
6
Anlageverhalten
6
Behavioural finance
6
Benchmark approach
6
Börsenkurs
6
Investment Fund
6
Investmentfonds
6
Measurement
6
Messung
6
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Handbook
2
Handbuch
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
12
Author
All
Warnock, Francis E.
Fabozzi, Frank J.
Platen, Eckhard
Hammoudeh, Shawkat
13
Kang, Sang Hoon
13
Mensi, Walid
13
Escobar, Marcos
11
McAleer, Michael
8
Tiwari, Aviral Kumar
8
Wang, Yudong
7
Xuan Vinh Vo
7
Chevallier, Julien
6
Blitz, David
5
Branger, Nicole
5
Koutsokostas, Drosos
5
Papathanasiou, Spyros
5
Yoon, Seong-min
5
Aboura, Sofiane
4
Al-Jarrah, Idries Mohammad Wanas
4
Al-Yahyaee, Khamis Hamed
4
Bouri, Elie
4
Chang, Chia-Lin
4
Cheng, Yuyang
4
Clements, Adam
4
Dai, Zhifeng
4
Fakhfekh, Mohamed
4
Ghorbel, Ahmed
4
Grobys, Klaus
4
Guesmi, Khaled
4
Harris, Richard D. F.
4
Joshipura, Mayank
4
Karagozoglu, Ahmet K.
4
Kumar, Dilip
4
Liu, Zhenya
4
Ma, Feng
4
Maitra, Debasish
4
Ur Rehman, Mobeen
4
Wu, Chongfeng
4
Yousaf, Imran
4
Abakah, Emmanuel Joel Aikins
3
Ali, Shoaib
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
The journal of portfolio management : JPM
3
Applied economics
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
3
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:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Editors' introduction to the 2022 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
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
6
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
7
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
8
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
9
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
10
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->