//--> //--> //--> //-->
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:"Welzel, Peter"
subject:"Derivat"
~person:"Fabozzi, Frank J."
~person:"Girard, Stéphane"
~subject:"Statistische Verteilung"
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:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Statistische Verteilung
Risikomanagement
65
Risk management
62
Portfolio selection
37
Portfolio-Management
37
Theorie
30
Theory
30
Risiko
15
Risk
15
Credit risk
14
Kreditrisiko
14
Derivative
12
Hedging
12
Risikomaß
12
Risk measure
12
Statistical distribution
10
CAPM
7
Ausreißer
6
Measurement
6
Messung
6
Outliers
6
risk management
6
Anleihe
5
Asset-liability management
5
Bilanzstrukturmanagement
5
Bond
5
Estimation theory
5
Extrapolation
5
Finanzmathematik
5
Heavy tails
5
Schätztheorie
5
Volatility
5
Volatilität
5
Bank risk
4
Bankrisiko
4
Capital income
4
Estimation
4
Finanzanalyse
4
Interest rate risk
4
more ...
less ...
Online availability
All
Undetermined
9
Free
7
Type of publication
All
Book / Working Paper
12
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Handbook
2
Handbuch
2
more ...
less ...
Language
All
English
19
German
3
Author
All
Welzel, Peter
Fabozzi, Frank J.
Girard, Stéphane
Broll, Udo
15
Rudolph, Bernd
11
Härdle, Wolfgang
10
Bodnar, Gordon M.
8
Deutsch, Hans-Peter
8
Eller, Roland
8
Gebhardt, Günther
8
Schäfer, Klaus
8
Stoja, Evarist
8
Bloss, Michael
7
Hammoudeh, Shawkat
7
Mao, Tiantian
7
Polanski, Arnold
7
Dempsey, Michael
6
Kavussanos, Manolis G.
6
Korn, Olaf
6
Pelizzon, Loriana
6
Račev, Svetlozar T.
6
Visvikis, Ilias D.
6
Bartram, Söhnke M.
5
Brigo, Damiano
5
Chance, Don M.
5
Chorafas, Dimitris N.
5
Daouia, Abdelaati
5
Escanciano, Juan Carlos
5
Mußhoff, Oliver
5
Prokopczuk, Marcel
5
Schweimayer, Gerhard
5
Shiller, Robert J.
5
Smith, Clifford W.
5
Stupfler, Gilles
5
Sörensen, Daniel
5
Tan, Ken Seng
5
Berg, Ernst
4
Blasberg, Alexander
4
Bolton, Patrick
4
Chen, Ying
4
more ...
less ...
Institution
All
Universität Augsburg / Institut für Volkswirtschaftslehre
3
Published in...
All
Working papers / TSE : WP
4
The Frank J. Fabozzi series
3
Volkswirtschaftliche Diskussionsreihe
3
Schmalenbach business review : sbr
2
Economics and business review
1
International journal of finance & economics : IJFE
1
Journal of econometrics
1
Journal of empirical finance
1
The journal of derivatives : JOD
1
The journal of portfolio management : a publication of Institutional Investor
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
2
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
6
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
7
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
8
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
9
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->