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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Markov-Kette"
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Anlageverhalten
Portfolio-Management
Markov-Kette
Theorie
1,275
Theory
1,275
Portfolio selection
395
Risk
292
Risiko
287
Risk measure
209
Risikomaß
208
Stochastic process
204
Stochastischer Prozess
204
Risk model
181
Risikomodell
180
Risk management
179
Risikomanagement
178
Statistical distribution
158
Statistische Verteilung
158
Probability theory
124
Wahrscheinlichkeitsrechnung
124
Mortality
116
Sterblichkeit
116
Measurement
114
Messung
114
Reinsurance
103
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103
Lebensversicherung
99
Life insurance
99
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94
Prognoseverfahren
94
Multivariate Verteilung
72
Multivariate distribution
72
Capital income
66
Kapitaleinkommen
66
Volatility
61
Volatilität
61
Altersvorsorge
59
Retirement provision
59
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55
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54
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52
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English
441
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Liang, Zongxia
11
Li, Zhongfei
10
Zeng, Yan
10
Escobar, Marcos
6
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Dhaene, Jan
5
Guan, Guohui
5
Li, Danping
5
Wang, Ruodu
5
Wong, Hoi Ying
5
Zhuo, Jin
5
Chen, Ping
4
Cheung, Eric C. K.
4
Chiu, Mei Choi
4
Furman, Edward
4
Landsman, Zinoviy
4
Li, Bin
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Wei, Jiaqin
4
Weng, Chengguo
4
Wong, Bernard
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Avanzi, Benjamin
3
Cossette, Hélène
3
Denuit, Michel
3
Forsyth, Peter A.
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Jiang, Ruihong
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
Landriault, David
3
Li, Jinzhu
3
Li, Shuanming
3
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Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
395
NBER working paper series
311
Journal of banking & finance
277
Working paper / National Bureau of Economic Research, Inc.
263
NBER Working Paper
247
Journal of economic dynamics & control
239
Finance research letters
179
Finance and stochastics
171
International journal of theoretical and applied finance
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
169
The review of financial studies
143
Research paper series / Swiss Finance Institute
137
Discussion paper / Centre for Economic Policy Research
133
Economics letters
132
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Journal of financial economics
129
Mathematical methods of operations research
128
Risks : open access journal
123
The journal of finance : the journal of the American Finance Association
123
Discussion paper / Tinbergen Institute
120
Economic modelling
119
Journal of empirical finance
116
Journal of econometrics
103
Journal of economic theory
103
The journal of portfolio management : a publication of Institutional Investor
100
Computational economics
98
Swiss Finance Institute Research Paper
94
International review of economics & finance : IREF
93
The European journal of finance
93
International review of financial analysis
92
SpringerLink / Bücher
87
The North American journal of economics and finance : a journal of financial economics studies
85
Operations research letters
83
Applied economics
82
Journal of economic behavior & organization : JEBO
74
Mathematics and financial economics
74
Annals of finance
73
CESifo working papers
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ECONIS (ZBW)
441
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1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
7
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
8
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
9
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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