//--> //--> //-->
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
subject:"Farm Management"
subject:"Risk Management"
~person:"Alexander, Gordon J."
~subject:"Basler Akkord"
~subject:"Portfolio selection"
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
Farm Management
Risk Management
Basler Akkord
Portfolio selection
Risk management
10
Risikomanagement
8
Portfolio-Management
7
Theorie
6
Theory
6
Risikomaß
4
Risk measure
4
Bank regulation
3
Tail risk
3
Bankenregulierung
2
Basel Accord
2
Basel framework
2
Benchmarking
2
Bank risk
1
Bankrisiko
1
CAPM
1
Credit risk
1
Financial crisis
1
Financial institutions
1
Financial intermediation
1
Finanzintermediation
1
Kreditrisiko
1
Regulation
1
conditional value-at-risk (CVaR)
1
portfolio choice
1
risk management
1
value-at-risk (VaR)
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Alexander, Gordon J.
Fabozzi, Frank J.
32
Wang, Ruodu
20
Diebold, Francis X.
17
McAleer, Michael
16
Schuermann, Til
14
Hammoudeh, Shawkat
13
Eller, Roland
12
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
Pelizzon, Loriana
11
Ratnovski, Lev
11
Račev, Svetlozar T.
11
Satchell, Stephen
11
Kakushadze, Zura
10
Pérez Amaral, Teodosio
10
Righi, Marcelo Brutti
10
Roncalli, Thierry
10
Scherer, Bernd
10
Schulte-Mattler, Hermann
10
Skoglund, Jimmy
10
Csóka, Péter
9
Gantenbein, Pascal
9
Herwany, Aldrin
9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Mao, Tiantian
9
Migueis, Marco
9
Rösch, Daniel
9
Tan, Ken Seng
9
Till, Hilary
9
Chen, Wei
8
Chorafas, Dimitris N.
8
Christoffersen, Peter F.
8
Embrechts, Paul
8
Engle, Robert F.
8
Entrop, Oliver
8
Farkas, Walter
8
Febrian, Erie
8
more ...
less ...
Published in...
All
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
2
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
3
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
4
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
5
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
Saved in:
6
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
7
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of monetary economics
53
(
2006
)
7
,
pp. 1631-1660
Persistent link: https://www.econbiz.de/10003381921
Saved in:
8
Portfolio selection with a drawdown constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3171-3189
Persistent link: https://www.econbiz.de/10003386441
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->