//--> //--> //--> //-->
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:"Financial crisis"
type:"article"
~person:"Summer, Martin"
~person:"Zhu, Shushang"
~subject:"Portfolio-Management"
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
Financial crisis
Portfolio-Management
Risikomanagement
14
Risk management
14
Portfolio selection
8
Theorie
8
Theory
8
Credit risk
5
Finanzkrise
5
Kreditrisiko
5
Risikomaß
5
Risk measure
5
Risiko
4
Risk
4
Bankenaufsicht
3
Banking supervision
3
Austria
2
Bank risk
2
Bankrisiko
2
Financial market
2
Financial services
2
Finanzdienstleistung
2
Finanzmarkt
2
Scenario analysis
2
Stress test
2
Stresstest
2
Systemic risk
2
Systemrisiko
2
Szenariotechnik
2
financial stability
2
risk management
2
systemic risk
2
Österreich
2
Allgemeines Gleichgewicht
1
Bank
1
Bank regulation
1
Bankenregulierung
1
Bankgeschäft
1
Banking services
1
Bankruptcy
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
11
German
1
Author
All
Summer, Martin
Zhu, Shushang
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Alexander, Gordon J.
8
Jacobs, Michael <Jr.>
8
Mao, Tiantian
8
Righi, Marcelo Brutti
8
Baptista, Alexandre M.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Tan, Ken Seng
7
Yang, Fan
7
Härdle, Wolfgang
6
Kakushadze, Zura
6
McAleer, Michael
6
Tiwari, Aviral Kumar
6
Ashby, Simon
5
Bernard, Carole
5
Chen, An
5
Chen, Zhiping
5
Diebold, Francis X.
5
Ghorbel, Ahmed
5
Godin, Frédéric
5
Kritzman, Mark
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Pérez Amaral, Teodosio
5
Reboredo, Juan Carlos
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Saunders, Anthony
5
Van Vuuren, Gary
5
Weiß, Gregor
5
Zenios, Stauros Andrea
5
more ...
less ...
Published in...
All
Journal of banking & finance
3
The journal of computational finance
2
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Financial stability report
1
Finanzmarktstabilitätsbericht
1
Journal of risk
1
Stress-testing the banking system : methodologies and applications
1
The journal of investment strategies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
2
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
3
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
4
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
5
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
6
Stress test robustness : recent advances and open problems
Breuer, Thomas
;
Summer, Martin
- In:
Financial stability report
25
(
2013
),
pp. 74-86
Persistent link: https://www.econbiz.de/10010356052
Saved in:
7
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
8
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Breuer, Thomas
;
Jandačka, Martin
;
Rheinberger, Klaus
; …
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 703-712
Persistent link: https://www.econbiz.de/10003966039
Saved in:
9
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
10
An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)
Boss, Michael
;
Krenn, Gerald
;
Puhr, Claus
;
Summer, Martin
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 202-237)
.
2009
Persistent link: https://www.econbiz.de/10003906143
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->