//--> //--> //-->
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:"Germany"
subject:"Portfolio-Management"
~person:"Chen, Zhiping"
~person:"Račev, Svetlozar T."
~type:"article"
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
Germany
Portfolio-Management
Risk management
16
Risikomanagement
15
Theorie
12
Theory
12
Portfolio selection
9
Risikomaß
7
Risk measure
7
Risiko
6
Risk
6
Credit risk
3
Kreditrisiko
3
Measurement
3
Messung
3
Statistical distribution
3
Statistische Verteilung
3
Generalized convex multi-period risk measure
2
Investment analysis
2
Multi-period investment decision
2
Multi-period risk measure
2
Scenario tree generation approach
2
Scenarios
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Basel Accord
1
Basler Akkord
1
Consumer goods industry
1
Derivat
1
Derivative
1
Deutschland
1
Disaster
1
Distributionally robust optimization
1
Dynamic portfolio selection
1
Dynamic programming
1
Dynamische Optimierung
1
Electric power industry
1
Elektrizitätswirtschaft
1
Elementarschadenversicherung
1
Energiehandel
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
2
Book section
2
Language
All
English
10
Author
All
Chen, Zhiping
Račev, Svetlozar T.
Gleißner, Werner
19
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Helfer, Michael
11
Henschel, Thomas
11
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Mao, Tiantian
8
Ullrich, Walter
8
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Härdle, Wolfgang
7
Lück, Wolfgang
7
Ramke, Thomas
7
Righi, Marcelo Brutti
7
Schulte-Mattler, Hermann
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Broll, Udo
6
Kajüter, Peter
6
Kakushadze, Zura
6
Mußhoff, Oliver
6
Romeike, Frank
6
Schneider, Andreas
6
Theuvsen, Ludwig
6
Zhu, Shushang
6
Becker, Axel
5
Chen, An
5
Godin, Frédéric
5
Hamerle, Alfred
5
Hölscher, Reinhold
5
Jacobs, Michael <Jr.>
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
more ...
less ...
Published in...
All
China finance review international
1
Energy economics
1
European journal of operational research : EJOR
1
Handbook of heavy tailed distributions in finance
1
IMA journal of management mathematics
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of banking & finance
1
Journal of empirical finance
1
Risk assessment : decisions in banking and finance
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
2
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
3
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : an official journal of the Spanish Society of …
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
4
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
5
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
6
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
7
Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping
;
Wang, Yi
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2667-2673
Persistent link: https://www.econbiz.de/10003796150
Saved in:
8
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
9
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
10
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->