//--> //--> //--> //-->
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:"Innovation"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Portfolio selection"
~subject:"USA"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Innovation
Portfolio selection
USA
Theorie
33
Theory
33
Estimation
11
Schätzung
11
Portfolio-Management
10
Risikomaß
7
Risk measure
7
United States
7
Volatility
7
Volatilität
7
Credit risk
6
Deutschland
6
Germany
6
Kreditrisiko
6
Option pricing theory
6
Optionspreistheorie
6
ARCH model
5
ARCH-Modell
5
Time series analysis
4
Zeitreihenanalyse
4
Asset-Backed Securities
3
Asset-backed securities
3
Börsenkurs
3
Correlation
3
Credit rating
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Großbritannien
3
Korrelation
3
Kreditwürdigkeit
3
Markov chain
3
Markov-Kette
3
Multivariate Analyse
3
Multivariate analysis
3
Prognoseverfahren
3
Schätztheorie
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Aufsatz im Buch
Book section
16
Language
All
English
16
Author
All
Overbeck, Ludger
4
Herwartz, Helmut
2
Duan, Jin-Chuan
1
Fengler, Matthias R.
1
Frisch, Christoph
1
Golosnoy, Vasyl
1
Hautsch, Nikolaus
1
Huang, S.F.
1
Huschens, Stefan
1
Härdle, Wolfgang
1
Höse, Steffi
1
Jeng, Jenher
1
Kalkbrener, M.
1
Knöchlein, Germar
1
Lin, H.C.
1
Lin, Shih-Shan
1
Lin, T.Y.
1
Niu, Wei-Fang
1
Okhrin, Ostap
1
Okhrin, Yarema
1
Ou, Yangguoyi
1
Pedrinha, Bruno
1
Schmid, Wolfgang
1
Sokolova, M.
1
Sokolova, Maria
1
Tsay, Ruey S.
1
Wagner, Christoph
1
Wagner, Christoph K. J.
1
Wang, Nan-Jye
1
Wang, W.-T.
1
Wania, Robert
1
Zhu, H.
1
more ...
less ...
Published in...
All
Applied quantitative finance
Investment management and financial management
20
Elgar companion to neo-Schumpeterian economics
17
Handbook on the economic complexity of technological change
15
Product reliability, maintainability, and supportability handbook
12
The handbook of fixed income securities
12
Valuation, financial modeling, and quantitative tools
12
Accounting theory ; Vol. 2
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
9
Knowledge enterprise: intelligent strategies in product design, manufacturing, and management : proceedings of PROLAMAT 2006, IFIP TC5 international conference, June 15-17 2006, Shanghai, China
8
Managerial multiple objective optimization
8
Quantitative fund management
8
The Oxford handbook of innovation management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Econometrics and the cost of capital : essays in honor of Dale W. Jorgenson
7
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
7
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
7
Global competition and integration
7
Global innovation science handbook
7
Handbook of heavy tailed distributions in finance
7
Medical care output and productivity
7
Multi-moment asset allocation and pricing models
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
7
Profits, deficits and instability
7
Research handbook on political economy and law
7
Risk management for central bank foreign reserves
7
Advances in business cycle research : with application to the French and US economies
6
Annals of operations research ; volume 258, number 2 (November 2017)
6
Annals of operations research ; volume 284, numbers 1 (January 2020)
6
Competition, competitive advantage, and clusters : the ideas of Michael Porter
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Finance
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Knowledge, complexity and innovation systems ; with 68 tables
6
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
2
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
3
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
4
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
5
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
6
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
7
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
8
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
9
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, Bruno
- In:
Applied quantitative finance
,
(pp. 83-102)
.
2009
Persistent link: https://www.econbiz.de/10003745954
Saved in:
10
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->