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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The Frank J. Fabozzi series"
~subject:"Finanzmathematik"
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Kreditgeschäft
Portfolio-Management
Finanzmathematik
Risikomanagement
45
Risk management
40
Portfolio selection
25
Theorie
23
Theory
23
Risikomaß
14
Risk measure
14
Risiko
11
Risk
11
Credit risk
9
Kreditrisiko
9
CAPM
7
Statistical distribution
7
Statistische Verteilung
7
Capital income
5
Hedging
5
Kapitaleinkommen
5
Derivat
4
Derivative
4
Estimation
4
Estimation theory
4
Extreme value theory
4
Mathematical finance
4
Outliers
4
Portfoliomanagement
4
Schätztheorie
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
Financial investment
3
Kapitalanlage
3
Mathematical programming
3
Mathematische Optimierung
3
Simulation
3
Asset-liability management
2
Bank
2
Bank risk
2
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Article
14
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12
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Aufsatz in Zeitschrift
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2
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2
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Collection of articles of several authors
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English
26
Author
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Fabozzi, Frank J.
9
Račev, Svetlozar T.
5
Bagasheva, Biliana S.
2
Pachamanova, Dessislava A.
2
Allen, David
1
Bali, Turan G
1
Bali, Turan G.
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Cerrato, Mario
1
Chincarini, Ludwig Boris
1
Choudhry, Moorad
1
Crosby, John
1
Daehwan, Kim
1
Fabozzi, Frank J
1
Focardi, Sergio M
1
Focardi, Sergio M.
1
Fries, Christian
1
Galariotis, Emilios
1
Gouriéroux, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
Hsu, John S.
1
Hsu, John S. J.
1
Hübner, G.
1
Jacobs, Bruce I.
1
Kiefer, Nicholas Maximilian
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
1
Levy, Kenneth N.
1
Lizieri, Colin
1
Mainik, Georg
1
Mann, Steven V.
1
Maruotti, Antonello
1
Menn, Christian
1
Mitov, Georgi
1
Nigbur, Tobias
1
Ohara, Frank
1
Ortobelli, Sergio
1
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Published in...
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Journal of empirical finance
The Frank J. Fabozzi series
Insurance / Mathematics & economics
102
Journal of banking & finance
63
European journal of operational research : EJOR
54
Risks : open access journal
45
Wiley finance series
45
Finance research letters
39
Journal of risk
39
Journal of risk management in financial institutions
35
SpringerLink / Bücher
33
The journal of portfolio management : JPM
30
International review of financial analysis
29
Quantitative finance
28
The journal of portfolio management : a publication of Institutional Investor
25
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
Risiko-Manager
22
The journal of asset management
20
Economic modelling
19
Europäische Hochschulschriften / 5
19
International review of economics & finance : IREF
19
Die Bank
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Wiley finance
17
Sovereign wealth management
16
Springer eBook Collection
16
Gabler Edition Wissenschaft
15
International journal of theoretical and applied finance
15
The European journal of finance
15
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
15
Applied economics
14
Energy economics
14
Journal of investment management : JOIM
14
Scandinavian actuarial journal
14
Finance and stochastics
13
The journal of investment strategies
13
NBER working paper series
12
The journal of credit risk : published quarterly by Incisive Media
12
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ECONIS (ZBW)
26
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1
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
2
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
3
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
4
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
5
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
6
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
7
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
8
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
9
Quantitative financial risk management : theory and practice
Zopounidis, Constantin
;
Galariotis, Emilios
-
2015
Persistent link: https://www.econbiz.de/10010533351
Saved in:
10
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
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