//--> //--> //-->
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:"Portfolio selection"
subject:"Risk"
~person:"Crépey, Stéphane"
~person:"Persson, Mattias"
~type_genre:"Book section"
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
Portfolio selection
Risk
Theorie
10
Theory
10
Portfolio-Management
8
Credit risk
4
Kreditrisiko
4
Markov chain
3
Markov-Kette
3
Return on Investment
2
Return on investment
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital mobility
1
Derivat
1
Derivative
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Hedging
1
International bank
1
Internationale Bank
1
Kapitalmobilität
1
Multivariate Verteilung
1
Multivariate distribution
1
Nutzentheorie
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Utility theory
1
Welt
1
World
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Book section
Aufsatz im Buch
8
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles written by one author
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
8
Author
All
Crépey, Stéphane
Persson, Mattias
Fabozzi, Frank J.
23
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
8
Merton, Robert C.
7
Samuelson, Paul Anthony
7
Ermolʹev, Jurij M.
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Satchell, Stephen
6
Chichilnisky, Graciela
5
Herbertsson, Alexander
5
Huschens, Stefan
5
Markowitz, Harry
5
Maurer, Raimond
5
Moriggia, Vittorio
5
Prinzler, Ralf
5
Straßberger, Mario
5
Albrecht, Peter
4
Ascheberg, Marius
4
Bamberg, Günter
4
Beltratti, Andrea
4
Chiarella, Carl
4
Derigs, Ulrich
4
Gawel, Erik
4
Gollier, Christian
4
Golub, Alexander
4
Heal, Geoffrey
4
Hey, John Denis
4
Hommel, Ulrich
4
Maringer, Dietmar G.
4
Songsak Sriboonchitta
4
Sortino, Frank Alphonse
4
Spremann, Klaus
4
Spronk, Jaap
4
Stahl, Gerhard
4
Vitali, Sebastiano
4
Ziemba, William T.
4
more ...
less ...
Published in...
All
Portfolio selection and the analysis of risk and time diversification
3
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
The Oxford handbook of credit derivatives
2
Developments in forecast combination and portfolio choice
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
Saved in:
2
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
3
Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882005
Saved in:
4
Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10008858174
Saved in:
5
Implementing discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies
Persson, Mattias
- In:
Developments in forecast combination and portfolio choice
,
(pp. 213-229)
.
2001
Persistent link: https://www.econbiz.de/10001719155
Saved in:
6
Estimation risk and portfolio selection in the lower partial moment
Persson, Mattias
- In:
Portfolio selection and the analysis of risk and time …
,
(pp. 11-38)
.
2001
Persistent link: https://www.econbiz.de/10001602095
Saved in:
7
Implementering discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies
Persson, Mattias
- In:
Portfolio selection and the analysis of risk and time …
,
(pp. 39-66)
.
2001
Persistent link: https://www.econbiz.de/10001602096
Saved in:
8
Time diversification and estimation risk : a bootstrap approach
Persson, Mattias
- In:
Portfolio selection and the analysis of risk and time …
,
(pp. 67-92)
.
2001
Persistent link: https://www.econbiz.de/10001602099
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->