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subject:"Portfolio selection"
subject:"Schätzung"
~isPartOf:"Journal of risk"
~isPartOf:"Working papers"
~subject:"Risikomaß"
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Portfolio selection
Schätzung
Risikomaß
Risk management
102
Risikomanagement
101
Risk measure
52
Portfolio-Management
48
Theorie
44
Theory
44
risk management
31
Risiko
28
Risk
28
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Estimation
15
ARCH model
14
ARCH-Modell
14
Bank risk
13
Bankrisiko
13
Hedging
12
Original research
11
Volatility
11
Volatilität
11
Measurement
10
Messung
10
Basel Accord
9
Basler Akkord
9
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Ausreißer
5
Financial crisis
5
Finanzkrise
5
Outliers
5
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16
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16
Graue Literatur
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16
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English
68
French
1
Author
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Billio, Monica
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Borges, Maria Rosa
2
Caporin, Massimiliano
2
Chlebus, Marcin
2
Dionne, Georges
2
El Hraiki, Rayane
2
Gubareva, Mariya
2
Guillén, Montserrat
2
Mnasri, Mohamed
2
Poddig, Thorsten
2
Santolino, Miguel
2
Aarons, Mark
1
Abad, Pilar
1
Adrian, Tobias
1
Afonso, António
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Barro, Diana
1
Barziy, Illya
1
Baule, Rainer
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Benavides, Guillermo
1
Bender, Micha
1
Benito Muela, Sonia
1
Berger, Theo
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Campbell, Sean D.
1
Canestrelli, Elio
1
Ceretta, Paulo Sergio
1
Chang, Meng-Shiuh
1
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Journal of risk
Working papers
Insurance / Mathematics & economics
131
Journal of banking & finance
91
Risks : open access journal
74
European journal of operational research : EJOR
67
Finance research letters
52
Journal of risk management in financial institutions
44
Wiley finance series
43
SpringerLink / Bücher
38
Energy economics
36
International review of financial analysis
35
Economic modelling
33
The North American journal of economics and finance : a journal of financial economics studies
33
The journal of operational risk
31
Journal of risk and financial management : JRFM
30
Quantitative finance
30
The journal of portfolio management : JPM
30
The journal of portfolio management : a publication of Institutional Investor
27
International review of economics & finance : IREF
25
The journal of risk model validation
25
International journal of theoretical and applied finance
24
Applied economics
23
The journal of asset management
21
Research paper series / Swiss Finance Institute
20
Discussion paper / Tinbergen Institute
19
Journal of empirical finance
19
Springer eBook Collection
18
The European journal of finance
18
The journal of investing
18
Risiko-Manager
17
NBER working paper series
16
Sovereign wealth management
16
Finance and stochastics
15
Journal of financial stability
15
Gabler Edition Wissenschaft
14
Journal of international financial markets, institutions & money
14
Journal of investment management : JOIM
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Review of financial economics : RFE
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ECONIS (ZBW)
69
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
-
2023
Persistent link: https://www.econbiz.de/10014285885
Saved in:
4
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
5
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
Determinants and real effects of joint hedging : an empirical analysis of the US petroleum industry
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
-
2022
Persistent link: https://www.econbiz.de/10013348409
Saved in:
8
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
9
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
10
Systemic risk: a network approach
Hasse, Jean-Baptiste
-
2020
Persistent link: https://www.econbiz.de/10012387222
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