//--> //--> //--> //-->
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:"Schätzung"
~person:"Alexander, Gordon J."
~person:"Janabi, Mazin A. M. al"
~person:"Mao, Tiantian"
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
Portfolio selection
Schätzung
Risk management
34
Risikomanagement
32
Risikomaß
26
Risk measure
26
Portfolio-Management
24
Theorie
18
Theory
18
Risiko
12
Risk
12
Measurement
7
Messung
7
Statistical distribution
7
Statistische Verteilung
7
Emerging economies
6
Financial market
6
Finanzmarkt
6
Schwellenländer
6
Financial Engineering
5
Financial crisis
5
Financial engineering
5
Ausreißer
4
Capital income
4
Finanzkrise
4
GCC financial markets
4
Kapitaleinkommen
4
Outliers
4
Reinsurance
4
Rückversicherung
4
Bank regulation
3
Basel Accord
3
Basler Akkord
3
Emerging markets
3
Financial services
3
Finanzdienstleistung
3
Portfolio management
3
Robust statistics
3
Robustes Verfahren
3
Tail risk
3
emerging markets
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
2
Book section
2
Language
All
English
24
Author
All
Alexander, Gordon J.
Janabi, Mazin A. M. al
Mao, Tiantian
Fabozzi, Frank J.
31
Wang, Ruodu
17
Diebold, Francis X.
16
Hammoudeh, Shawkat
13
Bhansali, Vineer
12
Bollerslev, Tim
11
Martellini, Lionel
11
Satchell, Stephen
11
Scherer, Bernd
11
Stoja, Evarist
11
Tan, Ken Seng
11
Eller, Roland
10
Härdle, Wolfgang
10
Kakushadze, Zura
10
McAleer, Michael
10
Roncalli, Thierry
10
Schuermann, Til
10
Christoffersen, Peter F.
9
Csóka, Péter
9
Račev, Svetlozar T.
9
Till, Hilary
9
Engle, Robert F.
8
Gantenbein, Pascal
8
Lin, Yijia
8
Papenbrock, Jochen
8
Pesaran, M. Hashem
8
Peydró, José-Luis
8
Polo, Andrea
8
Pérez Amaral, Teodosio
8
Skoglund, Jimmy
8
Spremann, Klaus
8
Wilkens, Marco
8
Albrecht, Peter
7
Calomiris, Charles W.
7
Chen, Wei
7
Daníelsson, Jón
7
Guillén, Montserrat
7
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Journal of banking & finance
2
Scandinavian actuarial journal
2
Applied economics
1
Economic modelling
1
Innovation, technology, and market ecosystems : managing industrial growth in emerging markets
1
International journal of financial engineering
1
International journal of management practice : IJMP
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of financial intermediation
1
Journal of modelling in management
1
Journal of monetary economics
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Mathematics of operations research
1
Operations research models in banking management
1
Studies in economics and finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
4
Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Janabi, Mazin A. M. al
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 864-895
Persistent link: https://www.econbiz.de/10013362663
Saved in:
5
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
6
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
7
Risk management in emerging markets in post 2007 - 2009 financial crisis : robust algorithms and optimization techniques under extreme events market scenarios
Janabi, Mazin A. M. al
- In:
Innovation, technology, and market ecosystems : …
,
(pp. 129-157)
.
2020
Persistent link: https://www.econbiz.de/10012121338
Saved in:
8
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
9
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
10
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->