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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~subject:"Multivariate distribution"
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Portfolio-Management
Portfoliomanagement
Multivariate distribution
Risikomanagement
70
Risk management
69
Theorie
41
Theory
41
Portfolio selection
28
Risikomaß
27
Risk measure
27
Credit risk
22
Kreditrisiko
22
Risiko
21
Risk
21
Financial services
12
Finanzdienstleistung
12
Derivat
10
Derivative
10
Hedging
10
Measurement
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Messung
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Option pricing theory
6
Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
6
Bank risk
5
Bankrisiko
5
Basel Accord
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Basler Akkord
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CAPM
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Capital income
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Credit derivative
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Estimation
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Kapitaleinkommen
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Kreditderivat
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Multivariate Verteilung
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Schätzung
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credit risk
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risk management
5
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English
30
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Allen, David
1
Ararat, Çağin
1
Bernardi, Mauro
1
Bielecki, Tomasz R.
1
Bruno, Salvatore
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Cerrato, Mario
1
Chincarini, Ludwig Boris
1
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1
Crépey, S.
1
Crépey, Stéphane
1
Daehwan, Kim
1
Dorfleitner, Gregor
1
Fabozzi, Frank J.
1
Fries, Christian
1
Gouriéroux, Christian
1
Grasselli, Matheus
1
Haghani, Shermineh
1
Hamel, Andreas
1
Hanson, Samuel G.
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Hörmann, Wolfgang
1
Hübner, G.
1
Jeanblanc, Monique
1
Jokhadze, Valeriane
1
Karpathopoulos, Nikolaos
1
Kim, Minjoo
1
Kwok, Yue-Kuen
1
Lambert, M.
1
Laurent, Jean-Paul
1
Lee, Jacky
1
Leydold, Josef
1
Lizieri, Colin
1
Lépinette, Emmanuel
1
Mainik, Georg
1
Maruotti, Antonello
1
Mitov, Georgi
1
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International journal of theoretical and applied finance
Journal of empirical finance
Insurance / Mathematics & economics
110
Journal of banking & finance
63
European journal of operational research : EJOR
53
Risks : open access journal
46
Journal of risk
41
Wiley finance series
40
Finance research letters
37
Journal of risk management in financial institutions
34
The journal of portfolio management : JPM
30
International review of financial analysis
28
Quantitative finance
28
Journal of risk and financial management : JRFM
27
SpringerLink / Bücher
27
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of portfolio management : a publication of Institutional Investor
25
Energy economics
21
Economic modelling
20
International review of economics & finance : IREF
20
The journal of asset management
20
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Applied economics
16
Sovereign wealth management
16
The European journal of finance
16
Risiko-Manager
15
Springer eBook Collection
15
Finance and stochastics
14
Journal of investment management : JOIM
14
Scandinavian actuarial journal
13
The journal of investment strategies
13
The Frank J. Fabozzi series
12
Wiley finance
12
Discussion paper
11
Gabler Edition Wissenschaft
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of credit risk : published quarterly by Incisive Media
11
The journal of risk model validation
11
Computational economics
10
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ECONIS (ZBW)
30
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
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:
8
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:
9
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
10
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
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