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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~person:"Hammoudeh, Shawkat"
~person:"Mao, Tiantian"
~subject:"Basler Akkord"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Portfoliomanagement
Basler Akkord
Risk management
42
Risikomanagement
36
Risikomaß
24
Risk measure
24
Portfolio selection
21
Risiko
16
Risk
16
Theorie
13
Theory
13
Statistical distribution
11
Statistische Verteilung
11
Hedging
10
Volatility
9
Measurement
7
Messung
7
Multivariate Verteilung
7
Multivariate distribution
7
Optimal portfolios
7
Welt
7
World
7
Capital income
6
Financial econometrics
6
Futures
6
Kapitaleinkommen
6
Spillovers
6
ARCH model
5
ARCH-Modell
5
Ausreißer
5
Default
5
Financial derivatives
5
Options
5
Outliers
5
Precious metals
5
Risk premia
5
Volatilität
5
risk management
5
Aktienmarkt
4
Commodity derivative
4
Economic policy
4
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English
22
Author
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Hammoudeh, Shawkat
Mao, Tiantian
Fabozzi, Frank J.
33
Wang, Ruodu
20
Diebold, Francis X.
17
Schuermann, Til
17
McAleer, Michael
16
Eller, Roland
13
Račev, Svetlozar T.
12
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
Ratnovski, Lev
11
Satchell, Stephen
11
Scherer, Bernd
11
Gantenbein, Pascal
10
Härdle, Wolfgang
10
Kakushadze, Zura
10
Pérez Amaral, Teodosio
10
Roncalli, Thierry
10
Schulte-Mattler, Hermann
10
Skoglund, Jimmy
10
Chorafas, Dimitris N.
9
Csóka, Péter
9
Janabi, Mazin A. M. al
9
Jorion, Philippe
9
Migueis, Marco
9
Rösch, Daniel
9
Spremann, Klaus
9
Tan, Ken Seng
9
Till, Hilary
9
Alexander, Gordon J.
8
Chen, Wei
8
Christoffersen, Peter F.
8
Embrechts, Paul
8
Engle, Robert F.
8
Farkas, Walter
8
Lin, Yijia
8
Maurer, Raimond
8
Ongena, Steven
8
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Insurance / Mathematics & economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of operations research
1
Economic modelling
1
Emerging markets review
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Mathematics of operations research
1
Pacific-Basin finance journal
1
Research in international business and finance
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ECONIS (ZBW)
22
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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
Financial modeling and risk management of energy and environmental instruments and derivates
Jana, Rabin K.
(
ed.
);
Tiwari, Aviral Kumar
(
ed.
); …
-
2022
Persistent link: https://www.econbiz.de/10013288059
Saved in:
3
Financial modeling, risk management of energy and environmental instruments and derivatives : past, present, and future
Jana, Rabin K.
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 1-7)
.
2022
Persistent link: https://www.econbiz.de/10013349876
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
9
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
10
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
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