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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Risk management for central bank foreign reserves"
~type_genre:"Book section"
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Portfolio-Management
Stochastischer Prozess
Theorie
10
Theory
10
Central bank
9
Zentralbank
9
Portfolio selection
7
Foreign exchange reserves
6
Währungsreserven
6
Risikomanagement
3
Risk management
3
Credit risk
2
Kreditrisiko
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Risiko
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2
Bank accounting
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Bank liquidity
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Bankenliquidität
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Bankrechnungslegung
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Basel Accord
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Capital income
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Credit rationing
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Financial analysis
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International bond
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Internationale Anleihe
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Principle of prudence
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8
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English
8
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Dwyer, Mark
1
Dynkin, Lev
1
Embrechts, Paul
1
Fisher, Stephen J.
1
Hyman, Jay
1
Kaufmann, Roger
1
Lie, Min C.
1
Nugée, John
1
Puschkarski, Eugen
1
Putnam, Bluford H.
1
Ramaswamy, Srichander
1
Remolona, Eli M.
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Samorodnitsky, Gennady
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Schrijvers, Martijn A.
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Risk management for central bank foreign reserves
Advanced mathematical methods for finance
13
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
12
Applied quantitative finance
11
Contemporary quantitative finance : essays in honour of Eckhard Platen
11
Handbook of heavy tailed distributions in finance
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
Stochastic optimization: theory and applications
10
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
10
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
9
Quantitative fund management
9
The handbook of fixed income securities
9
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
8
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
7
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
7
Managerial multiple objective optimization
7
Mathematical control theory and finance
7
Mathematical modeling and numerical methods in finance : special volume
7
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Decision making and risk/return optimization in financial economics
6
Financial engineering, E-commerce and supply chain
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Handbook of financial time series
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
New operational approaches for financial modelling
6
Optimization under uncertainty ; Vol. 1
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
5
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Thoughts on investment guidelines for institutions with special liquidity and capital preservation requirements
Putnam, Bluford H.
- In:
Risk management for central bank foreign reserves
,
(pp. 29-46)
.
2004
Persistent link: https://www.econbiz.de/10002111473
Saved in:
2
Asset allocation for central banks : optimally combining liquidity, duration, currency and non-government risk
Fisher, Stephen J.
;
Lie, Min C.
- In:
Risk management for central bank foreign reserves
,
(pp. 75-95)
.
2004
Persistent link: https://www.econbiz.de/10002111478
Saved in:
3
Reaching for yield : selected issues for reserves managers
Remolona, Eli M.
;
Schrijvers, Martijn A.
- In:
Risk management for central bank foreign reserves
,
(pp. 97-105)
.
2004
Persistent link: https://www.econbiz.de/10002111480
Saved in:
4
Risk systems in central bank reserves management
Dwyer, Mark
;
Nugée, John
- In:
Risk management for central bank foreign reserves
,
(pp. 151-165)
.
2004
Persistent link: https://www.econbiz.de/10002111487
Saved in:
5
Setting counterparty credit limits for the reserves portfolio
Ramaswamy, Srichander
- In:
Risk management for central bank foreign reserves
,
(pp. 181-199)
.
2004
Persistent link: https://www.econbiz.de/10002111489
Saved in:
6
Multi-factor risk analysis of bond portfolios
Dynkin, Lev
;
Hyman, Jay
- In:
Risk management for central bank foreign reserves
,
(pp. 201-221)
.
2004
Persistent link: https://www.econbiz.de/10002111491
Saved in:
7
Ex post risk attribution in a value-at-risk framework
Puschkarski, Eugen
- In:
Risk management for central bank foreign reserves
,
(pp. 233-241)
.
2004
Persistent link: https://www.econbiz.de/10002111516
Saved in:
8
Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
Saved in:
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