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subject:"Portfolio-Management"
type_genre:"Hochschulschrift"
~isPartOf:"Insurance / Mathematics & economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Search: subject_exact:"Estimation"
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Portfolio-Management
Estimation
55
Schätzung
51
Mortality
21
Sterblichkeit
21
Theorie
19
Theory
19
Estimation theory
18
Schätztheorie
18
Statistical distribution
13
Statistische Verteilung
13
Portfolio selection
12
Risikomaß
12
Risk measure
12
Risk
11
Forecasting model
10
Prognoseverfahren
10
Risiko
10
Risikomodell
7
Risk model
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Capital income
5
Kapitaleinkommen
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Measurement
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Messung
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Multivariate Verteilung
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Multivariate distribution
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Risikomanagement
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Risk management
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Stochastic process
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Stochastischer Prozess
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ARCH model
4
ARCH-Modell
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4
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Hochschulschrift
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12
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English
12
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Ahn, Jae Youn
1
Branger, Nicole
1
Denuit, Michel
1
Feng, Xiaoping
1
Han, Xia
1
Huang, Jen-jsung
1
Ivantsova, Anastasia
1
Kiriliouk, Anna
1
Kraft, Holger
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Lee, Kuo-jung
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1
Lin, Liyuan
1
Lin, Tzuling
1
Lin, Wei-fu
1
Mao, Tiantian
1
Meinerding, Christoph
1
Melnikov, Alexander
1
Peng, Xingchun
1
Pitera, Marcin
1
Schmidt, Rafael
1
Schmidt, Thorsten
1
Schmieder, Christian
1
Segers, Johan
1
Shi, Peng
1
Shyamalkumar, Nariankadu D.
1
Smirnov, Ivan
1
Stupfler, Gilles
1
Tsai, Cary Chi-Liang
1
Wang, Ruodu
1
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Insurance / Mathematics & economics
Journal of banking & finance
64
Journal of empirical finance
45
International review of financial analysis
43
Journal of financial economics
43
Finance research letters
39
International review of economics & finance : IREF
36
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics
32
Research in international business and finance
24
Journal of international financial markets, institutions & money
22
Pacific-Basin finance journal
22
Financial markets and portfolio management
21
Journal of international money and finance
20
The journal of finance : the journal of the American Finance Association
20
Applied financial economics
19
Economic modelling
19
The European journal of finance
19
Journal of financial and quantitative analysis : JFQA
18
Journal of risk
18
Journal of risk and financial management : JRFM
18
Journal of economic dynamics & control
17
Review of quantitative finance and accounting
17
The journal of asset management
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Quantitative finance
14
Energy economics
13
Risks : open access journal
13
Applied economics letters
12
Journal of econometrics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The review of financial studies
11
Cogent economics & finance
10
Economic research
10
Economics letters
10
International journal of economics and finance
10
International journal of forecasting
10
Investment management and financial innovations
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ECONIS (ZBW)
12
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1
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
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:
4
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
5
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
6
Dependent frequency-severity modeling of insurance claims
Shi, Peng
;
Feng, Xiaoping
;
Ivantsova, Anastasia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 417-428
Persistent link: https://www.econbiz.de/10011398126
Saved in:
7
Max-factor individual risk models with application to credit portfolios
Denuit, Michel
;
Kiriliouk, Anna
;
Segers, Johan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
Saved in:
8
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn
;
Shyamalkumar, Nariankadu D.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
Saved in:
9
Dynamic hedging of conditional value-at-risk
Melnikov, Alexander
;
Smirnov, Ivan
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 182-190
Persistent link: https://www.econbiz.de/10009558142
Saved in:
10
Estimating value at risk of portfolio by conditional copula-GARCH method
Huang, Jen-jsung
;
Lee, Kuo-jung
;
Liang, Hueimei
;
Lin, Wei-fu
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 315-324
Persistent link: https://www.econbiz.de/10009517562
Saved in:
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