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subject:"Portfolio-Management"
type_genre:"Hochschulschrift"
~isPartOf:"Journal of risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Portfolio-Management
Estimation
44
Schätzung
44
Risikomaß
22
Risk measure
22
ARCH model
18
ARCH-Modell
18
Portfolio selection
18
Volatility
15
Volatilität
15
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
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Risiko
11
Risk
11
Capital income
10
Kapitaleinkommen
10
Börsenkurs
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Forecasting model
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Prognoseverfahren
9
Share price
9
Time series analysis
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Zeitreihenanalyse
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Risikomanagement
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Risk management
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Measurement
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Messung
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expected shortfall (ES)
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volatility
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Credit risk
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Deutschland
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Germany
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Kreditrisiko
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English
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Boudt, Kris
2
Alemany, Ramon
1
Auer, Benjamin R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Berens, Tobias
1
Blitz, David
1
Bolancé, Catalina
1
Carl, Peter
1
Chen, Jiusheng
1
Costa, Giorgio
1
Croux, Christophe
1
Cui, Xueting
1
Ewen, Martin
1
Fischer, Matthias
1
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1
Kabaila, Paul
1
Kwon, Roy H.
1
Lamb, John D.
1
Li, Duan
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Memmel, Christoph
1
Monville, Maura E.
1
Muromachi, Yukio
1
Nagl, Maximilian
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Olschewsky, Michael
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Padilla Barreto, Alemar E.
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Peterson, Brian
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Pfeuffer, Marius
1
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Qiao, Xiao
1
Rieger, Marc Oliver
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Rösch, Daniel
1
Schmidt, Rafael
1
Schuhmacher, Frank
1
Sun, Xiaoling
1
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Journal of risk
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 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
Insurance / Mathematics & economics
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)
18
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
5
Fund size and the stability of portfolio risk
Ewen, Martin
;
Rieger, Marc Oliver
- In:
Journal of risk
22
(
2019/2020
)
6
,
pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
Saved in:
6
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
7
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
8
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
9
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
10
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
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