//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Portfolio selection"
~isPartOf:"Journal of risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risiko
291
Risk
289
Theorie
134
Theory
134
USA
48
United States
48
Portfolio-Management
45
Estimation
38
Schätzung
38
Risikomaß
28
Risk measure
28
Capital income
27
Kapitaleinkommen
27
Risikomanagement
25
Risk management
25
Volatility
21
Volatilität
21
Measurement
18
Messung
18
CAPM
17
Schock
17
Shock
17
Business cycle
16
Financial market
16
Finanzmarkt
16
Konjunktur
16
Welfare analysis
16
Welt
16
Wohlfahrtsanalyse
16
World
16
Einkommen
14
Income
14
Estimation theory
12
Schätztheorie
12
Börsenkurs
11
Moral Hazard
11
Moral hazard
11
Share price
11
Arbeitslosigkeit
10
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
23
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
22
Working Paper
22
Graue Literatur
20
Non-commercial literature
20
Language
All
English
45
Author
All
Lettau, Martin
3
Miles, David
3
Guiso, Luigi
2
Ludvigson, Sydney C.
2
Ma, Sai
2
McCarthy, David J.
2
Allen, Franklin
1
Alt, Aydogan
1
Arici, G.
1
Auer, Benjamin R.
1
Babus, Ana
1
Belles-Sampera, James
1
Bender, Micha
1
Benigno, Gianluca
1
Bisetti, Emilio
1
Blitz, David
1
Boeve, Rolf
1
Braun, Valentin
1
Campbell, John Y.
1
Carletti, Elena
1
Ceretta, Paulo Sergio
1
Chassang, lvain
1
Cuñat, Alejandro
1
Dalai, M.
1
Das, Sanjiv R.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Emmer, Susanne
1
Ewen, Martin
1
Fagereng, Andreas
1
Favero, Carlo A.
1
Fons-Rosen, Christian
1
Fung, William
1
Gaigall, Daniel
1
Giglio, Stefano
1
Gomes, Francisco J.
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Journal of risk
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
76
Journal of banking & finance
72
Finance research letters
66
Risks : open access journal
60
NBER working paper series
53
International review of financial analysis
42
The journal of asset management
41
NBER Working Paper
37
Journal of financial economics
36
Journal of empirical finance
33
Quantitative finance
33
International review of economics & finance : IREF
32
Working paper / National Bureau of Economic Research, Inc.
32
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics
27
Economic modelling
27
Finance and stochastics
27
Journal of risk and financial management : JRFM
27
The journal of portfolio management : a publication of Institutional Investor
27
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
25
Economics letters
24
Journal of economic dynamics & control
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Research paper series / Swiss Finance Institute
23
The European journal of finance
22
Scandinavian actuarial journal
21
Mathematics and financial economics
20
Operations research
18
Discussion papers / CEPR
17
Energy economics
17
The journal of investing
17
Applied economics letters
16
Journal of international financial markets, institutions & money
16
Journal of investment management : JOIM
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Discussion paper
15
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
45
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
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
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
5
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
6
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:
7
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
8
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:
9
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:
10
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
11
Mostly prior-free asset allocation
Chassang, lvain
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011981403
Saved in:
12
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
13
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
14
The temporal dimension of risk
Mahmoud, Ola
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
Saved in:
15
Back to background risk?
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
-
2016
Persistent link: https://www.econbiz.de/10011437530
Saved in:
16
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha
;
Deege, Matthias
- In:
Journal of risk
18
(
2016
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
Saved in:
17
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
18
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
19
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
20
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
21
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
22
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2015
Persistent link: https://www.econbiz.de/10011290880
Saved in:
23
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
24
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
25
Nonnegative risk components
Staum, Jeremy
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
Saved in:
26
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
Saved in:
27
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
28
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
Saved in:
29
Why do institutional investors chase return trends?
Alt, Aydogan
;
Kaniel, Ron
;
Yoeli, Uzi
-
2012
Persistent link: https://www.econbiz.de/10009502446
Saved in:
30
Portfolio allocation and international risk sharing
Benigno, Gianluca
;
Küçük, Hande
-
2012
Persistent link: https://www.econbiz.de/10009512083
Saved in:
31
Optimal portfolio allocation for corporate pension funds
McCarthy, David J.
;
Miles, David
-
2011
Persistent link: https://www.econbiz.de/10008859018
Saved in:
32
Asset commonality, debt maturity and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2011
Persistent link: https://www.econbiz.de/10009259680
Saved in:
33
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
34
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan
;
Perri, Fabrizio
-
2008
Persistent link: https://www.econbiz.de/10003774023
Saved in:
35
Relative factor endowments and international portfolio choice
Cuñat, Alejandro
;
Fons-Rosen, Christian
-
2008
Persistent link: https://www.econbiz.de/10003728593
Saved in:
36
Optimal portfolio allocation for corporate pension funds
McCarthy, David J.
;
Miles, David
-
2007
Persistent link: https://www.econbiz.de/10003515787
Saved in:
37
Hedge funds : performance, risk and capital formation
Fung, William
;
Hsieh, David A.
;
Naik, Narayan Y.
; …
-
2006
Persistent link: https://www.econbiz.de/10003310554
Saved in:
38
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labour income risk
Gomes, Francisco J.
;
Michaelides, Alex
-
2003
Persistent link: https://www.econbiz.de/10001757001
Saved in:
39
Systemic risk and international portfolio choice
Das, Sanjiv R.
-
2002
Persistent link: https://www.econbiz.de/10013423895
Saved in:
40
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David
-
2001
Persistent link: https://www.econbiz.de/10013423389
Saved in:
41
Risk taking and optimal contracts for money managers
Palomino, Frédéric
-
1999
Persistent link: https://www.econbiz.de/10013422715
Saved in:
42
From value at risk to stress testing : the extreme value approach
Longin, François M.
-
1999
Persistent link: https://www.econbiz.de/10013422797
Saved in:
43
Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422421
Saved in:
44
Income risk, borrowing constraints and portfolio choice
Guiso, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013421971
Saved in:
45
The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10013421811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->