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subject:"Germany"
subject:"Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomaß"
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Germany
Portfolio-Management
Risikomaß
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
Risk measure
15
Financial services
11
Finanzdienstleistung
11
Risiko
10
Risk
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Derivat
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Measurement
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Option pricing theory
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risk management
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credit risk
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wrong-way risk
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Multivariate Verteilung
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Amini, Hamed
1
Ararat, Çağin
1
Benedetti, Giuseppe
1
Brummelhuis, Raymond
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Cont, Rama
1
Cordóba, Antonio
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Grasselli, Matheus
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
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1
Karpathopoulos, Nikolaos
1
Kato, Takashi
1
Korn, Olaf
1
Koziol, Philipp
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Lépinette, Emmanuel
1
Minca, Andreea
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Monfort, Alain
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Nayman, Niv
1
Novak, Serguei Y.
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Quintanilla, Maite
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Rosazza Gianin, Emanuela
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Rudloff, Birgit
1
Rutkowski, Marek
1
Schmidt, Wolfgang M.
1
Seco, Luis
1
Siu, T. K.
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
129
SpringerLink / Bücher
88
Journal of banking & finance
87
Risiko-Manager
74
Risks : open access journal
74
European journal of operational research : EJOR
67
Journal of risk
52
Finance research letters
47
Journal of risk management in financial institutions
47
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
44
Wiley finance series
43
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
41
Energy economics
36
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Economic modelling
31
Gabler Edition Wissenschaft
31
Journal of risk and financial management : JRFM
30
The journal of operational risk
30
The journal of portfolio management : JPM
30
Quantitative finance
29
Europäische Hochschulschriften / 5
28
Springer eBook Collection
27
The journal of portfolio management : a publication of Institutional Investor
27
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
25
The journal of risk model validation
25
International review of economics & finance : IREF
24
Die Bank
23
Applied economics
22
The journal of asset management
21
Research paper series / Swiss Finance Institute
20
Der Betrieb
19
Journal of empirical finance
19
The European journal of finance
19
Schriftenreihe Finanzmanagement
18
The journal of investing
18
ZRFG : risk, fraud & governance ; Prävention, Transparenz, Organisation
17
Discussion paper / Tinbergen Institute
16
Sovereign wealth management
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ECONIS (ZBW)
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
5
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
6
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
9
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
10
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
11
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
12
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
13
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
14
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
15
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
16
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
17
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
18
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
19
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
20
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
21
A remark concerning Value-at-Risk
Novak, Serguei Y.
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 507-515
Persistent link: https://www.econbiz.de/10008905058
Saved in:
22
The VAR at risk
Galichon, Alfred
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 503-506
Persistent link: https://www.econbiz.de/10008905066
Saved in:
23
Coherent risk measures for derivates under Black-Scholes economy
Yang, Hai
;
Siu, T. K.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 819-835
Persistent link: https://www.econbiz.de/10001612278
Saved in:
24
Principal component value at risk
Brummelhuis, Raymond
;
Cordóba, Antonio
;
Quintanilla, Maite
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 541-545
Persistent link: https://www.econbiz.de/10001524229
Saved in:
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