//--> //--> //--> //-->
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
subject:"Portfolio-Management"
subject:"Investmentfonds"
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 management"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Investmentfonds
Risikomanagement
33,502
Risk management
32,224
Theorie
6,397
Theory
6,379
Risk
5,863
Risiko
5,812
risk management
3,649
Portfolio selection
3,404
Kreditrisiko
2,730
Credit risk
2,656
Deutschland
2,535
Supply chain
2,527
Lieferkette
2,525
Bankrisiko
2,509
Bank risk
2,506
Germany
2,382
Bank
2,221
Risikomaß
2,198
Risk measure
2,180
Finanzdienstleistung
1,905
Welt
1,887
World
1,881
Financial services
1,873
USA
1,573
United States
1,530
Hedging
1,493
Finanzkrise
1,287
Financial crisis
1,262
Basel Accord
1,261
Basler Akkord
1,248
Corporate Governance
1,222
Corporate governance
1,173
Derivat
1,157
Derivative
1,157
Projektmanagement
894
Project management
858
Insurance
855
Operationelles Risiko
851
Operational risk
847
more ...
less ...
Online availability
All
Undetermined
993
Free
962
Type of publication
All
Article
1,982
Book / Working Paper
1,530
Journal
7
Type of publication (narrower categories)
All
Article in journal
1,690
Aufsatz in Zeitschrift
1,690
Graue Literatur
329
Non-commercial literature
329
Aufsatz im Buch
272
Book section
272
Working Paper
266
Arbeitspapier
257
Hochschulschrift
186
Thesis
141
Collection of articles of several authors
121
Sammelwerk
121
Aufsatzsammlung
73
Lehrbuch
61
Textbook
55
Handbook
45
Handbuch
45
Konferenzschrift
24
Bibliografie enthalten
21
Bibliography included
21
Glossar enthalten
16
Glossary included
16
Conference proceedings
15
Collection of articles written by one author
14
Sammlung
14
Bibliografie
10
Case study
9
Fallstudie
9
Conference paper
8
Konferenzbeitrag
8
Mehrbändiges Werk
7
Multi-volume publication
7
Amtsdruckschrift
6
Government document
6
Ratgeber
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Festschrift
4
Guidebook
4
Forschungsbericht
3
more ...
less ...
Language
All
English
3,199
German
322
French
6
Italian
2
Dutch
2
Polish
2
Arabic
1
Danish
1
Modern Greek (1453-)
1
Finnish
1
Portuguese
1
Spanish
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Fabozzi, Frank J.
31
Diebold, Francis X.
17
Wang, Ruodu
17
Hammoudeh, Shawkat
13
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
McAleer, Michael
11
Satchell, Stephen
11
Eller, Roland
10
Kakushadze, Zura
10
Roncalli, Thierry
10
Scherer, Bernd
10
Schuermann, Til
10
Csóka, Péter
9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Račev, Svetlozar T.
9
Tan, Ken Seng
9
Till, Hilary
9
Christoffersen, Peter F.
8
Gantenbein, Pascal
8
Lin, Yijia
8
Mao, Tiantian
8
Papenbrock, Jochen
8
Pesaran, M. Hashem
8
Pérez Amaral, Teodosio
8
Skoglund, Jimmy
8
Spremann, Klaus
8
Albrecht, Peter
7
Alexander, Gordon J.
7
Chen, Wei
7
Engle, Robert F.
7
Guillén, Montserrat
7
Jorion, Philippe
7
Lohre, Harald
7
Maurer, Raimond
7
Righi, Marcelo Brutti
7
Rudolph, Bernd
7
Wilkens, Marco
7
more ...
less ...
Institution
All
National Bureau of Economic Research
11
Bank für Internationalen Zahlungsausgleich
3
Global Association of Risk Professionals
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
World Bank Group
3
Chartered Alternative Investment Analyst Association
2
Columbia University / Graduate School of Business
2
De Gruyter Oldenbourg
2
Europäische Zentralbank
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
NetLibrary, Inc
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
2
ACI - The Financial Markets Association
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Bauhaus-Universität Weimar
1
Bauhaus-Universitätsverlag Weimar
1
Bonn Graduate School of Economics
1
CFA Institute <Charlottesville, Va.>
1
CRC Press <Boca Raton, Fla.>
1
CROs Spring Workshop <2006, Bordeaux>
1
Center for Economic Research <Tilburg>
1
Centro di Economia Monetaria e Finanziaria Paolo Baffi
1
Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers <2008, Frankfurt am Main>
1
Dearborn Financial Publishing, Inc. <Chicago, Ill.>
1
Edward Elgar Publishing
1
Euromoney Institutional Investor Plc. <London>
1
Fachhochschule Liechtenstein
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Frankfurt Business Media
1
Frankfurt School of Finance & Management
1
Friedrich-Schiller-Universität Jena
1
Fundacja Uniwersytetu Ekonomicznego w Krakowie
1
Handelshochschule Leipzig
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
98
Journal of banking & finance
60
European journal of operational research : EJOR
52
Risks : open access journal
43
Wiley finance series
41
Journal of risk
39
Finance research letters
35
Journal of risk management in financial institutions
34
The journal of portfolio management : JPM
30
Quantitative finance
27
International review of financial analysis
25
SpringerLink / Bücher
25
The journal of portfolio management : a publication of Institutional Investor
25
Journal of risk and financial management : JRFM
24
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of asset management
20
International review of economics & finance : IREF
19
Economic modelling
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Risiko-Manager
16
Sovereign wealth management
16
International journal of theoretical and applied finance
15
Journal of investment management : JOIM
15
Springer eBook Collection
15
Energy economics
14
Applied economics
13
Journal of empirical finance
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
Finance and stochastics
12
Gabler Edition Wissenschaft
12
The European journal of finance
12
The Frank J. Fabozzi series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
NBER working paper series
11
Wiley finance
11
Journal of risk finance : the convergence of financial products and insurance
10
Operations research
10
The journal of credit risk : published quarterly by Incisive Media
10
more ...
less ...
Source
All
ECONIS (ZBW)
3,506
EconStor
10
USB Cologne (EcoSocSci)
3
Showing
401
-
450
of
3,519
Sort
Relevance
Date (newest first)
Date (oldest first)
401
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
402
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
403
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
404
Non-banks contagion and the uneven mitigation of climate risk
Gourdel, Régis
;
Sydow, Matthias
- In:
International review of financial analysis
89
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014467073
Saved in:
405
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall : a Complete Realized Exponential GARCH-X approach
Naimoli, Antonio
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468603
Saved in:
406
What is risk to managers?
Christoffersen, Jeppe
;
Holzmeister, Felix
;
Plenborg, Thomas
- In:
Journal of behavioral and experimental finance
40
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014469132
Saved in:
407
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
408
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
409
Impact risk management in impact investing : how impact investing organizations adopt control mechanisms to manage their impact risk
Islam, Syrus M.
- In:
Journal of management accounting research : JMAR
35
(
2023
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10014340529
Saved in:
410
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
411
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
Imtiaz Mohammad Sifat
;
Azhar Mohamad
;
Zhang, Hengchao
; …
- In:
The European journal of finance
29
(
2023
)
2
,
pp. 185-206
Persistent link: https://www.econbiz.de/10014322496
Saved in:
412
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
413
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
414
Operational challenges with complex assets : navigating technology solutions for diversified institutional investment portfolios
Kurland, Scott
- In:
Journal of securities operations & custody
16
(
2023
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10014448984
Saved in:
415
How to reduce extreme risk of the US tourism indices? : minimum-CVaR portfolio approach
Živkov, Dejan
;
Kovačevič-Berlekovič, Bojana
; …
- In:
Finance a úvěr
73
(
2023
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10014249185
Saved in:
416
Putting the Aumann-Serrano Riskiness Index to work
Nisani, Doron
;
Shelef, Amit
;
David, Or
- In:
Review of accounting & finance
22
(
2023
)
1
,
pp. 84-122
Persistent link: https://www.econbiz.de/10014245782
Saved in:
417
Low interest rates, bank's search-for-yield behavior and financial portfolio management
Lojak, Benjamin
;
Makarewicz, Tomasz
;
Proaño Acosta, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014246882
Saved in:
418
Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng
;
Nguyen, Thai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10014247652
Saved in:
419
The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts
Larcher, Gerhard
-
2023
Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory.
Persistent link: https://www.econbiz.de/10014248083
Saved in:
420
Mitigating the hidden risks of factor investing
Arnott, Robert D.
;
Kalesnik, Vitali
;
Wu, Lillian
- In:
The journal of portfolio management : JPM
49
(
2023
)
2
,
pp. 111-124
Persistent link: https://www.econbiz.de/10014232194
Saved in:
421
Macro risk of low-volatility portfolios
Blitz, David
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 25-35
Persistent link: https://www.econbiz.de/10014232207
Saved in:
422
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
423
Risk management for investment funds
Neuberg, Luc
;
Petit, François
;
Vogt, Martin
; …
-
2023
Persistent link: https://www.econbiz.de/10013433191
Saved in:
424
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
425
Climate transition risk in U.S. loan portfolios : are all banks the same?
Nguyen, Quyen
;
Diaz-Rainey, Ivan
;
Kuruppuarachchi, Duminda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014235027
Saved in:
426
Catastrophe bonds : a mitigation opportunity in turmoil period
Mariani, Massimo
;
Caragnano, Alessandra
;
D’Ercole, …
- In:
Contemporary Issues in Sustainable Finance : Exploring …
,
(pp. 187-228)
.
2023
Persistent link: https://www.econbiz.de/10014227513
Saved in:
427
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
428
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:
429
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
430
Good intentions in risk management and the LDI crisis
Walker, Martin
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 228-236
Persistent link: https://www.econbiz.de/10014320221
Saved in:
431
Simulating risk management strategies for specialized farming systems : the potential impact of the EU income stabilization tool
Zinnanti, Cinzia
;
Coletta, Attilio
;
Torrigiani, Michele
; …
- In:
Agricultural finance review
83
(
2023
)
2
,
pp. 264-285
Persistent link: https://www.econbiz.de/10014281065
Saved in:
432
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
433
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
434
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:
435
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
436
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
Saved in:
437
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang
;
Song, Chunyue
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Saved in:
438
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
439
Fund ownership, wealth, and risk-taking : evidence on private equity managers
Bienz, Carsten
;
Thorburn, Karin S.
;
Walz, Uwe
- In:
Journal of financial intermediation
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014304572
Saved in:
440
Do mutual funds reward downside risk? : evidence from an emerging economy
Agarwal, Pankaj K.
;
Pradhan, H. K.
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014304918
Saved in:
441
Impact of income diversification strategy on credit risk and market risk among microfinance institutions
Duho, King Carl Tornam
;
Duho, Divine Mensah
;
Forson, …
- In:
Journal of economic and administrative sciences
39
(
2023
)
2
,
pp. 523-546
Persistent link: https://www.econbiz.de/10014305877
Saved in:
442
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
443
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
444
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
445
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
446
Corporate financial portfolio and distress risk : forewarned is forearmed
Chen, Xuesheng
;
Liu, Caixia
;
Liu, Zhangxin
;
Huang, Yongkang
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
6
,
pp. 1852-1864
Persistent link: https://www.econbiz.de/10014290327
Saved in:
447
Determining environmental and social risk rating in a multilateral development bank
Ronza, Cristiane
;
Brackmann, Stefanie
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10014293024
Saved in:
448
New Trends in Asset Management : From Active Management to ESG and Climate Investing
Bolognesi, Enrica
-
2023
1. Introduction -- 2. The impact of index design on asset management.-3. Pros and cons of Active management -- 4. Searching for market drivers: Factor investing -- 5. Hybrids increasingly blurring active/passive line -- 6. The need for a change: Sustainable finance -- 7. The next challenge: ESG...
Persistent link: https://www.econbiz.de/10014294756
Saved in:
449
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
450
Quality and asset management : conceptual compatibility towards sustainable infrastructures management
Sousa, Vitor
;
Meireles, Inês
- In:
Total quality management & business excellence
34
(
2023
)
6
,
pp. 743-767
Persistent link: https://www.econbiz.de/10013550281
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->