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subject:"Risikomanagement"
person:"Zeranski, Stefan"
~person:"Fabozzi, Frank J."
~type:"article"
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Risikomanagement
Risk management
35
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18
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18
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18
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9
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9
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6
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Zeranski, Stefan
Fabozzi, Frank J.
Gleißner, Werner
58
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49
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31
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30
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22
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15
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14
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14
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13
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13
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Die Bankenkrise : Ursachen und Folgen im Risikomanagement
2
Investment management and financial management
2
The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
Valuation, financial modeling, and quantitative tools
2
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1
Applied financial economics letters
1
Approaches to enterprise risk management
1
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
1
Basel III, Risikomanagement und neue Bankenaufsicht
1
European journal of operational research : EJOR
1
Financial markets and instruments
1
Finanzkrise 2.0 und Risikomanagement von Banken : regulatorische Entwicklungen - Konzepte für die Umsetzung
1
Handbuch ökonomisches Kapitel
1
International journal of finance & economics : IJFE
1
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1
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1
Journal of financial engineering
1
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1
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1
Risikomanagement aus Bankenperspektive : Grundlagen, mathematische Konzepte und Anwendungsfelder ; [Tagung "Mathematik bei Banken und Versicherungen", Dezember 2003 an der TU Bergakademie Freiberg]
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of derivatives : JOD
1
The journal of fixed income
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The journal of fixed income : JFI
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ECONIS (ZBW)
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1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
4
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
5
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
6
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
7
Effectiveness of developed and emerging market FX options in active currency risk management
Vohra, Suprita
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
96
(
2019
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012139636
Saved in:
8
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
9
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, Abdolreza
;
Pour, Farnoosh Fatemi
;
Heidenreich, …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 780-791
Persistent link: https://www.econbiz.de/10011798945
Saved in:
10
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
11
Basel III, MaRisk und Liquiditätsrisiken in Banken
Ahrens-Freudenberg, Heike
;
Zeranski, Stefan
- In:
Basel III, Risikomanagement und neue Bankenaufsicht
,
(pp. 669-705)
.
2015
Persistent link: https://www.econbiz.de/10011387521
Saved in:
12
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
13
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
14
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
15
Wirkungsvolle Liquiditätssteuerung in Banken im Krisenfall
Zeranski, Stefan
- In:
Finanzkrise 2.0 und Risikomanagement von Banken : …
,
(pp. 203-234)
.
2012
Persistent link: https://www.econbiz.de/10009505578
Saved in:
16
Implikationen auf die Weiterentwicklung des Marktrisikocontrollings
Zeranski, Stefan
- In:
Die Bankenkrise : Ursachen und Folgen im Risikomanagement
,
(pp. 131-162)
.
2010
Persistent link: https://www.econbiz.de/10003945933
Saved in:
17
Implikationen auf die Weiterentwicklung des Liquiditätsrisikocontrollings
Zeranski, Stefan
- In:
Die Bankenkrise : Ursachen und Folgen im Risikomanagement
,
(pp. 163-195)
.
2010
Persistent link: https://www.econbiz.de/10003945936
Saved in:
18
Minimizing credit risk
Fabozzi, Frank J.
- In:
Approaches to enterprise risk management
,
(pp. 111-114)
.
2010
Persistent link: https://www.econbiz.de/10003988686
Saved in:
19
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
20
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
21
Liquiditäts- versus Zinsrisiken in Banken : zu Liquiditätskosten und kritischen Punkten der Zinsrisikosteuerung
Zeranski, Stefan
- In:
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
(
2009
)
5
,
pp. 234-241
Persistent link: https://www.econbiz.de/10003831537
Saved in:
22
A primer on commodity investing
Fabozzi, Frank J.
;
Füss, Roland
;
Kaiser, Dieter G.
- In:
The handbook of commodity investing
,
(pp. 3-37)
.
2008
Persistent link: https://www.econbiz.de/10003794992
Saved in:
23
Optimal mortgage refinancing : application of bond valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
24
Management von Liquiditätsrisiken : Liquidity at Risk zur Liquiditätssteuerung in Finanz-Instituten
Rempel-Oberem, Thomas
;
Zeranski, Stefan
- In:
Risiko-Manager
(
2008
)
2
,
pp. 1,8-11
Persistent link: https://www.econbiz.de/10003616497
Saved in:
25
Ökonomisches Kapital für das Liquiditätsrisiko in Instituten
Zeranski, Stefan
;
Geiersbach, Karsten
;
Walter, Bernd
- In:
Handbuch ökonomisches Kapitel
,
(pp. 367-432)
.
2008
Persistent link: https://www.econbiz.de/10003752354
Saved in:
26
Bonds : investment features and risks
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763518
Saved in:
27
Fundamental multifactor equity risk models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
28
Capital budgeting and risk
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765197
Saved in:
29
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
30
Credit risk
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765534
Saved in:
31
Liquidity at Risk zur Steuerung des liquiditätsmäßig-finanziellen Bereichs von Kreditinstituten
Zeranski, Stefan
- In:
Risikomanagement aus Bankenperspektive : Grundlagen, …
,
(pp. 199-233)
.
2006
Persistent link: https://www.econbiz.de/10003372432
Saved in:
32
Risks associated with investing in fixed income securities
Dattatreya, Ravi F.
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 21-29)
.
2005
Persistent link: https://www.econbiz.de/10003054111
Saved in:
33
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
34
Multi-factor equity risk models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
Saved in:
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