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institution:"The Wharton Financial Institutions Center"
subject:"Portfolio-Management"
~subject:"Forecasting model"
~subject:"Mathematische Optimierung"
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Portfolio-Management
Forecasting model
Mathematische Optimierung
Theorie
45
Theory
45
USA
9
United States
9
Capital income
6
Kapitaleinkommen
6
Credit risk
4
Estimation
4
Kreditrisiko
4
Schätzung
4
Volatility
4
Volatilität
4
Agency theory
3
Asset-liability management
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Insolvency
3
Insolvenz
3
Insurance
3
Mathematical programming
3
Portfolio selection
3
Prinzipal-Agent-Theorie
3
Prognoseverfahren
3
Securities trading
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Spekulationsblase
3
Versicherung
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Wertpapierhandel
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Asymmetric information
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Asymmetrische Information
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Bank
2
Bank regulation
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Bankenregulierung
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Börsengang
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Börsenkurs
2
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9
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Arbeitspapier
9
Graue Literatur
9
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9
Working Paper
9
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English
9
Author
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Zenios, Stauros Andrea
5
Cocco, Flavio
2
Consiglio, Andrea
2
Diebold, Francis X.
2
Andersen, Torben
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Christoffersen, Susan E. K.
1
Foster, Dean P.
1
Giacometti, Rosella
1
Jobst, Norbert
1
Jobst, Norbert J.
1
Stine, Robert A.
1
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The Wharton Financial Institutions Center
National Bureau of Economic Research
352
Center for Economic Research <Tilburg>
19
Econometrisch Instituut <Rotterdam>
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Erasmus Research Institute of Management
16
Institute of Finance and Accounting <London>
16
IGI Global
15
Deutsche Forschungsgemeinschaft
14
European University Institute / Department of Law
14
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Springer Fachmedien Wiesbaden
12
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
Rodney L. White Center for Financial Research
8
Birkbeck College / Department of Economics
7
Federal Reserve System / Division of Research and Statistics
7
International Center for Financial Asset Management and Engineering
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Economics
6
Federal Reserve System / Board of Governors
6
Gottfried Wilhelm Leibniz Universität Hannover
6
International Federation for Information Processing
6
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Verlag Dr. Kovač
6
Zakład Teorii Prognoz <Krakau>
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Deutsche Gesellschaft für Operations-Research
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of San Francisco
5
INSEAD
5
OECD
5
University of Strathclyde / Department of Economics
5
Universität Mannheim
5
Bonn Graduate School of Economics
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ECONIS (ZBW)
9
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1
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
4
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
5
Variable selection in data mining : building a predictive model for bankruptcy
Foster, Dean P.
(
contributor
);
Stine, Robert A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566838
Saved in:
6
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
Saved in:
7
The interdependence between mutual fund managers and investors in setting fees
Christoffersen, Susan E. K.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536990
Saved in:
8
Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
Saved in:
9
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
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