//--> //--> //-->
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:"Advanced bond portfolio management : best practices in modeling and strategies"
subject:"Theorie"
~isPartOf:"Quantitative finance"
~person:"Albanese, Claudio"
~person:"Haugh, Martin B."
~person:"Kwon, Roy H."
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Risikomanagement
3
Risk management
3
Theory
3
Portfolio selection
2
Portfolio-Management
2
91B30
1
91G20
1
91G30
1
91G40
1
Asset allocation
1
Bank risk
1
Bankenaufsicht
1
Banking supervision
1
Bankrisiko
1
Cost of capital
1
Cost of capital (KVA)
1
Derivat
1
Derivative
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Filtering
1
Financial services
1
Finanzdienstleistung
1
Forecasting model
1
Kapitalkosten
1
Markov chain
1
Markov regime switching
1
Markov-Kette
1
Model risk
1
Model validation
1
Multi-factor models
1
PFE
1
Prognoseverfahren
1
Quantitative reverse stress testing
1
Risiko
1
Risikomaß
1
Risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Albanese, Claudio
Haugh, Martin B.
Kwon, Roy H.
Arratia, Argimiro
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Braga, M. D.
1
Brandtner, Mario
1
Breger, Ludovic
1
Buehler, Hans
1
Chang, Hsiao-Yin
1
Cheyette, Oren
1
Chincarini, Ludwig Boris
1
Christensen, Troels Sønderby
1
Coleman, Thomas F.
1
Costa, Giorgio
1
Crépey, Stéphane
1
Deng, Kaihua
1
Deshpande, Amit
1
Deventer, Donald R. van
1
Ding, Rui
1
Dorador, Albert
1
Dynkin, Lev
1
Ertley, Brian
1
Golub, Bennet W.
1
Gonon, Lukas
1
Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Hyman, Jay
1
Iabichino, Stefano
1
Ince, Akif
1
Jamshidian, Farshid
1
Kandhai, Drona
1
Kim, Minjoo
1
Koike, Takaaki
1
Kürsten, Wolfgang
1
Lacedelli, Octavio Ruiz
1
Li, Yuying
1
Lichtner, Mark
1
Lundin, Mark
1
more ...
less ...
Published in...
All
Advanced bond portfolio management : best practices in modeling and strategies
Quantitative finance
Academic Press advanced finance series
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
The Moorad Choudhry Global Banking Series
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
2
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
3
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->