//--> //--> //--> //-->
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:"Hedging"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Kreditrisiko"
~subject:"Multivariate Verteilung"
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:"Portfolio-Theorie"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Hedging
ARCH model
Kreditrisiko
Multivariate Verteilung
Portfolio selection
110
Portfolio-Management
110
Risikomaß
57
Risk measure
57
Theorie
41
Theory
41
Risikomanagement
40
Risk management
40
Risiko
23
Risk
23
Estimation
20
Schätzung
20
Capital income
15
Kapitaleinkommen
15
Measurement
15
Messung
15
Credit risk
14
Estimation theory
13
Schätztheorie
13
ARCH-Modell
11
Original research
11
Volatility
11
Volatilität
11
risk management
10
CAPM
9
Financial services
8
Finanzdienstleistung
8
Statistical distribution
8
Statistische Verteilung
8
value-at-risk (VaR)
8
Basel Accord
7
Basler Akkord
7
Forecasting model
7
Multivariate distribution
7
Prognoseverfahren
7
portfolio optimization
7
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Aarons, Mark
1
Alemany, Ramon
1
Baule, Rainer
1
Berens, Tobias
1
Berger, Theo
1
Bertagna, Andrea
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Butler, Andrew
1
Chang, Meng-Shiuh
1
Chen, Jiusheng
1
Cicon, James
1
Cong, Jianfa
1
Deliu, Dragos
1
Dionne, Georges
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Flower, Barry G.
1
Fouquau, Julien
1
Gajek, Lesław
1
Gürtler, Marc
1
Hackethal, Andreas
1
Hamerle, Alfred
1
Hassani, Samir Saissi
1
Hesse, Frederik
1
Hibbeln, Martin
1
Jarrow, Robert A.
1
Kabaila, Paul
1
Kharoubi, Cécile
1
Kolman, Marek
1
Krajewska, Elzbieta
1
Kwon, Roy H.
1
Lai, Van Son
1
Lamb, John D.
1
Langlois, Yves
1
Leong, Philip H. W.
1
Liebig, Thilo
1
Loeper, Gregoire
1
more ...
less ...
Published in...
All
Journal of risk
Journal of banking & finance
95
Finance research letters
76
Insurance / Mathematics & economics
61
International review of financial analysis
59
International journal of theoretical and applied finance
52
Applied economics
47
Energy economics
44
The North American journal of economics and finance : a journal of financial economics studies
42
Economic modelling
41
International review of economics & finance : IREF
41
The journal of credit risk : published quarterly by Incisive Media
36
Research paper series / Swiss Finance Institute
35
Finance and stochastics
34
Journal of risk and financial management : JRFM
34
European journal of operational research : EJOR
33
The journal of futures markets
33
Risks : open access journal
32
Quantitative finance
31
Journal of economic dynamics & control
30
Journal of empirical finance
30
The European journal of finance
30
Research in international business and finance
27
Journal of international financial markets, institutions & money
26
Swiss Finance Institute Research Paper
26
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
SpringerLink / Bücher
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The journal of asset management
22
The journal of risk model validation
22
Discussion paper / Deutsche Bundesbank
21
Applied mathematical finance
19
Journal of financial stability
19
Journal of risk management in financial institutions
19
NBER working paper series
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Computational economics
18
The journal of fixed income
17
Bundesbank Series 2 Discussion Paper
16
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
2
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:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
6
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
7
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
8
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
9
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
10
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->