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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Journal of risk"
~subject:"Forecasting model"
~subject:"Multivariate distribution"
~subject:"Outliers"
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Portfolio-Management
Theorie
Forecasting model
Multivariate distribution
Outliers
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
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English
55
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Guillén, Montserrat
2
Poddig, Thorsten
2
Santolino, Miguel
2
Aarons, Mark
1
Abad, Pilar
1
Alemany, Ramon
1
Arici, G.
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Bender, Micha
1
Benito Muela, Sonia
1
Berger, Theo
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Breton, Michèle
1
Buchner, Axel
1
Börner, Christoph J.
1
Castellanos, Jenny
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chang, Meng-Shiuh
1
Charoenwong, Ben
1
Chen, Jiusheng
1
Coleman, Thomas F.
1
Cong, Jianfa
1
Constantinou, Nick
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Embrechts, Paul
1
Emmer, Susanne
1
Feng, Guanhao
1
Fieberg, Christian
1
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Journal of risk
Insurance / Mathematics & economics
187
European journal of operational research : EJOR
136
Journal of banking & finance
108
Risks : open access journal
91
SpringerLink / Bücher
75
Journal of risk management in financial institutions
62
Wiley finance series
51
Finance research letters
49
Journal of risk and financial management : JRFM
46
The journal of operational risk
42
NBER working paper series
41
Energy economics
40
Europäische Hochschulschriften / 5
38
International review of financial analysis
36
Gabler Edition Wissenschaft
34
Quantitative finance
34
Economic modelling
32
The North American journal of economics and finance : a journal of financial economics studies
32
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Paper
31
The journal of portfolio management : JPM
31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of portfolio management : a publication of Institutional Investor
29
International journal of production economics
27
International review of economics & finance : IREF
27
Research paper series / Swiss Finance Institute
27
Discussion paper / Tinbergen Institute
26
International journal of production research
26
International journal of theoretical and applied finance
26
Applied economics
24
Journal of empirical finance
24
Scandinavian actuarial journal
24
Discussion paper / Centre for Economic Policy Research
23
The European journal of finance
22
The journal of asset management
22
Discussion paper
21
Finance and stochastics
21
Springer eBook Collection
21
The journal of investing
21
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ECONIS (ZBW)
55
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55
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
7
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
8
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
9
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
10
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
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