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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Journal of risk"
~subject:"Outliers"
~subject:"Schätzung"
~subject:"Volatilität"
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Portfolio-Management
Theorie
Outliers
Schätzung
Volatilität
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
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Original research
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Measurement
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Messung
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Basel Accord
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Basler Akkord
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Estimation
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ARCH model
7
ARCH-Modell
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Forecasting model
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Hedging
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value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Value-at-risk (VAR)
5
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5
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54
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Guillén, Montserrat
2
Poddig, Thorsten
2
Santolino, Miguel
2
Aarons, Mark
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
Berger, Theo
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
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1
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1
Börner, Christoph J.
1
Castellanos, Jenny
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chan, Jiun Hong
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
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Desmettre, Sascha
1
Embrechts, Paul
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Emmer, Susanne
1
Feng, Guanhao
1
Fieberg, Christian
1
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Journal of risk
Insurance / Mathematics & economics
182
European journal of operational research : EJOR
132
Journal of banking & finance
112
Risks : open access journal
91
SpringerLink / Bücher
76
Finance research letters
59
Journal of risk management in financial institutions
59
Wiley finance series
50
Energy economics
46
NBER working paper series
43
Journal of risk and financial management : JRFM
42
International review of financial analysis
41
The journal of operational risk
41
Europäische Hochschulschriften / 5
38
Working paper / National Bureau of Economic Research, Inc.
38
Economic modelling
36
Gabler Edition Wissenschaft
35
Quantitative finance
34
NBER Working Paper
33
The North American journal of economics and finance : a journal of financial economics studies
33
The journal of portfolio management : a publication of Institutional Investor
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The journal of portfolio management : JPM
31
Applied economics
29
International review of economics & finance : IREF
28
Research paper series / Swiss Finance Institute
28
Discussion paper / Centre for Economic Policy Research
27
International journal of theoretical and applied finance
27
Discussion paper / Tinbergen Institute
25
International journal of production research
25
International journal of production economics
24
Journal of empirical finance
24
Scandinavian actuarial journal
24
The European journal of finance
24
Journal of financial economics
22
The journal of asset management
22
The journal of risk model validation
22
Discussion paper
21
Schriftenreihe Finanzmanagement
21
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ECONIS (ZBW)
54
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1
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10
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54
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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
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:
7
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:
8
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:
9
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
Saved in:
10
Performance measures adjusted for the risk situation (PARS)
Peters, Christoph
;
Seydel, Roland C.
- In:
Journal of risk
23
(
2021
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
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