//--> //--> //--> //-->
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:"Portfolio-Management"
subject:"United States"
~person:"Overbeck, Ludger"
~person:"Watson, Mark W."
~subject:"Prognoseverfahren"
~type_genre:"Book section"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Prognoseverfahren
Theorie
15
Theory
15
Credit risk
6
Kreditrisiko
6
Portfolio selection
6
Time series analysis
4
USA
4
Zeitreihenanalyse
4
Estimation
3
Estimation theory
3
Risikomanagement
3
Risk management
3
Schätztheorie
3
Schätzung
3
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Measurement
2
Messung
2
Risiko
2
Risikoaversion
2
Risikomaß
2
Risk
2
Risk aversion
2
Risk measure
2
1955-1994
1
1988-1990
1
Arbeitslosigkeit
1
Asset-Backed Securities
1
Asset-backed securities
1
Automotive industry
1
Bank lending
1
Bayes-Statistik
1
Bayesian inference
1
Business cycle
1
Credit derivative
1
Credit market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Book section
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
13
Working Paper
13
Aufsatz im Buch
12
Graue Literatur
9
Non-commercial literature
9
Collection of articles of several authors
2
Lehrbuch
2
Sammelwerk
2
Textbook
2
Aufsatzsammlung
1
Conference proceedings
1
Einführung
1
Festschrift
1
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
12
Author
All
Overbeck, Ludger
Watson, Mark W.
Fabozzi, Frank J.
27
Samuelson, Paul Anthony
10
Račev, Svetlozar T.
9
Satchell, Stephen
9
Goodhart, Charles A. E.
8
Locarek-Junge, Hermann
8
Barnett, William A.
7
Cutler, David M.
7
Poddig, Thorsten
7
Stock, James H.
7
Zopounidis, Constantin
7
Audretsch, David B.
6
Gintis, Herbert
6
Halevi, Joseph
6
Hall, Robert Ernest
6
Hassett, Kevin A.
6
Hubbard, R. Glenn
6
Maurer, Raimond
6
Merton, Robert C.
6
Ortobelli, Sergio
6
Rehkugler, Heinz
6
Songsak Sriboonchitta
6
Auerbach, Alan J.
5
Daly, Herman E.
5
Derigs, Ulrich
5
Feldstein, Martin S.
5
Freeman, Albert Myrick
5
Hagen, Jürgen von
5
Herbertsson, Alexander
5
Hurd, Michael D.
5
Härdle, Wolfgang
5
Lavoie, Marc
5
McKenzie, Lionel W.
5
Mishkin, Frederic S.
5
Moriggia, Vittorio
5
Poterba, James M.
5
Prinzler, Ralf
5
Rausser, Gordon C.
5
Setterfield, Mark
5
more ...
less ...
Published in...
All
Applied quantitative finance
4
Business cycles, indicators, and forecasting
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of macroeconomics ; Vol. 1A
1
Measuring risk in complex stochastic systems
1
Reducing inflation : motivation and strategy
1
Risk management : a modern perspective
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
2
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
3
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
4
Forecasting in dynamic factor models subject to structural instability
Stock, James H.
;
Watson, Mark W.
- In:
The methodology and practice of econometrics : a …
,
(pp. 173-205)
.
2009
Persistent link: https://www.econbiz.de/10003857840
Saved in:
5
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
6
Forecasting with many predictiors
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003338438
Saved in:
7
Integration of credit and market risk
Overbeck, Ludger
- In:
Risk management : a modern perspective
,
(pp. 341-365)
.
2006
Persistent link: https://www.econbiz.de/10003271420
Saved in:
8
Systematic risk in homogeneous credit portfolios
Bluhm, Christian
;
Overbeck, Ludger
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 35-48)
.
2003
Persistent link: https://www.econbiz.de/10002001344
Saved in:
9
Allocation of economic capital in loan portfolios
Overbeck, Ludger
- In:
Measuring risk in complex stochastic systems
,
(pp. 1-17)
.
2000
Persistent link: https://www.econbiz.de/10001579693
Saved in:
10
Business cycle fluctuations in US macroeconomic time series
Stock, James H.
;
Watson, Mark W.
-
1999
Persistent link: https://www.econbiz.de/10001435148
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->