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subject:"Portfolio-Management"
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Portfolio-Management
Theorie
69
Theory
69
Portfolio selection
31
Risikomaß
31
Risk measure
31
Risikomanagement
24
Risk management
24
Risiko
18
Risk
18
Original research
14
Estimation
13
Schätzung
13
Volatility
13
Volatilität
13
Credit risk
12
Kreditrisiko
12
ARCH model
10
ARCH-Modell
10
Forecasting model
10
Measurement
10
Messung
10
Prognoseverfahren
10
CAPM
9
Hedging
8
risk management
8
value-at-risk (VaR)
8
Financial services
7
Finanzdienstleistung
7
Capital income
6
Kapitaleinkommen
6
Statistical distribution
6
Statistische Verteilung
6
Basel Accord
5
Basler Akkord
5
Multivariate Verteilung
5
Multivariate distribution
5
Time series analysis
5
Value-at-risk (VAR)
5
Zeitreihenanalyse
5
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Article
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31
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English
31
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Aarons, Mark
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, Jaume
1
Blitz, David
1
Boonen, Tim J.
1
Braun, Valentin
1
Börner, Christoph J.
1
Ceretta, Paulo Sergio
1
Chassang, lvain
1
Chen, Wei
1
Cicon, James
1
Cong, Jianfa
1
Costa, Giorgio
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Ewen, Martin
1
Fermanian, Jean-David
1
Florentin, Clément
1
Gaigall, Daniel
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hoffmann, Ingo
1
Jadhav, Deepak
1
Jarrow, Robert A.
1
Kellner, Ralf
1
Kshatriya, Saranya
1
Kwon, Roy H.
1
Lau, Christian
1
Leonardi, Roberto
1
Li, Shouwei
1
Loeper, Gregoire
1
Mahmoud, Ola
1
Mayoral, Silvia
1
Naik-Nimbalkar, Uttara
1
Njegic, Jovan
1
Parnes, Dror
1
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Published in...
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Journal of risk
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
152
Finance research letters
127
Quantitative finance
107
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
66
SpringerLink / Bücher
64
The journal of portfolio management : JPM
63
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of empirical finance
57
International journal of theoretical and applied finance
56
International review of financial analysis
53
Computational economics
52
International review of economics & finance : IREF
51
Working paper / National Bureau of Economic Research, Inc.
51
Journal of economic dynamics & control
49
Economic modelling
47
Journal of financial economics
47
Finance and stochastics
45
The journal of investing : JOI
45
Mathematics and financial economics
42
The journal of asset management
39
The European journal of finance
38
Applied economics
35
Economics letters
35
Discussion papers / CEPR
34
Scandinavian actuarial journal
31
The journal of investment strategies
30
Journal of mathematical finance
29
Operations research letters
29
Journal of the Operational Research Society
28
Operations research
28
International journal of financial engineering
27
IMA journal of management mathematics
25
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
24
Computers & operations research : and their applications to problems of world concern ; an international journal
23
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ECONIS (ZBW)
31
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1
On capital allocation under information constraints
Börner, Christoph J.
;
Hoffmann, Ingo
;
Poetter, Fabian
; …
- In:
Journal of risk
25
(
2023
)
5
,
pp. 51-69
Persistent link: https://www.econbiz.de/10014370723
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
5
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
6
Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu
;
Li, Shouwei
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
Saved in:
7
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:
8
Fund size and the stability of portfolio risk
Ewen, Martin
;
Rieger, Marc Oliver
- In:
Journal of risk
22
(
2019/2020
)
6
,
pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
Saved in:
9
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
10
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
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