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subject:"Risikomaß"
~isPartOf:"Finance research letters"
~type_genre:"Article in journal"
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Search: subject_exact:"Markowitz-Theorie"
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Risikomaß
Portfolio selection
381
Portfolio-Management
381
Theorie
156
Theory
156
Capital income
102
Kapitaleinkommen
102
Risk
66
Risiko
62
Anlageverhalten
58
Behavioural finance
58
CAPM
54
Aktienmarkt
40
Stock market
40
Estimation
39
Risk measure
39
Schätzung
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Volatility
39
Volatilität
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Hedging
36
Risikomanagement
36
Risk management
36
Börsenkurs
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Share price
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Virtual currency
34
Virtuelle Währung
34
Welt
33
World
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Investment Fund
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Investmentfonds
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Financial investment
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Kapitalanlage
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Diversification
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Forecasting model
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Prognoseverfahren
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Mathematical programming
19
Mathematische Optimierung
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Article in journal
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39
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English
39
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Lönnbark, Carl
2
Righi, Marcelo Brutti
2
Acereda, Beatriz
1
Ardakani, Omid M.
1
Aw, Grace
1
Aydin, Nezir
1
Baviera, Roberto
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Bodnar, Taras
1
Borenstein, Denis
1
Boudreault, Mathieu
1
Bouri, Elie
1
Brännäs, Kurt
1
Capelli, Paolo
1
Chen, Zhang
1
Cho, Yongbok
1
Chow, Victor K.
1
Cifter, Atilla
1
Deng, Chao
1
Dingec, Kemal Dincer
1
El Ouardirhi, Saad
1
Gauthier, Geneviève
1
Ghabri, Yosra
1
Grable, John E.
1
Guesmi, Khaled
1
Gössling, Thalles Weber
1
Hammoudeh, Shawkat
1
Han, Yingwei
1
Haugom, Erik
1
He, Jia
1
Holmberg, Ulf
1
Huang, Guanglin
1
Huang, Wenli
1
Ielasi, Federica
1
Jahandideh, Mohammad-Taghi
1
Jang, Bong-Gyu
1
Jiang, Jingjing
1
Jiang, Wen
1
Jiménez, Inés
1
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Finance research letters
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
55
Risks : open access journal
44
Quantitative finance
34
Economic modelling
30
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
The European journal of finance
19
Computational economics
18
Journal of empirical finance
18
The journal of risk model validation
18
Finance and stochastics
17
Operations research
16
Research in international business and finance
16
International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
International journal of forecasting
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of mathematical finance
10
Mathematics of operations research
10
Applied economics letters
9
International journal of financial engineering
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ECONIS (ZBW)
39
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39
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1
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
4
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
5
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
6
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
7
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
8
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
9
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
10
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
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