//--> //--> //--> //-->
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:"Risikomaß"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mehrbändiges Werk"
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:"Markowitz-Theorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Portfolio selection
146
Portfolio-Management
146
Theorie
61
Theory
61
Anlageverhalten
16
Behavioural finance
16
Risikomanagement
15
Risk management
15
CAPM
12
Mathematical programming
12
Mathematische Optimierung
12
Stochastic process
12
Stochastischer Prozess
12
Financial investment
11
Financial market
11
Finanzmarkt
11
Kapitalanlage
11
Risk measure
11
Capital income
10
Investment Fund
10
Investmentfonds
10
Kapitaleinkommen
10
Risiko
10
Risk
10
Foreign portfolio investment
8
Multi-criteria analysis
8
Multikriterielle Entscheidungsanalyse
8
Option pricing theory
8
Optionspreistheorie
8
Portfolio-Investition
8
Financial analysis
7
Finanzanalyse
7
Hedging
7
Börsenkurs
6
China
6
Deutschland
6
Germany
6
Measurement
6
Messung
6
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Konferenzbeitrag
Mehrbändiges Werk
Article in journal
1,694
Aufsatz in Zeitschrift
1,694
Graue Literatur
326
Non-commercial literature
326
Arbeitspapier
301
Working Paper
301
Aufsatz im Buch
117
Book section
117
Hochschulschrift
78
Thesis
56
Collection of articles of several authors
15
Sammelwerk
15
Collection of articles written by one author
12
Sammlung
12
Lehrbuch
11
Conference paper
10
Textbook
10
Aufsatzsammlung
7
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Ratgeber
2
Accompanied by computer file
1
Amtsdruckschrift
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Government document
1
Guidebook
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
11
Author
All
Brio, Esther B. del
1
Chen, Wei
1
Delage, Erick
1
Diebold, Francis X.
1
Fan, Zhengyang
1
Gai, Yuxi
1
Gupta, Pankaj
1
Guégan, Dominique
1
Hassani, Bertrand
1
Ji, Ran
1
Khan, Akhtar A.
1
Köbis, Elisabeth
1
Lejeune, Miguel A.
1
Li, Jonathan Yu-Meng
1
Li, Kehan
1
Marzban, Saeed
1
Mora-Valencia, Andrés
1
Paraschiv, Florentina
1
Perote, Javier
1
Pichler, Alois
1
Reese, Stine Marie
1
Rengifo, Erick W.
1
Schlotter, Ruben
1
Skjelstad, Margrethe Ringkjøb
1
Tammer, Christiane
1
Trifan, Emanuela
1
Wagalath, Lakshithe
1
Yılmaz, Kamil
1
Zubelli, Jorge P.
1
more ...
less ...
Published in...
All
Quantitative finance
3
Computational management science
1
Darmstadt discussion papers in economics
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Multiple criteria decision making in finance, insurance and investment
1
Recent advances in optimization theory and applications
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
4
Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
Saved in:
5
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
6
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
7
Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei
;
Gai, Yuxi
;
Gupta, Pankaj
- In:
Recent advances in optimization theory and applications
,
(pp. 103-127)
.
2018
Persistent link: https://www.econbiz.de/10011943426
Saved in:
8
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
Saved in:
9
Scalarization methods in multiobjective optimization, robustness, risk theory and finance
Khan, Akhtar A.
;
Köbis, Elisabeth
;
Tammer, Christiane
- In:
Multiple criteria decision making in finance, insurance …
,
(pp. 135-157)
.
2015
Persistent link: https://www.econbiz.de/10011374139
Saved in:
10
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->