//--> //--> //--> //-->
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
type:"article"
~person:"Härdle, Wolfgang"
~person:"Mao, Tiantian"
~person:"Martellini, Lionel"
~subject:"Risk management"
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:"Portfolio performance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Portfolio selection
56
Portfolio-Management
56
Theorie
29
Theory
29
Risikomanagement
23
Risikomaß
20
Risk measure
20
Risiko
19
Risk
19
Statistical distribution
11
Statistische Verteilung
11
Measurement
9
Messung
9
Capital income
7
Hedging
7
Kapitaleinkommen
7
Estimation
6
Anleihe
5
Ausreißer
5
Bond
5
Financial investment
5
Kapitalanlage
5
Multivariate Verteilung
5
Multivariate distribution
5
Outliers
5
Schätzung
5
Financial services
4
Finanzdienstleistung
4
Investment Fund
4
Investmentfonds
4
Time series analysis
4
Virtual currency
4
Virtuelle Währung
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Estimation theory
3
Interest rate risk
3
Regression analysis
3
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
5
Book section
5
Language
All
English
23
Author
All
Härdle, Wolfgang
Mao, Tiantian
Martellini, Lionel
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Righi, Marcelo Brutti
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Chen, An
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Tiwari, Aviral Kumar
5
Amenc, Noël
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Diebold, Francis X.
4
Ghorbel, Ahmed
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
McAleer, Michael
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Quantitative finance
2
Scandinavian actuarial journal
2
The journal of alternative investments
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied quantitative finance
1
Mathematics of operations research
1
Research in international business and finance
1
The Singapore economic review
1
The econometrics of networks
1
The handbook of fixed income securities
1
The journal of fixed income
1
The journal of portfolio management : JPM
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
5
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
6
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
7
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
8
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
9
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
10
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->