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~isPartOf:"Journal of empirical finance"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Portfolio Selection"
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Risikomaß
Portfolio selection
113
Portfolio-Management
113
Capital income
58
Kapitaleinkommen
58
Theorie
57
Theory
57
CAPM
37
Estimation
28
Schätzung
28
Risiko
24
Risk
24
Anlageverhalten
23
Behavioural finance
23
Börsenkurs
20
Forecasting model
20
Prognoseverfahren
20
Share price
20
Investment Fund
18
Investmentfonds
18
Volatility
18
Volatilität
18
Aktienmarkt
11
Risk measure
11
Stock market
11
Risikoprämie
9
Risk premium
9
Asset pricing
8
Momentum
8
Risikomanagement
8
Risk management
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Hedging
7
Method of moments
7
Momentenmethode
7
Portfolio choice
7
Schätztheorie
7
Analysis of variance
6
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Aufsatz in Zeitschrift
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11
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English
11
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Allen, David
1
Bernardi, Mauro
1
Borri, Nicola
1
Chen, Yi-Hsuan
1
Dunne, Peter G.
1
Fries, Christian
1
James, Robert
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Lizieri, Colin
1
Mainik, Georg
1
Maruotti, Antonello
1
Mitov, Georgi
1
Nigbur, Tobias
1
Petrella, Lea
1
Prokhorov, Artem
1
Puhl, Martin
1
Reininger, Thomas
1
Rhee, S. Ghon
1
Rüschendorf, Ludger
1
Satchell, Stephen
1
Seeger, Norman
1
Sola Perea, Maite de
1
Tu, Anthony H.
1
Wang, Yudong
1
Wu, Chongfeng
1
Wu, Feng
1
Wu, Ying
1
Zhou, Chunyang
1
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Journal of empirical finance
Insurance / Mathematics & economics
71
European journal of operational research : EJOR
44
Finance research letters
37
Journal of banking & finance
31
Journal of risk
31
Quantitative finance
28
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics
17
Economic modelling
16
Computational economics
14
International journal of theoretical and applied finance
13
International review of economics & finance : IREF
13
Research in international business and finance
13
Operations research
12
International journal of forecasting
10
Journal of econometrics
10
Journal of international financial markets, institutions & money
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Scandinavian actuarial journal
10
Mathematics and financial economics
9
Pacific-Basin finance journal
9
The European journal of finance
9
The journal of risk model validation
9
Finance and stochastics
8
International journal of financial engineering
8
Journal of the Operational Research Society
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Energy economics
7
Journal of financial economics
7
Mathematics of operations research
7
The journal of asset management
7
The journal of credit risk : published quarterly by Incisive Media
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Journal of economic dynamics & control
6
Journal of financial econometrics
6
Journal of mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
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ECONIS (ZBW)
11
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1
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Asset pricing with extreme liquidity risk
Wu, Ying
- In:
Journal of empirical finance
54
(
2019
),
pp. 143-165
Persistent link: https://www.econbiz.de/10012174793
Saved in:
5
Conditional tail-risk in cryptocurrency markets
Borri, Nicola
- In:
Journal of empirical finance
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012169911
Saved in:
6
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
7
Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment
Sola Perea, Maite de
;
Dunne, Peter G.
;
Puhl, Martin
; …
- In:
Journal of empirical finance
53
(
2019
),
pp. 33-52
Persistent link: https://www.econbiz.de/10012171680
Saved in:
8
A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.
;
Chen, Yi-Hsuan
- In:
Journal of empirical finance
45
(
2018
),
pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
Saved in:
9
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
10
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
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