//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Measurement"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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:"Portfolio-Management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Portfolio selection
162
Portfolio-Management
162
Theorie
107
Theory
107
Stochastic process
32
Stochastischer Prozess
32
Risiko
28
Risikomaß
28
Risk
28
Risk measure
28
Capital income
25
Kapitaleinkommen
25
Risikomanagement
23
Risk management
23
Portfolio optimization
20
Mathematical programming
19
Mathematische Optimierung
19
CAPM
16
Anlageverhalten
15
Behavioural finance
15
Option pricing theory
14
Optionspreistheorie
14
Forecasting model
13
Prognoseverfahren
13
Volatility
13
Volatilität
13
Hedging
12
Messung
11
Transaction costs
11
Transaktionskosten
11
Estimation
10
Schätzung
10
Experiment
9
Markov chain
9
Markov-Kette
9
Robust statistics
9
Robustes Verfahren
9
Arbitrage
8
Statistical distribution
8
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
11
Konferenzbeitrag
1
Language
All
English
11
Author
All
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Brandtner, Mario
1
Chen, Qian
1
Deng, Kaihua
1
Feinstein, Zachary
1
Gerlach, Richard
1
Gu, Jia-Wen
1
Kroll, Yoram
1
Kürsten, Wolfgang
1
Law, Keith K. F.
1
Li, Wai Keung
1
Ma, Tiejun
1
Madan, Dilip B.
1
Marchioni, Andrea
1
Pichler, Alois
1
Pun, Chi Seng
1
Qiu, Jie
1
Rudloff, Birgit
1
Schlotter, Ruben
1
Steffensen, Mogens
1
Wang, Chao
1
Wang, Lei
1
Wang, Wei
1
Xu, Huifu
1
Yu, Philip L. H.
1
Zheng, Harry
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
38
European journal of operational research : EJOR
14
Journal of banking & finance
10
Finance research letters
9
International journal of theoretical and applied finance
9
Journal of risk
9
The journal of portfolio management : JPM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics and financial economics
6
Finance and stochastics
5
International review of financial analysis
5
Mathematics of operations research
5
Operations research
5
Scandinavian actuarial journal
5
Computational economics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Applied economics
3
Computational management science
3
Economic modelling
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
The journal of operational risk
3
The journal of wealth management : JWM
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics letters
2
Astin bulletin : the journal of the International Actuarial Association
2
Economics and business review
2
INFORMS journal on computing : JOC
2
Journal of forecasting
2
Journal of mathematical finance
2
Journal of risk finance : the convergence of financial products and insurance
2
Journal of the Operational Research Society
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research : ZOR
2
Operations research letters
2
Risk management : a journal of risk, crisis and disaster
2
Risk management : an international journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
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
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
4
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
5
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
6
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Saved in:
7
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
8
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
9
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
10
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->