//--> //--> //-->
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
~isPartOf:"Computational economics"
~person:"Vasileiou, Evangelos"
~subject:"Portfolio selection"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Accuracy
1
Capital structure
1
Financial risk
1
Kapitalstruktur
1
Leverage effect
1
Optimization
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Theorie
1
Theory
1
Value at risk
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Vasileiou, Evangelos
Sun, Edward W.
2
Yu, Min-Teh
2
Avdoulas, Christos
1
Bekiros, Stelios
1
Berkhouch, Mohammed
1
Caldeira, João F.
1
Chan, Stephen
1
Chen, Yi-Ting
1
Deng, Xue
1
Doganoglu, Toker
1
Du, Junhong
1
Eleftheriadis, Iordanis
1
Guastaroba, Gianfranco
1
Han, Liyan
1
Hartz, Christoph
1
Härdle, Wolfgang
1
Lakhnati, Ghizlane
1
Lee, Kyungsub
1
Li, Zhiming
1
Liang, Ying
1
Loukeris, Nikolaos
1
Ma, Yong
1
Mansini, Renata
1
Mittnik, Stefan
1
Moura, Guilherme Valle
1
Mußhoff, Oliver
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Odening, Martin
1
Righi, Marcelo Brutti
1
Ritter, Matthias
1
Ruttiens, Alain
1
Santos, André A. P.
1
Seo, Byoung Ki
1
Speranza, Maria Grazia
1
Teng, Huei-Wen
1
Wang, Yu-Jen
1
Wesselhöfft, Niels
1
Wu, Lijun
1
more ...
less ...
Published in...
All
Computational economics
Theoretical economics letters
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->