//--> //--> //--> //-->
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:"International review of financial analysis"
~isPartOf:"Operations research"
~isPartOf:"Research in international business and finance"
~subject:"Risk measure"
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 optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
454
Portfolio-Management
454
Capital income
155
Kapitaleinkommen
155
Theorie
126
Theory
126
Anlageverhalten
80
Behavioural finance
80
Aktienmarkt
78
Stock market
78
Risk
74
Risiko
72
Estimation
70
Schätzung
70
Börsenkurs
66
Share price
66
Investment Fund
62
Investmentfonds
62
Risikomaß
61
Welt
53
World
53
CAPM
48
Hedging
48
Volatility
45
Volatilität
45
Risikomanagement
43
Risk management
43
USA
37
United States
37
Diversification
36
Forecasting model
36
Prognoseverfahren
36
Diversifikation
33
Virtual currency
28
Virtuelle Währung
28
Financial investment
26
Kapitalanlage
26
Portfolio diversification
25
Correlation
24
more ...
less ...
Online availability
All
Undetermined
47
Free
1
Type of publication
All
Article
60
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
61
Author
All
Wang, Ruodu
3
Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Embrechts, Paul
2
Liu, Guangwu
2
McMillan, David G.
2
Mora-Valencia, Andrés
2
Perote, Javier
2
Ahelegbey, Daniel Felix
1
Althof, Michael
1
Atamtürk, Alper
1
Balaban, Suzana
1
Batten, Jonathan A.
1
Bedi, Prateek
1
Ben Amor, Souhir
1
Berger, Theo
1
Borer, Daniel
1
Bredin, Donal
1
Brio, Esther B. del
1
Butt, Hilal Anwar
1
Capponi, Agostino
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chau Trinh Nguyen
1
Chen, Jingnan
1
Chiang, Thomas C.
1
Choi, Insu
1
Choi, Sun-Yong
1
Chun, So Yeon
1
Chávez-Bedoya, Luis
1
Conlon, Thomas
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Delage, Erick
1
Dobrynskaja, V. V.
1
Doering, Jana
1
Echaust, Krzysztof
1
Edirisinghe, Chanaka
1
Fan, Caiyun
1
Fetherston, Thomas Austin
1
more ...
less ...
Published in...
All
International review of financial analysis
Operations research
Research in international business and finance
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
55
Risks : open access journal
44
Finance research letters
39
Quantitative finance
34
Economic modelling
30
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
The European journal of finance
19
Computational economics
18
Finance and stochastics
18
Journal of empirical finance
18
The journal of risk model validation
18
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
Econometric Institute research papers
13
International journal of forecasting
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
11
Working papers
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
3
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
4
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
5
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
6
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
7
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
8
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
9
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
10
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->