//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~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:"Portfolio-Management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
605
Portfolio-Management
605
Theorie
257
Theory
257
Capital income
147
Kapitaleinkommen
147
Risikomaß
88
Anlageverhalten
82
Behavioural finance
82
Risk
76
Risiko
75
Estimation
71
Schätzung
71
Investment Fund
70
Investmentfonds
70
CAPM
67
Risikomanagement
60
Risk management
60
Börsenkurs
56
Forecasting model
56
Prognoseverfahren
56
Share price
56
Welt
46
World
46
Volatility
45
Volatilität
45
USA
41
Credit risk
40
Kreditrisiko
40
United States
40
Hedging
29
Aktienmarkt
28
Risikoprämie
28
Risk premium
28
Stock market
28
Financial crisis
26
Finanzkrise
26
Statistical distribution
26
Statistische Verteilung
26
more ...
less ...
Online availability
All
Undetermined
35
Free
3
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
McAleer, Michael
3
Armstrong, John
2
Brandtner, Mario
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dias, Alexandra
2
Huisman, Ronald
2
Koedijk, Kees
2
Pérez Amaral, Teodosio
2
Rockafellar, Ralph Tyrrell
2
Rösch, Daniel
2
Uryasev, Stan
2
Zhu, Shushang
2
Alcock, Jamie
1
Alexander, Gordon J.
1
Alexander, S.
1
Alles, Lakshman
1
Anand, Abhinav
1
Angelelli, Enrico
1
Aramonte, Sirio
1
Baek, Seungho
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Banulescu, Denisa
1
Baptista, Alexandre M.
1
Bellini, Fabio
1
Bernard, Carole
1
Biffi, Paola
1
Bilson, John F.
1
Boubaker, Heni
1
Boucher, Christophe
1
Brailsford, Timothy J.
1
Breuer, Thomas
1
Buccioli, Alice
1
Changchien, Chang-cheng
1
Chen Zhou
1
Chen, Yi-Hsuan
1
Cheng, Yihan
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of forecasting
Insurance / Mathematics & economics
105
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
International review of financial analysis
28
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 in international business and finance
17
Research paper series / Swiss Finance Institute
17
Operations research
16
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 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)
88
Showing
1
-
10
of
88
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
2
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
5
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
6
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
7
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
8
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
9
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
10
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->