//--> //--> //-->
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:"Research in international business and finance"
~person:"Anand, Abhinav"
~subject:"Portfolio-Management"
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:"Value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
ARCH model
1
ARCH-Modell
1
ARMA-GARCH model
1
Average Value-at-Risk (AVaR)
1
Foster-Hart risk
1
Normal tempered stable distribution
1
Portfolio selection
1
Reward risk ratio
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value-at-Risk (VaR)
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
Anand, Abhinav
Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Armstrong, John
2
Brandtner, Mario
2
Brigo, Damiano
2
Campbell, Rachel
2
Chiang, Thomas C.
2
Cui, Xueting
2
Dias, Alexandra
2
Huisman, Ronald
2
Härdle, Wolfgang
2
Koedijk, Kees
2
McMillan, David G.
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
Althof, Michael
1
Angelelli, Enrico
1
Aramonte, Sirio
1
Baek, Seungho
1
Balaban, Suzana
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baptista, Alexandre M.
1
Batten, Jonathan A.
1
Bedi, Prateek
1
Bellini, Fabio
1
Ben Amor, Souhir
1
Bernard, Carole
1
Biffi, Paola
1
Bilson, John F.
1
Boubaker, Heni
1
Boucher, Christophe
1
more ...
less ...
Published in...
All
Journal of banking & finance
Research in international business and finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->