//--> //--> //--> //-->
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 risk"
~subject:"Kreditrisiko"
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 optimization"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Portfolio selection
104
Portfolio-Management
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
39
Theory
39
Risiko
23
Risk
23
Estimation
18
Schätzung
18
Credit risk
14
Measurement
14
Messung
14
Estimation theory
13
Schätztheorie
13
Capital income
12
Kapitaleinkommen
12
Original research
11
ARCH model
10
ARCH-Modell
10
risk management
10
CAPM
8
Financial services
8
Finanzdienstleistung
8
Hedging
8
Volatility
8
Volatilität
8
Multivariate Verteilung
7
Multivariate distribution
7
Statistical distribution
7
Statistische Verteilung
7
portfolio optimization
7
value-at-risk (VaR)
7
Basel Accord
6
Basler Akkord
6
Mathematical programming
6
Mathematische Optimierung
6
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Baule, Rainer
1
Bertagna, Andrea
1
Boeve, Rolf
1
Cicon, James
1
Deliu, Dragos
1
Fermanian, Jean-David
1
Fischer, Matthias
1
Florentin, Clément
1
Gürtler, Marc
1
Hamerle, Alfred
1
Hesse, Frederik
1
Hibbeln, Martin
1
Kolman, Marek
1
Liebig, Thilo
1
Lopez, Luca
1
Lütkebohmert-Holtz, Eva
1
Maciag, Jakob
1
Muromachi, Yukio
1
Nagl, Maximilian
1
Nassigh, Aldo
1
Parnes, Dror
1
Pedescu, Mirela
1
Pfeuffer, Marius
1
Pfingsten, Andreas
1
Pioppi, Michele
1
Plank, Kilian
1
Reffel, Fabian
1
Rösch, Daniel
1
Schaller, Peter
1
Schropp, Hans-Jochen
1
Schulze, Robert
1
Shibo, Bian
1
Vöhringer, Clemens
1
Walter, Roland
1
Wilkens, Sascha
1
Zhang, Yi
1
more ...
less ...
Published in...
All
Journal of risk
Journal of banking & finance
40
The journal of credit risk : published quarterly by Incisive Media
34
Discussion paper / Deutsche Bundesbank
21
International journal of theoretical and applied finance
21
The journal of risk model validation
19
Journal of financial stability
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
16
Journal of risk management in financial institutions
16
SpringerLink / Bücher
14
Finance research letters
13
Risks : open access journal
12
International review of financial analysis
11
The journal of fixed income
10
Dresdner Beiträge zu quantitativen Verfahren
9
European journal of operational research : EJOR
9
Journal of financial services research : JFSR
9
Discussion paper
8
Finance and stochastics
8
Research paper series / Swiss Finance Institute
8
Working papers in economics
8
BIS working papers
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper series
7
Die Bank
6
FRB of Philadelphia Working Paper
6
Journal of international financial markets, institutions & money
6
Journal of investment management : JOIM
6
Quantitative finance
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / European Central Bank
6
Working papers / Federal Reserve Bank of Philadelphia, Research Department
6
Asia-Pacific financial markets
5
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
2
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
3
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
4
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
5
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
6
Optimal asset management for defined-contribution pension funds with default risk
Shibo, Bian
;
Cicon, James
;
Zhang, Yi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10011579786
Saved in:
7
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
8
Bayesian synthesis of portfolio credit risk with missing ratings
Parnes, Dror
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 45-69
Persistent link: https://www.econbiz.de/10013262945
Saved in:
9
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
10
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->