//--> //--> //-->
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:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Volatility
43
Volatilität
43
ARCH model
20
ARCH-Modell
20
Estimation
15
Schätzung
15
Risikomaß
13
Risk measure
13
Theorie
13
Theory
13
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Aktienindex
8
Capital income
8
Kapitaleinkommen
8
Portfolio selection
8
Stock index
8
Börsenkurs
6
Share price
6
Estimation theory
5
Hedging
5
Option pricing theory
5
Option trading
5
Optionsgeschäft
5
Optionspreistheorie
5
Risikomanagement
5
Risk management
5
Schätztheorie
5
volatility
5
Correlation
4
Exchange rate
4
Korrelation
4
Original research
4
Risiko
4
Risk
4
Stochastic volatility
4
Wechselkurs
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
8
Author
All
Blitz, David
1
Chen, Jiusheng
1
Deng, Geng
1
Dulaney, Tim
1
Ewen, Martin
1
Li, Hongyi
1
McCann, Craig
1
Qiao, Xiao
1
Rab, Nikolaus
1
Riccetti, Luca
1
Rieger, Marc Oliver
1
Swinkels, Laurens
1
Vliet, Willem Nicolaas van
1
Wang, Yongning
1
Warnung, Richard
1
Wu, Chongfeng
1
Xu, Weidong
1
Xu, Weijun
1
Ūsaitė, Kristina
1
more ...
less ...
Published in...
All
Journal of risk
Finance research letters
39
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Applied economics
17
Journal of economic dynamics & control
17
Economic modelling
16
Research in international business and finance
16
European journal of operational research : EJOR
15
Journal of econometrics
15
Quantitative finance
15
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Insurance / Mathematics & economics
12
International journal of finance & economics : IJFE
12
Risks : open access journal
12
The European journal of finance
12
The journal of portfolio management : JPM
12
Journal of mathematical finance
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
8
Applied financial economics
8
Computational economics
8
Journal of financial econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Fund size and the stability of portfolio risk
Ewen, Martin
;
Rieger, Marc Oliver
- In:
Journal of risk
22
(
2019/2020
)
6
,
pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
Saved in:
5
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
6
Modeling a risk-based criterion for a portfolio with options
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of risk
16
(
2013/14
)
6
,
pp. 77-100
Persistent link: https://www.econbiz.de/10010476243
Saved in:
7
Scaling protfolio volatility and calculating risk contributions in the presence of serial cross-correlations
Rab, Nikolaus
;
Warnung, Richard
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 23-52
Persistent link: https://www.econbiz.de/10009531010
Saved in:
8
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->