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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Kreditrisiko"
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Kreditrisiko
Portfolio selection
55
Portfolio-Management
55
Risikomanagement
32
Risk management
32
Theorie
19
Theory
19
Credit risk
16
Risiko
14
Risk
14
Bank risk
13
Bankrisiko
13
Risikomaß
11
Risk measure
11
Welt
8
World
8
Basel Accord
7
Basler Akkord
7
Financial services
7
Finanzdienstleistung
7
Bank liquidity
6
Bankenliquidität
6
machine learning
6
market risk
6
risk management
6
Capital income
5
Kapitaleinkommen
5
stress testing
5
Asset-liability management
4
Bilanzstrukturmanagement
4
Financial crisis
4
Finanzkrise
4
Forecasting model
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Liquidity
4
Nachhaltige Kapitalanlage
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Prognoseverfahren
4
Sustainable investment
4
Anlageverhalten
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Behavioural finance
3
Coronavirus
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Article
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16
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English
16
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Campino, Jonas de Oliveira
2
Kalkbrener, Michael
2
Packham, Natalie
2
Baldan, Cinzia
1
Galizia, Frederico
1
Geretto, Enrico
1
Kowit, Robert M.
1
Kupiec, Paul H.
1
Maitra, Anando
1
May, William
1
Orgeldinger, J.
1
Rengifo, Erick W.
1
Saidane, Mohamed
1
Sarraf, Hanna
1
Satchell, Stephen
1
Schlösser, Anna
1
Serrano, Daniela
1
Sperling, Frank
1
Tasche, Dirk
1
Walker, Martin
1
Wong, Max C. Y.
1
Yang, Hank Z.
1
Zagst, Rudi
1
Zen, Francesco
1
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Journal of risk management in financial institutions
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
14
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
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1
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
2
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
3
Good intentions in risk management and the LDI crisis
Walker, Martin
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 228-236
Persistent link: https://www.econbiz.de/10014320221
Saved in:
4
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
Saved in:
5
Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira
;
Galizia, Frederico
; …
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
Saved in:
6
Fixed-income ETFs : a liquidity illusion?
Maitra, Anando
;
Satchell, Stephen
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
4
,
pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
Saved in:
7
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
8
Critical appraisal of the Basel fundamental review of the trading book regulations
Orgeldinger, J.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
3
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011800765
Saved in:
9
A quantitative model to articulate the banking risk appetite framework
Baldan, Cinzia
;
Geretto, Enrico
;
Zen, Francesco
- In:
Journal of risk management in financial institutions
9
(
2016
)
2
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011666248
Saved in:
10
Trade finance as a financial asset : risks and mitigants for non-bank investors
Kowit, Robert M.
;
May, William
;
Rengifo, Erick W.
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10011488828
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