//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Theorie"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Measurement
Theorie
Risikomaß
25
Risk measure
25
Theory
22
Risiko
14
Risk
14
Portfolio selection
11
Portfolio-Management
11
Messung
10
Decision under risk
3
Entscheidung unter Risiko
3
Risikomanagement
3
Risk management
3
Stochastic process
3
Stochastischer Prozess
3
Analysis
2
Black-Scholes model
2
Black-Scholes-Modell
2
Correlation
2
Korrelation
2
Mathematical analysis
2
Option pricing theory
2
Optionspreistheorie
2
Statistical distribution
2
Statistische Verteilung
2
Time consistency
2
Volatility
2
Volatilität
2
Zeitkonsistenz
2
expected shortfall
2
Aggregation
1
Algorithm
1
Algorithmus
1
Analysis of variance
1
Basel Accord
1
Basler Akkord
1
Betriebliche Investitionstheorie
1
CVaR
1
Control theory
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Filipović, Damir
2
Glasserman, Paul
2
Arai, Takuji
1
Bardou, O.
1
Bielecki, Tomasz R.
1
Broda, Simon A.
1
Brummelhuis, R.
1
Cambou, Mathieu
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Chambers, Christopher P.
1
Cialenco, Igor
1
Córdoba, A.
1
Denis, Laurent
1
Ekeland, Ivar
1
Emmer, Susanne
1
Fernández, Begoña
1
Frikha, N.
1
Frittelli, Marco
1
Fukasawa, Masaaki
1
Galichon, Alfred
1
Grechuk, Bogdan
1
Heidelberger, Philip
1
Henry, Marc
1
Jarrow, Robert A.
1
Klüppelberg, Claudia
1
Korn, Ralf
1
Leitner, Johannes
1
Maccheroni, Fabio
1
Maggis, Marco
1
Marinacci, Massimo
1
Meda, Ana
1
Molčanov, Il'ja S.
1
Montrucchio, Luigi
1
Pagès, Gilles
1
Peri, Ilaria
1
Pirvu, Traian A.
1
Quintanilla, M.
1
Schreiber, Amnon
1
Seco, Luis A.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
193
Journal of banking & finance
106
European journal of operational research : EJOR
95
Risks : open access journal
81
Journal of risk
59
Finance research letters
42
Economic modelling
40
Quantitative finance
40
Discussion paper / Tinbergen Institute
37
Journal of empirical finance
37
International review of financial analysis
36
International journal of theoretical and applied finance
35
Applied economics
34
The journal of risk model validation
32
International journal of forecasting
31
Finance and stochastics
28
Journal of risk and financial management : JRFM
28
Scandinavian actuarial journal
27
The European journal of finance
27
Computational economics
26
Journal of econometrics
26
SFB 649 discussion paper
26
The journal of operational risk
26
Mathematics and financial economics
25
Research paper series / Swiss Finance Institute
24
The journal of credit risk : published quarterly by Incisive Media
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk management in financial institutions
22
Energy economics
21
Journal of economic dynamics & control
21
Mathematics of operations research
21
Operations research
21
Operations research letters
21
Astin bulletin : the journal of the International Actuarial Association
20
Journal of forecasting
20
Applied economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of financial econometrics
19
SpringerLink / Bücher
19
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
2
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
3
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
5
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
6
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
7
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
10
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->