//--> //--> //--> //-->
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:"Mathematics and financial economics"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation
Measurement
Risikomaß
25
Risk measure
25
Theorie
21
Theory
21
Messung
17
Risiko
17
Risk
17
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
6
Risk management
6
Convex risk measures
4
Risk measures
4
Stochastic process
3
Stochastischer Prozess
3
Value-at-risk
3
Acceptance sets
2
Bank risk
2
Bankrisiko
2
CAPM
2
Dual representation
2
Dual representations
2
Entropie
2
Entropy
2
Financial services
2
Finanzdienstleistung
2
Law invariant risk measures
2
Relative entropy
2
Risikoaversion
2
Risk aversion
2
Set-valued risk measures
2
Shortfall risk
2
Systemic risk
2
Systemrisiko
2
Time consistency
2
Value at risk
2
Zeitkonsistenz
2
Ambiguity averse preferences
1
Ambiguity aversion
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Rosazza Gianin, Emanuela
3
Assa, Hirbod
2
Koch Medina, Pablo
2
Madan, Dilip B.
2
Munari, Cosimo-Andrea
2
Rudloff, Birgit
2
Anderson, W.
1
Ararat, Çağın
1
Arduca, Maria
1
Backhoff-Veraguas, Julio
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Bellini, Fabio
1
Canna, Gabriele
1
Centrone, Francesca
1
Chen, Yanhong
1
Eberlein, Ernst
1
Farkas, Walter
1
Frittelli, Marco
1
Hamel, Andreas
1
Hamm, A.-M.
1
Heyde, Frank
1
Hoffmann, Hannes
1
Hu, Yijun
1
Knispel, Thomas
1
Kumar, Arun
1
Laeven, Roger J. A.
1
Leonenko, Nikolaj
1
Liese, M.
1
Maggis, Marco
1
Mastrogiacomo, Elisa
1
Meyer-Brandis, Thilo
1
Pichler, Alois
1
Pistorius, Martijn
1
Svindland, Gregor
1
Tangpi, Ludovic
1
Weber, Stefan
1
Yor, Marc
1
Zimper, Alexander
1
more ...
less ...
Published in...
All
Mathematics and financial economics
Insurance / Mathematics & economics
115
Journal of banking & finance
58
Journal of risk
55
Finance research letters
47
Risks : open access journal
42
The North American journal of economics and finance : a journal of financial economics studies
37
Energy economics
36
Economic modelling
33
European journal of operational research : EJOR
33
Applied economics
32
Journal of empirical finance
32
International review of financial analysis
31
International journal of forecasting
30
The journal of risk model validation
28
Journal of risk and financial management : JRFM
25
Quantitative finance
25
Journal of forecasting
21
Working papers
21
International review of economics & finance : IREF
20
Journal of econometrics
20
Mathematics of operations research
19
Discussion paper / Tinbergen Institute
18
International journal of theoretical and applied finance
18
Research in international business and finance
18
Computational economics
17
Finance and stochastics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Research paper series / Swiss Finance Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied economics letters
15
Journal of financial econometrics
15
Journal of international financial markets, institutions & money
15
Journal of mathematical finance
14
Scandinavian actuarial journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Journal of economic dynamics & control
13
The European journal of finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Operations research letters
12
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
2
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
3
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
4
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
Saved in:
5
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
6
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
7
Nonlinear equity valuation using conic finance and its regulatory implications
Madan, Dilip B.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 31-65
Persistent link: https://www.econbiz.de/10012055751
Saved in:
8
Golden options in financial mathematics
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
Saved in:
9
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
10
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->