//--> //--> //-->
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
~person:"Albrecht, Peter"
~person:"Giot, Pierre"
~subject:"Hedging"
~subject:"World"
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:"Value at Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
World
Risikomaß
37
Risk measure
37
Theorie
17
Theory
17
ARCH model
15
ARCH-Modell
15
Portfolio selection
15
Portfolio-Management
15
USA
11
United States
11
Deutschland
7
Germany
7
Volatility
7
Volatilität
7
Estimation
5
Rendite
5
Risikomanagement
5
Risk management
5
Schätzung
5
Value at Risk
5
Yield
5
Aktienindex
4
Commodity market
4
Derivat
4
Derivative
4
Kapitalanlage
4
Rohstoffmarkt
4
Securities trading
4
Statistical distribution
4
Statistische Verteilung
4
Stock index
4
Welt
4
Wertpapierhandel
4
1984-2000
3
Anleihe
3
Bond
3
Börsenkurs
3
Electronic trading
3
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
8
Article
2
Type of publication (narrower categories)
All
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
Article in journal
2
Aufsatz in Zeitschrift
2
Hochschulschrift
2
Collection of articles written by one author
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
German
6
English
4
Author
All
Albrecht, Peter
Giot, Pierre
McAleer, Michael
32
Pérez Amaral, Teodosio
14
Jiménez-Martín, Juan-Ángel
13
Mensi, Walid
8
Kang, Sang Hoon
7
Allen, David E.
6
Hammoudeh, Shawkat
6
Prokopczuk, Marcel
6
Scharth, Marcel
6
Wese Simen, Chardin
6
Ahelegbey, Daniel Felix
5
Chang, Chia-Lin
5
Mancini, Loriano
5
Nguyen, Duc Binh Benno
5
Pesaran, M. Hashem
5
Trojani, Fabio
5
Valdesogo, Alfonso
5
Al-Yahyaee, Khamis Hamed
4
Föllmer, Hans
4
Giudici, Paolo
4
Heinen, Andréas
4
Ji, Qiang
4
Jurado, Kyle
4
Leukert, Peter
4
Ludvigson, Sydney C.
4
Mojtahedi, Fatemeh
4
Neisen, Martin
4
Ng, Serena
4
Nguyen, Duc Khuong
4
Röth, Stefan
4
Santos, Paulo Araújo
4
Schleicher, Christoph
4
Skriner, Edith
4
Tansuchat, Roengchai
4
Tonks, Ian
4
Zaffaroni, Paolo
4
Adrian, Tobias
3
Agarwal, Vikas
3
Al-Jarrah, Idries Mohammad Wanas
3
more ...
less ...
Institution
All
Universität Mannheim
2
Published in...
All
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
4
Asian Finance Association (AsianFA) 2015 Conference Paper
1
CORE discussion paper : DP
1
Energy economics
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail Risk Hedging and Regime Switching
Huggenberger, Markus
-
2016
We analyze hedging strategies that minimize tail risk measured by
Value-at-Risk
(VaR) or Conditional-
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10013008471
Saved in:
2
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
3
Safety first-Portfoliooptimierung bei Beschränkung des Conditional
Value
at
Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
4
Conditional
value
at
risk
-minimale future hedges
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009742092
Saved in:
5
VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
-
2011
Persistent link: https://www.econbiz.de/10009316225
Saved in:
6
Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
Huggenberger, Markus
-
2016
Persistent link: https://www.econbiz.de/10011525434
Saved in:
7
Theoretische Grundlagen des Minimum-
Value
at
Risk
-Hedges
Albrecht, Peter
-
2010
Persistent link: https://www.econbiz.de/10008903635
Saved in:
8
Zur Theorie des
Value
at
Risk
-minimalen Hedges
Albrecht, Peter
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
63
(
2011
)
1
,
pp. 2-18
Persistent link: https://www.econbiz.de/10008841087
Saved in:
9
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
10
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->