//--> //--> //--> //-->
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:"Mora-Valencia, Andrés"
~person:"Müller, Fernanda Maria"
~subject:"Risk measure"
~type_genre:"Article in journal"
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:"portfolio optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
17
Portfolio-Management
17
Risikomaß
16
Theorie
11
Theory
11
Risiko
10
Risk
10
Measurement
8
Messung
8
Backtesting
5
Forecasting model
5
Prognoseverfahren
5
Risikomanagement
5
Risk management
5
Capital income
4
Kapitaleinkommen
4
Risk measures
4
Statistical distribution
4
Statistische Verteilung
4
Value-at-risk
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
CAPM
3
Expected shortfall
3
Gram-Charlier expansion
3
Stock index
3
Capital determination
2
Cryptocurrencies
2
Deviation measures
2
Emerging economies
2
Median shortfall
2
Model risk
2
Multivariate Analyse
2
Multivariate analysis
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Schwellenländer
2
Virtual currency
2
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Conference paper
1
Konferenzbeitrag
1
Language
All
English
16
Author
All
Mora-Valencia, Andrés
Müller, Fernanda Maria
Hammoudeh, Shawkat
18
Wang, Ruodu
17
Righi, Marcelo Brutti
13
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
McAleer, Michael
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Kang, Sang Hoon
9
Mensi, Walid
9
Rüschendorf, Ludger
9
Uryasev, Stan
9
Vanduffel, Steven
8
Zhu, Shushang
8
Brandtner, Mario
7
Härdle, Wolfgang
7
Li, Duan
7
Tang, Qihe
7
Tiwari, Aviral Kumar
7
Alexander, Gordon J.
6
Bernard, Carole
6
Cai, Jun
6
Furman, Edward
6
Kim, Young Shin
6
Landsman, Zinoviy
6
Nguyen, Duc Khuong
6
Perote, Javier
6
Pérez Amaral, Teodosio
6
Baptista, Alexandre M.
5
Bellini, Fabio
5
Boonen, Tim J.
5
Cesarone, Francesco
5
Chen, Zhiping
5
Guillén, Montserrat
5
Karmakar, Madhusudan
5
Klüppelberg, Claudia
5
Koch Medina, Pablo
5
Kürsten, Wolfgang
5
more ...
less ...
Published in...
All
Finance research letters
2
Risk management : a journal of risk, crisis and disaster
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Emerging markets review
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
1
Research in international business and finance
1
Risk management : an international journal
1
The European journal of finance
1
The engineering economist : a journal devoted to the problems of capital investment
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns
León-Camacho, Bernardo
;
Mora-Valencia, Andrés
; …
- In:
The engineering economist : a journal devoted to the …
67
(
2022
)
3
,
pp. 218-233
Persistent link: https://www.econbiz.de/10013362736
Saved in:
2
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
3
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
4
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
5
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
6
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
7
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
8
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
9
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
Saved in:
10
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->