Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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 constraint"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
6
Risk measure
6
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Value-at-Risk constraint
3
Estimation
2
Geldpolitische Transmission
2
Monetary transmission
2
Pension fund
2
Pensionskasse
2
Risikomanagement
2
Risk management
2
Schätzung
2
value-at-risk constraint
2
Altersvorsorge
1
Artificial intelligence
1
Bank accounting
1
Bank lending
1
Bankrechnungslegung
1
Banks' Asset Allocation
1
Betriebliche Altersversorgung
1
Business cycle
1
Control
1
Credit channel
1
DC pension plan
1
Defined contribution pension plan
1
Deflation
1
Emerging economies
1
Emerging market economies
1
Financial crisis
1
Finanzkrise
1
Interest rate
1
International credit
1
Internationaler Kredit
1
Inventory model
1
Konjunktur
1
Kreditgeschäft
1
Künstliche Intelligenz
1
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Undetermined
1
Author
All
Aoki, Kosuke
1
Aoki, Kōsuke
1
Chen, Youhua
1
Choi, Sangyup
1
Dong, Yinghui
1
Guan, Guohui
1
Li, Yanzhi
1
Liang, Zongxia
1
Lin, Shaochong
1
Nishioka, Shinichi
1
Ono, Arito
1
Oshima, Katsuhiro
1
Shen, Zuo-Jun
1
Shintani, Kohei
1
Sudo, Nao
1
Xia, Yi
1
Yasui, Yosuke
1
Zheng, Harry
1
more ...
less ...
Institution
All
Bank of Japan
1
Published in...
All
European journal of operational research : EJOR
2
Bank of Japan Working Paper Series
1
Bank of Japan working paper series
1
Open economies review
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
6
RePEc
1
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
2
Data-driven newsvendor problems regularized by a profit risk constraint
Lin, Shaochong
;
Chen, Youhua
;
Li, Yanzhi
;
Shen, Zuo-Jun
- In:
Production and operations management : the flagship …
31
(
2022
)
4
,
pp. 1630-1644
Persistent link: https://www.econbiz.de/10013273810
Saved in:
3
Long-term interest rates and bank loan supply : evidence from firm-bank loan-level data
Ono, Arito
;
Aoki, Kōsuke
;
Nishioka, Shinichi
; …
-
2016
Persistent link: https://www.econbiz.de/10012178464
Saved in:
4
Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui
;
Zheng, Harry
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 341-356
Persistent link: https://www.econbiz.de/10012153681
Saved in:
5
Search for yield and business cycles
Oshima, Katsuhiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665104
Saved in:
6
The impact of US financial uncertainty shocks on emerging market economies : an international credit channel
Choi, Sangyup
- In:
Open economies review
29
(
2018
)
1
,
pp. 89-118
Persistent link: https://www.econbiz.de/10012039082
Saved in:
7
Asset Portfolio Choice of Banks and Inflation Dynamics
Aoki, Kosuke
;
Sudo, Nao
-
Bank of Japan
-
2012
. In our model, banks construct their portfolios under the
value
at
risk
constraint
, which requires banks to repay their …
Persistent link: https://www.econbiz.de/10010907505
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
