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Search: subject:"liquidity-adjusted value at risk"
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Risikomaß
9
Financial engineering
8
Portfolio selection
8
Portfolio-Management
8
Risikomanagement
8
Risk management
8
Risk measure
8
Emerging markets
6
Financial Engineering
6
GCC financial markets
6
Portfolio management
6
Emerging economies
5
Financial market
5
Financial risk management
5
Finanzmarkt
5
Schwellenländer
5
Financial risk
4
Finanzrisiko
4
Liquidity risk
4
Assets management
3
Financial crisis
3
Finanzkrise
3
Gulf Cooperation Council financial markets
3
Mathematical programming
3
Mathematische Optimierung
3
Optimization
3
Stress testing
3
Theorie
3
Theory
3
Trading risk
3
emerging markets
3
financial engineering
3
financial risk management
3
portfolio management
3
Algorithm
2
Algorithmus
2
Artificial intelligence
2
Basel III
2
Künstliche Intelligenz
2
Liquid Assets
2
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Undetermined
8
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4
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Article
13
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3
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Article in journal
7
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7
Aufsatz im Buch
1
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1
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1
research-article
1
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English
10
Undetermined
5
German
1
Author
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Al Janabi, Mazin A. M.
8
Al Janabi, Mazin A.M.
2
Cremers, Heinz
2
Panzer, Christof
2
Völker, Florian
2
Buchner, Axel
1
Fragnière, Emmanuel
1
Gondzio, Jacek
1
JANABI, MAZIN A. M. AL
1
Janabi, Mazin A.M. Al
1
Tuchschmid, Nils
1
Zhang, Qun
1
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Frankfurt School of Finance and Management
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Frankfurt School - Working Paper Series
2
Studies in Economics and Finance
2
Studies in economics and finance
2
Banking resilience : new insights on corporate governance, sustainability and digital innovation
1
Economic Modelling
1
Economic modelling
1
International journal of financial engineering
1
International journal of management practice : IJMP
1
Journal of Financial Transformation
1
Journal of modelling in management
1
Journal of risk
1
MPRA Paper
1
Middle East Development Journal (MEDJ)
1
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ECONIS (ZBW)
8
RePEc
6
EconStor
1
Other ZBW resources
1
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1
Optimum and coherent economic capital forecasts with reinforcement machine learning : evidence from optimization algorithms under long and short-sales multiple asset portfolios of emerging markets
Al Janabi, Mazin A. M.
- In:
Banking resilience : new insights on corporate …
,
(pp. 343-389)
.
2024
Persistent link: https://www.econbiz.de/10015179402
Saved in:
2
Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Al Janabi, Mazin A. M.
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 112-137
Persistent link: https://www.econbiz.de/10013503886
Saved in:
3
Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Al Janabi, Mazin A. M.
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 864-895
Persistent link: https://www.econbiz.de/10013362663
Saved in:
4
Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian
;
Cremers, Heinz
;
Panzer, Christof
-
2012
(exogenous / endogenous). We then present and evaluate different
liquidity-adjusted
Value
at
Risk
models which capture one or …
Persistent link: https://www.econbiz.de/10010310853
Saved in:
5
Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian
;
Cremers, Heinz
;
Panzer, Christof
-
Frankfurt School of Finance and Management
-
2012
(exogenous / endogenous). We then present and evaluate different
liquidity-adjusted
Value
at
Risk
models which capture one or …
Persistent link: https://www.econbiz.de/10010985130
Saved in:
6
Risk management for private equity funds
Buchner, Axel
- In:
Journal of risk
19
(
2017
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
Saved in:
7
Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Al Janabi, Mazin A. M.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
Saved in:
8
Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects
Al Janabi, Mazin A.M.
- In:
Economic Modelling
40
(
2014
)
C
,
pp. 369-381
subject to minimizing the
Liquidity-Adjusted
Value-at-Risk
(LVaR) and various financial and operational constraints such as …
Persistent link: https://www.econbiz.de/10010781994
Saved in:
9
Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Al Janabi, Mazin A. M.
- In:
Economic modelling
40
(
2014
),
pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
Saved in:
10
On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis
Al Janabi, Mazin A. M.
- In:
International journal of management practice : IJMP
6
(
2013
)
3
,
pp. 248-285
Persistent link: https://www.econbiz.de/10009790987
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