//--> //--> //-->
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:"International journal of theoretical and applied finance"
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:"risk capital"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Allocation
3
Allokation
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Risiko
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
backward stochastic differential equation
2
gradient allocation
2
Analysis
1
Aumann-Shaley allocation
1
Aumann-Shapley allocation
1
Credit risk
1
Dynamic risk capital allocations
1
Dynamic risk measure
1
Kreditrisiko
1
Mathematical analysis
1
Measurement
1
Messung
1
Risikokapital
1
Risikomanagement
1
Risikomaß
1
Risk capital
1
Risk management
1
Risk measure
1
Venture capital
1
backward stochastic Volterra integral equation
1
capital allocation
1
credit risk
1
dynamic entropic risk measure
1
dynamic risk capital allocation
1
dynamic risk measure
1
per-unit risk
1
risk contribution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kromer, Eduard
2
Overbeck, Ludger
2
Dorfleitner, Gregor
1
Pfister, Tamara
1
Published in...
All
International journal of theoretical and applied finance
IEHAS Discussion Papers
6
Insurance / Mathematics & economics
6
Working Paper
6
Discussion Papers on Entrepreneurship, Growth and Public Policy
5
Journal of Risk Finance
5
Max-Planck-Institut für Ökonomik - Abteilung Entrepreneurship, Growth and Public Policy
5
The journal of operational risk
5
IMF Working Papers
4
Journal of Banking & Finance
4
Journal of Risk and Financial Management
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
Technische Universität Bergakademie Freiberg - Fakultät der Wirtschaftswissenschaften - Freiberger Arbeitspapiere
4
Arbeitspapier
3
European journal of operational research : EJOR
3
FCN Working Papers
3
Insurance: Mathematics and Economics
3
Journal of banking & finance
3
Managerial Finance
3
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
3
RWTH Aachen - Lehrstuhl für Betriebswirtschaftslehre - Betriebliche Finanzwirtschaft - bfw Working Paper
3
Risks
3
The Journal of Risk Finance
3
Working Paper Series
3
bfw
3
Arbeitspapiere
2
Cardiff Economics Working Papers
2
Department for Business, Enterprise and Regulatory Reform - Globally Competitive Business Environment - 2003 to 2008 Reports
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Frankfurt School - Working Paper Series
2
Freiberger Arbeitspapiere
2
German Risk and Insurance Review (GRIR)
2
ICMA Centre Discussion Papers in Finance
2
IMF Staff Country Reports
2
IZA - Forschungsinstitut zur Zukunft der Arbeit - Discussion Papers
2
IZA Discussion Paper
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Differentiability of BSVIEs and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763938
Saved in:
2
Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
Saved in:
3
Justification of per-unit
risk
capital
allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->