//--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Schätzung"
~subject:"Portfolio-Management"
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_exact:"Lower partial moments"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Portfolio-Management
Risikomaß
21
Risk measure
21
Theorie
11
Theory
11
Risikomanagement
6
Risk management
6
Portfolio selection
5
Statistical distribution
4
Statistische Verteilung
4
Estimation
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Berechnung
2
Calculation
2
Capital income
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risk
2
USA
2
United States
2
Aktienmarkt
1
Bank
1
Bias
1
Capital requirements
1
Credit risk
1
Derivat
1
Derivative
1
Exchange rate
1
Financial analysis
1
Finanzanalyse
1
Handelsvolumen der Börse
1
Hedging
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Abken, Peter A.
1
Dowd, Kevin
1
Giot, Pierre
1
Jahel, Lina el
1
Kupiec, Paul H.
1
Perraudin, William R. M.
1
Rich, Don R.
1
Sellin, Peter
1
Wong, Mark C. W.
1
Yueh, Meng-lan
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Insurance / Mathematics & economics
110
Journal of banking & finance
90
Journal of risk
63
European journal of operational research : EJOR
62
Risks : open access journal
52
Finance research letters
50
Economic modelling
40
The North American journal of economics and finance : a journal of financial economics studies
39
Quantitative finance
38
International review of financial analysis
36
Applied economics
34
Discussion paper / Tinbergen Institute
31
Journal of risk and financial management : JRFM
31
The journal of risk model validation
27
Journal of empirical finance
26
International journal of theoretical and applied finance
24
Journal of econometrics
23
Energy economics
22
International journal of forecasting
22
Computational economics
21
Journal of economic dynamics & control
21
Research in international business and finance
21
Research paper series / Swiss Finance Institute
21
The European journal of finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric Institute research papers
18
International review of economics & finance : IREF
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working papers
18
Finance and stochastics
17
Journal of international financial markets, institutions & money
17
Operations research
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of forecasting
15
Journal of mathematical finance
15
The journal of asset management
15
Working paper
15
Pacific-Basin finance journal
13
Scandinavian actuarial journal
13
Journal of financial econometrics
12
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analytical VaR and expected shortfall for quadratic portfolios
Yueh, Meng-lan
;
Wong, Mark C. W.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 33-44
Persistent link: https://www.econbiz.de/10003961016
Saved in:
2
Using order statistics to estimate confidence intervals for probabilistic risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003400055
Saved in:
3
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
4
Second generation VaR and risk-adjusted return on capital
Rich, Don R.
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 51-61
Persistent link: https://www.econbiz.de/10001781764
Saved in:
5
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
Saved in:
6
Value at risk for derivatives
Jahel, Lina el
;
Perraudin, William R. M.
;
Sellin, Peter
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
Saved in:
7
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->