//--> //--> //--> //-->
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
Retain my current filters
~isPartOf:"Applied economics"
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
Portfolio risk management usin...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,849
Theory
1,849
Estimation
407
Schätzung
407
Portfolio selection
250
Portfolio-Management
250
USA
179
United States
176
Risiko
135
Capital income
134
Kapitaleinkommen
134
Risk
134
Welt
134
World
134
Time series analysis
121
Zeitreihenanalyse
121
Börsenkurs
111
Share price
111
Großbritannien
109
Volatility
108
Volatilität
108
United Kingdom
104
Forecasting model
99
Prognoseverfahren
99
Risikomanagement
83
Risk management
83
Economic growth
82
Wirtschaftswachstum
82
Anlageverhalten
71
Behavioural finance
71
Exchange rate
70
Wechselkurs
70
Aktienmarkt
69
Stock market
69
Cointegration
65
Geldpolitik
65
Kointegration
65
Monetary policy
65
Inflation
64
CAPM
62
more ...
less ...
Online availability
All
Undetermined
828
Free
35
Type of publication
All
Article
2,061
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2,008
Aufsatz in Zeitschrift
2,008
Aufsatz im Buch
6
Book section
6
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
more ...
less ...
Language
All
English
2,064
Author
All
Moosa, Imad A.
12
Sengupta, Jati K.
9
Taylor, Mark P.
9
Fabozzi, Frank J.
8
Gil-Alaña, Luis A.
8
Gupta, Rangan
8
Afonso, Oscar
7
Tiwari, Aviral Kumar
7
Blazsek, Szabolcs
6
Brent, Robert J.
6
Clements, Kenneth W.
6
Hammoudeh, Shawkat
6
Lin, Jyh-horng
6
Ramiah, Vikash
6
Yoon, Seong-min
6
Bahmani-Oskooee, Mohsen
5
Dalamagas, Basil A.
5
Goodwin, Barry K.
5
Li, Daye
5
Mixon, Franklin G.
5
Roca, Eduardo
5
Turner, Paul
5
Zaremba, Adam
5
Bairam, Erkin İbrahim
4
Bonaparte, Yosef
4
Cebula, Richard J.
4
Cette, Gilbert
4
Chung, Chanjin
4
Grobys, Klaus
4
Gubareva, Mariya
4
Hatemi-J, Abdulnasser
4
Hernandez, Jose Arreola
4
Irwin, Scott H.
4
Kolari, James W.
4
Leybourne, Stephen James
4
Peel, David
4
Ranjbar, Omid
4
Serletis, Apostolos
4
Shahzad, Syed Jawad Hussain
4
Shukur, Ghazi
4
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
8,414
NBER Working Paper
7,733
Working paper / National Bureau of Economic Research, Inc.
7,098
European journal of operational research : EJOR
6,304
Economics letters
5,672
Discussion paper / Centre for Economic Policy Research
4,695
CESifo working papers
4,153
Working paper
3,279
Journal of economic theory
2,901
International journal of production research
2,738
The American economic review
2,626
Journal of economic dynamics & control
2,617
Computers & operations research : and their applications to problems of world concern ; an international journal
2,608
Discussion paper series / IZA
2,607
Discussion paper / Tinbergen Institute
2,600
Journal of economic behavior & organization : JEBO
2,408
Europäische Hochschulschriften / 5
2,255
SpringerLink / Bücher
2,239
The economic journal : the journal of the Royal Economic Society
2,186
Discussion paper
2,129
CESifo Working Paper
2,119
European economic review : EER
2,100
Economic modelling
2,082
Journal of banking & finance
2,066
Discussion papers / CEPR
1,968
Management science : journal of the Institute for Operations Research and the Management Sciences
1,926
IZA Discussion Paper
1,904
Journal of public economics
1,883
Games and economic behavior
1,851
CESifo Working Paper Series
1,845
International journal of production economics
1,837
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,784
Journal of econometrics
1,750
Finance research letters
1,727
Discussion paper / Center for Economic Research, Tilburg University
1,717
IMF working papers
1,580
Journal of monetary economics
1,569
Applied economics letters
1,557
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,534
more ...
less ...
Source
All
ECONIS (ZBW)
2,064
Showing
1
-
10
of
2,064
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do stop-loss rules add value in international equity market allocation?
Dai, Bochuan
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1584-1597
Persistent link: https://www.econbiz.de/10012875527
Saved in:
2
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
3
Risk management, housing and stockholding
Arrondel, Luc
;
Savignac, Frédérique
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4208-4227
Persistent link: https://www.econbiz.de/10011294625
Saved in:
4
Mitigating credit risk : modelling and optimizing co-insurance in loan pricing
Basu, Debarati
;
Mitra, Shabana
;
Verma, Nishant Kumar
- In:
Applied economics
55
(
2023
)
29
,
pp. 3422-3441
Persistent link: https://www.econbiz.de/10014299161
Saved in:
5
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
6
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-Bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
7
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
8
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
9
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
10
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->