//--> //--> //--> //-->
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:"Finance and stochastics"
~subject:"Risk measure"
~subject:"Risk"
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
Ratchet vs Blase Investors and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Risk
Portfolio selection
196
Portfolio-Management
196
Theorie
152
Theory
152
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
29
Mathematische Optimierung
29
Transaction costs
29
Transaktionskosten
29
Martingal
28
Martingale
28
Risiko
27
Hedging
23
Option pricing theory
20
Optionspreistheorie
20
CAPM
19
Risikomaß
17
Incomplete market
15
Unvollkommener Markt
15
Control theory
13
Kontrolltheorie
13
Measurement
12
Messung
12
Risikomanagement
12
Risk management
12
Derivat
9
Derivative
9
Dynamic programming
9
Intertemporal choice
9
Intertemporale Entscheidung
9
Credit risk
8
Dynamische Optimierung
8
Kreditrisiko
8
Markov chain
8
Markov-Kette
8
Nutzenfunktion
8
Utility function
8
more ...
less ...
Online availability
All
Undetermined
13
Free
3
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Wang, Ruodu
3
Jiao, Ying
2
Klüppelberg, Claudia
2
Källblad, Sigrid
2
Arduca, Maria
1
Bernard, Carole
1
Bielecki, Tomasz R.
1
Boudabsa, Lotfi
1
Cai, Jun
1
Cascos, Ignacio
1
Cherny, Alexander
1
Cvitanić, Jakša
1
Dmitrašinović-Vidović, Gordana
1
Douady, Raphael
1
Duffie, Darrell
1
Embrechts, Paul
1
Emmer, Susanne
1
Farkas, Walter
1
Filipović, Damir
1
Fontana, Claudio
1
Föllmer, Hans
1
Herrmann, Sebastian
1
Hult, Henrik
1
Jamshidian, Farshid
1
Jaschke, Stefan R.
1
Kabanov, Jurij M.
1
Karatzas, Ioannis
1
Klopfenstein, Olivier
1
Koch Medina, Pablo
1
Küchler, Uwe
1
Liebrich, Felix-Benedikt
1
Lindskog, Filip
1
Lépinette, Emmanuel
1
Madan, Dilip B.
1
Mao, Tiantian
1
Mnif, Mohamed
1
Molchanov, Ilya
1
Molčanov, Il'ja S.
1
Molčanov, Stanislav Alekseevič
1
Muhle-Karbe, Johannes
1
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
154
Journal of banking & finance
126
European journal of operational research : EJOR
101
Finance research letters
91
Risks : open access journal
79
International review of financial analysis
63
Journal of risk
61
NBER working paper series
59
Discussion paper / Tinbergen Institute
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
52
The journal of asset management
49
Economic modelling
48
Journal of empirical finance
46
Research paper series / Swiss Finance Institute
46
Quantitative finance
45
Applied economics
41
Journal of economic dynamics & control
40
Journal of financial economics
40
NBER Working Paper
40
International review of economics & finance : IREF
39
Working paper / National Bureau of Economic Research, Inc.
38
International journal of theoretical and applied finance
37
CESifo working papers
36
The European journal of finance
35
Economics letters
32
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Research in international business and finance
28
The journal of portfolio management : a publication of Institutional Investor
28
Working paper
27
Scandinavian actuarial journal
26
Discussion paper
25
Discussion paper / Centre for Economic Policy Research
25
Swiss Finance Institute Research Paper
25
Applied economics letters
24
Computational economics
24
Mathematics and financial economics
23
SAFE working paper
23
Journal of international financial markets, institutions & money
22
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Scenario simulation: theory and methodology
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10001215730
Saved in:
2
Risk measures for processes and BSDEs
Penner, Irina
;
Réveillac, Anthony
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
Saved in:
3
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
4
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
5
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
Saved in:
6
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
7
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
8
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
9
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
10
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.
;
Pistorius, M.
;
Stadje, M.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->