//--> //--> //--> //-->
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"
~subject:"Risikomaß"
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
Customer Portfolio Management...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Portfolio selection
220
Portfolio-Management
220
Theorie
156
Theory
156
Stochastic process
55
Stochastischer Prozess
55
Risikomanagement
38
Risk management
38
Option pricing theory
37
Optionspreistheorie
37
Hedging
34
Credit risk
32
Kreditrisiko
32
Risiko
31
Risk
31
Risk measure
30
Mathematical programming
27
Mathematische Optimierung
27
Derivat
25
Derivative
25
CAPM
21
Measurement
18
Messung
18
Transaction costs
18
Transaktionskosten
18
Volatility
15
Volatilität
15
Capital income
12
Financial services
12
Finanzdienstleistung
12
Kapitaleinkommen
12
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Martingal
10
Martingale
10
Anlageverhalten
9
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Conference paper
1
Konferenzbeitrag
1
Language
All
English
30
Author
All
Rudloff, Birgit
2
Amini, Hamed
1
Ararat, Çağin
1
Benedetti, Giuseppe
1
Bianchi, Michele Leonardo
1
Brummelhuis, Raymond
1
Caccioli, Fabio
1
Centrone, Francesca
1
Chekhlov, Alexei
1
Chen, Yanhong
1
Cont, Rama
1
Cordóba, Antonio
1
D'Addona, Stefano
1
Fabozzi, Frank J.
1
Framstad, Nils Chr.
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Guambe, Calisto
1
Hamel, Andreas
1
Hu, Yijun
1
Huang, Zhenzhen
1
Jokhadze, Valeriane
1
Kamdem, Jules Sadefo
1
Kato, Takashi
1
Kim, Young Shin
1
Kondor, Imre
1
Korn, Ralf
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
1
Luo, Sheng-Feng
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Mabitsela, Lesedi
1
Marinelli, Carlo
1
Marsili, Matteo
1
Minca, Andreea
1
Monfort, Alain
1
Möller, Philipp M.
1
Novak, Serguei Y.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
136
Journal of banking & finance
105
European journal of operational research : EJOR
74
Risks : open access journal
74
Journal of risk
67
Finance research letters
54
Economic modelling
43
International review of financial analysis
37
Quantitative finance
36
The North American journal of economics and finance : a journal of financial economics studies
36
Discussion paper / Tinbergen Institute
34
Journal of risk and financial management : JRFM
33
The journal of risk model validation
33
Energy economics
31
Applied economics
29
The journal of operational risk
28
Journal of empirical finance
24
The European journal of finance
24
Journal of risk management in financial institutions
23
Journal of economic dynamics & control
22
Computational economics
21
Finance and stochastics
20
International journal of forecasting
20
International review of economics & finance : IREF
20
Research in international business and finance
20
Research paper series / Swiss Finance Institute
20
Journal of econometrics
17
Journal of international financial markets, institutions & money
17
Journal of mathematical finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Operations research
17
SpringerLink / Bücher
17
The journal of asset management
16
Working papers
16
The journal of credit risk : published quarterly by Incisive Media
15
Applied economics letters
14
Econometric Institute research papers
14
Mathematics and financial economics
14
Scandinavian actuarial journal
14
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
3
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
7
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
8
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
9
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
10
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->