//--> //--> //--> //-->
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
~source:"econis"
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
A benchmark approach to risk-m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
64,477
Theory
64,469
Risiko
58,920
Risk
57,853
Portfolio selection
51,063
Portfolio-Management
51,062
Stochastischer Prozess
19,110
Stochastic process
19,035
Risikomanagement
15,339
Optionspreistheorie
15,213
Option pricing theory
15,149
Risk management
15,056
Capital income
12,730
Kapitaleinkommen
12,730
Volatilität
12,103
Volatility
12,089
Estimation
10,487
Schätzung
10,478
Anlageverhalten
9,723
Behavioural finance
9,709
Markov-Kette
9,165
Markov chain
9,161
Welt
8,679
World
8,679
USA
8,399
United States
8,303
Börsenkurs
8,031
Share price
8,005
CAPM
7,944
Decomposition method
6,118
Dekompositionsverfahren
6,117
Investmentfonds
5,804
Investment Fund
5,784
Unvollkommene Information
5,682
Mathematical programming
5,632
Mathematische Optimierung
5,632
Incomplete information
5,591
Kapitalanlage
5,251
Prognoseverfahren
5,234
Forecasting model
5,233
more ...
less ...
Online availability
All
Free
55,851
Undetermined
39,512
CC license
2,849
Type of publication
All
Article
85,820
Book / Working Paper
72,526
Journal
240
Type of publication (narrower categories)
All
Article in journal
76,009
Aufsatz in Zeitschrift
76,009
Graue Literatur
24,811
Non-commercial literature
24,811
Arbeitspapier
23,112
Working Paper
23,112
Aufsatz im Buch
7,048
Book section
7,048
Hochschulschrift
4,337
Thesis
3,154
Collection of articles of several authors
1,259
Sammelwerk
1,259
Aufsatzsammlung
794
Lehrbuch
733
Textbook
661
Collection of articles written by one author
648
Sammlung
648
Conference paper
624
Konferenzbeitrag
624
Bibliografie enthalten
618
Bibliography included
618
Konferenzschrift
466
Amtsdruckschrift
265
Government document
265
Conference proceedings
259
Case study
253
Fallstudie
253
Handbook
202
Handbuch
202
Ratgeber
198
Forschungsbericht
179
Glossar enthalten
171
Glossary included
171
Guidebook
153
Systematic review
148
Übersichtsarbeit
148
Reprint
127
Rezension
103
Mikroform
93
Bibliografie
76
more ...
less ...
Language
All
English
148,903
German
6,782
Undetermined
1,640
French
589
Spanish
201
Italian
171
Polish
129
Russian
76
Dutch
70
Portuguese
44
Swedish
36
Hungarian
24
Danish
14
Finnish
12
Norwegian
11
Czech
10
Bulgarian
6
Croatian
6
Slovak
6
Serbian
6
Ukrainian
5
Slovenian
4
Afrikaans
3
Arabic
3
Romanian
3
Chinese
3
Lithuanian
2
Estonian
1
Ancient Greek (to 1453)
1
Japanese
1
Multiple languages
1
Turkish
1
more ...
less ...
Author
All
Fabozzi, Frank J.
353
Gupta, Rangan
237
McAleer, Michael
200
Härdle, Wolfgang
193
Maurer, Raimond
176
Madan, Dilip B.
168
Mitchell, Olivia S.
164
Platen, Eckhard
158
Guidolin, Massimo
145
Gollier, Christian
133
Chiarella, Carl
129
Campbell, John Y.
126
Lo, Andrew W.
124
Satchell, Stephen
122
Viscusi, W. Kip
122
Blake, David
118
Koopman, Siem Jan
113
Takahashi, Akihiko
113
Bloom, Nicholas
112
Caporale, Guglielmo Maria
110
Lucas, André
107
Castelnuovo, Efrem
104
Lee, Cheng F.
104
Wong, Wing Keung
104
Cui, Zhenyu
102
Morris, Stephen
102
Zaremba, Adam
102
Ang, Andrew
99
Račev, Svetlozar T.
99
Weber, Martin
97
Bali, Turan G.
95
Elliott, Robert J.
93
Jarrow, Robert A.
92
Kelly, Bryan T.
92
Schoutens, Wim
92
Benth, Fred Espen
91
Bekaert, Geert
90
Albrecht, Peter
89
Billio, Monica
89
Timmermann, Allan
89
more ...
less ...
Institution
All
National Bureau of Economic Research
1,600
OECD
231
European Commission / Joint Research Centre
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
113
World Bank Group
90
World Bank
76
Springer Fachmedien Wiesbaden
74
Centre for Analytical Finance <Århus>
49
Ekonomiska forskningsinstitutet <Stockholm>
46
European Commission / Directorate-General for Communications Networks, Content and Technology
38
European Food Safety Authority
35
IDC
35
Capgemini
33
Sogeti
33
European Commission / Directorate-General for Research
32
Politecnico di Milano
32
European Commission
30
European Agency for the Management of Operational Cooperation at the External Borders of the Member States of the European Union
27
Center for Economic Research <Tilburg>
26
Institute of Finance and Accounting <London>
24
Edward Elgar Publishing
23
European Central Bank
23
Federal Reserve Bank of St. Louis
23
Verlag Dr. Kovač
22
Erasmus Research Institute of Management
21
European University Institute / Department of Law
21
International Association for the Study of Insurance Economics
21
Basel Committee on Banking Supervision
20
Chambre de commerce et d'industrie de Paris
20
European Parliament / Directorate-General for Internal Policies of the Union
19
Internationaler Währungsfonds
19
European University Institute / Department of Economics
18
Forschungsinstitut zur Zukunft der Arbeit
18
Centre for Actuarial Studies
17
European Agency for Safety and Health at Work
17
European Communities.
17
International Monetary Fund / Monetary and Capital Markets Department
17
Svenska Handelshögskolan <Helsinki>
17
Centre for Economic Policy Research
16
European Institute for Gender Equality
16
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1,899
NBER working paper series
1,571
Finance research letters
1,340
NBER Working Paper
1,291
Working paper / National Bureau of Economic Research, Inc.
1,248
Journal of banking & finance
1,145
Insurance / Mathematics & economics
1,135
Economics letters
909
International journal of theoretical and applied finance
813
Journal of economic dynamics & control
743
Applied economics
719
Energy economics
688
Working paper
675
Management science : journal of the Institute for Operations Research and the Management Sciences
669
International review of financial analysis
663
Risks : open access journal
653
Discussion paper / Centre for Economic Policy Research
624
Economic modelling
596
CESifo working papers
584
International review of economics & finance : IREF
584
Journal of financial economics
582
Finance and stochastics
570
Journal of econometrics
567
Applied economics letters
552
Journal of economic theory
534
Quantitative finance
528
Discussion paper / Tinbergen Institute
525
Mathematical finance : an international journal of mathematics, statistics and financial theory
481
International journal of production research
480
The journal of futures markets
449
Computers & operations research : and their applications to problems of world concern ; an international journal
443
The journal of finance : the journal of the American Finance Association
442
Discussion paper series / IZA
440
Research paper series / Swiss Finance Institute
435
Discussion papers / CEPR
425
Computational economics
424
The North American journal of economics and finance : a journal of financial economics studies
421
The review of financial studies
417
Journal of empirical finance
416
Operations research
414
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
7,100
EconStor
2,668
USB Cologne (EcoSocSci)
2,042
Other ZBW resources
1,322
USB Cologne (business full texts)
433
BASE
290
ArchiDok
54
OLC EcoSci
50
more ...
less ...
Showing
1
-
10
of
158,586
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk
allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local
risk
-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
3
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
4
Spectral methods for the calculation of
risk
measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
5
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
6
Default-risky bond prices with jumps, liquidity
risk
and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
7
Optimal selling of an asset with jumps under incomplete information
Lu, Bing
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 599-610
Persistent link: https://www.econbiz.de/10010235555
Saved in:
8
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
9
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
10
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
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...
//-->