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
~subject:"Theory"
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
Correlation and diversificatio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
39
Portfolio-Management
39
Theorie
39
Risikomanagement
23
Risk management
23
Risiko
16
Risk
16
Nachhaltige Kapitalanlage
8
Sustainable investment
8
risk budgeting
8
Capital income
7
Kapitaleinkommen
7
Liquidity
7
Liquidität
7
Climate change
6
EU countries
6
EU-Staaten
6
Klimawandel
6
Measurement
6
Messung
6
Risikoprämie
6
Risk premium
6
Stress test
6
Stresstest
6
Asset management
5
Bank liquidity
5
Bankenliquidität
5
CAPM
5
Vermögensverwaltung
5
Welt
5
World
5
Yield curve
5
Zinsstruktur
5
Corporate Social Responsibility
4
Corporate social responsibility
4
Credit risk
4
Financial crisis
4
Financial market
4
Financial risk
4
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
28
Article
11
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
36
French
3
Author
All
Roncalli, Thierry
31
Frachot, Antoine
8
Lezmi, Edmond
5
Bruder, Benjamin
4
Le Guenedal, Théo
4
Richard, Jean-Charles
4
Xu, Jiali
4
El Karoui, Nicole
2
Geman, Hélyette
2
Gouriéroux, Christian
2
Karray-Meziou, Fatma
2
Lepetit, Frederic
2
Lesne, Jean-Philippe
2
Regnault, Margaux
2
Roncalli, Théo
2
Sekine, Takaya
2
Baku, Elisa
1
Ben Slimane, Mohamed
1
Bourgeron, Thibault
1
Chen, Pierre
1
Cherief, Amina
1
Dao, Tung-Lam
1
Eychenne, Karl
1
Fortes, Roberta
1
Gaussel, Nicolas
1
Gonzalvez, Joan
1
Hamdan, Rayann
1
Hereil, Pierre
1
Hervé, Karine
1
Jouanin, Jean-Frédéric
1
Kostyuchyk, Nazar
1
Kurpiel, Adam
1
Louis, Rodolphe
1
Maillard, Sébastien
1
Malongo, Hassan
1
Martinetti, Stéphane
1
Pan, François
1
Pavlowsky, Fabien
1
Perrin, Sarah
1
Rapuch, Grégory
1
more ...
less ...
Published in...
All
Journal de la Société de Statistique de Paris
2
The journal of computational finance
2
Annales d'économie et de statistique
1
Climate investing : new strategies and implementation challenges
1
Dynamique des marchés financiers et prévisions
1
Journal of international money and finance
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Notes d'études et de recherche : NER
1
Review of derivatives research
1
Risk measures for the 21st century
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
Saved in:
2
A reexamination of the uncovered interest rate parity hypothesis
Frachot, Antoine
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 419-437
Persistent link: https://www.econbiz.de/10001205675
Saved in:
3
Expectations hypothesis and stochastic volatilities
Frachot, Antoine
;
Lesne, Jean-Philippe
-
1993
Persistent link: https://www.econbiz.de/10000878548
Saved in:
4
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
Saved in:
5
On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
Saved in:
6
L' économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
Saved in:
7
Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 11-36
Persistent link: https://www.econbiz.de/10001333821
Saved in:
8
L'économétrie des données individuelles : l'exemple des remboursements anticipés
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
134
(
1993
)
1
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001145384
Saved in:
9
Hopscotch methods for two-state financial models
Kurpiel, Adam
;
Roncalli, Thierry
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 53-89
Persistent link: https://www.econbiz.de/10001517421
Saved in:
10
Technical note : dependence and two-asset options pricing
Rapuch, Grégory
;
Roncalli, Thierry
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002126759
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
