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You searched for subject:(FINANZRISIKO FINANZEN ). Showing records 1 – 6 of 6 total matches.

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ETH Zürich

1. Munari, Cosimo-Andrea. Measuring risk beyond the cash-additive paradigm.

Degree: 2015, ETH Zürich

Subjects/Keywords: FIXED ASSETS; PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN); ASSET ALLOCATION (INVESTMENT STRATEGIES); ANLAGEVERMÖGEN; FINANZRISIKO (FINANZEN); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/330; Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Munari, C. (2015). Measuring risk beyond the cash-additive paradigm. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/102246

Chicago Manual of Style (16th Edition):

Munari, Cosimo-Andrea. “Measuring risk beyond the cash-additive paradigm.” 2015. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/102246.

MLA Handbook (7th Edition):

Munari, Cosimo-Andrea. “Measuring risk beyond the cash-additive paradigm.” 2015. Web. 23 Jan 2020.

Vancouver:

Munari C. Measuring risk beyond the cash-additive paradigm. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/102246.

Council of Science Editors:

Munari C. Measuring risk beyond the cash-additive paradigm. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/102246


ETH Zürich

2. Leiss, Matthias. Financial Market Risk of Speculative Bubbles.

Degree: 2016, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARKTRISIKO (FINANZEN); FINANZRISIKO (FINANZEN); FINANCIAL MARKETS; MARKET RISK (FINANCE); FINANZMÄRKTE; FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/330; Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Leiss, M. (2016). Financial Market Risk of Speculative Bubbles. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/118795

Chicago Manual of Style (16th Edition):

Leiss, Matthias. “Financial Market Risk of Speculative Bubbles.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/118795.

MLA Handbook (7th Edition):

Leiss, Matthias. “Financial Market Risk of Speculative Bubbles.” 2016. Web. 23 Jan 2020.

Vancouver:

Leiss M. Financial Market Risk of Speculative Bubbles. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/118795.

Council of Science Editors:

Leiss M. Financial Market Risk of Speculative Bubbles. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/118795


ETH Zürich

3. Aptus, Elias. Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective.

Degree: 2014, ETH Zürich

Subjects/Keywords: BANKEN + BANKWESEN; PRINZIPAL-AGENT-THEORIE (SPIELTHEORIE); BANKS + BANKING; PRINCIPAL-AGENT THEORY (GAME THEORY); FINANZRISIKO (FINANZEN); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/330; Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Aptus, E. (2014). Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/93310

Chicago Manual of Style (16th Edition):

Aptus, Elias. “Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/93310.

MLA Handbook (7th Edition):

Aptus, Elias. “Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective.” 2014. Web. 23 Jan 2020.

Vancouver:

Aptus E. Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/93310.

Council of Science Editors:

Aptus E. Managerial incentives for risk mitigation and the morderation of credit cycles from a macroprudential perspective. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/93310


ETH Zürich

4. Wandfluh, Matthias. Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden.

Degree: 2015, ETH Zürich

Subjects/Keywords: LIQUID ASSETS + CURRENT ASSETS + WORKING CAPITAL; LIQUIDITÄT + UMLAUFVERMÖGEN + BETRIEBSKAPITAL; SUPPLY CHAIN MANAGEMENT; FINANZRISIKO (FINANZEN); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/330; Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wandfluh, M. (2015). Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/109497

Chicago Manual of Style (16th Edition):

Wandfluh, Matthias. “Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden.” 2015. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/109497.

MLA Handbook (7th Edition):

Wandfluh, Matthias. “Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden.” 2015. Web. 23 Jan 2020.

Vancouver:

Wandfluh M. Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/109497.

Council of Science Editors:

Wandfluh M. Net Working Capital als Finanzierungsquelle der Supply Chain: Kooperative Kapitalallokation in globalen Abnehmer-Lieferanten-Dyaden. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/109497


ETH Zürich

5. Jakobsons, Edgars. Dependence Uncertainty Bounds and Optimization of Aggregate Risk.

Degree: 2016, ETH Zürich

Subjects/Keywords: OPTIMIERUNGSMODELLE (OPERATIONS RESEARCH); OPTIMIZATION MODELS (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); DEPENDENCE MEASURES (PROBABILITY THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZRISIKO (FINANZEN); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/510; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jakobsons, E. (2016). Dependence Uncertainty Bounds and Optimization of Aggregate Risk. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/116413

Chicago Manual of Style (16th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/116413.

MLA Handbook (7th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Web. 23 Jan 2020.

Vancouver:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/116413.

Council of Science Editors:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/116413


ETH Zürich

6. Liu, Ren. Portfolio selection with frictions.

Degree: 2016, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TRANSAKTIONSKOSTEN (RECHNUNGSWESEN); RENTABILITÄT; FINANZRISIKO (FINANZEN); RISIKOAVERSION (OPERATIONS RESEARCH); STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); TRANSACTION COSTS (ACCOUNTING); PROFITABILITY; FINANCIAL RISK (FINANCE); RISK AVERSION (OPERATIONS RESEARCH); STOCHASTIC PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, R. (2016). Portfolio selection with frictions. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/155519

Chicago Manual of Style (16th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 23, 2020. http://hdl.handle.net/20.500.11850/155519.

MLA Handbook (7th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Web. 23 Jan 2020.

Vancouver:

Liu R. Portfolio selection with frictions. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 23]. Available from: http://hdl.handle.net/20.500.11850/155519.

Council of Science Editors:

Liu R. Portfolio selection with frictions. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/155519

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