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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Landsman, Zinoviy"
~person:"Sordo, Miguel A."
~subject:"Risk"
~subject:"Zinsstruktur"
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Landsman, Zinoviy
Sordo, Miguel A.
Liang, Zongxia
11
Zeng, Yan
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Li, Zhongfei
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8
Cheung, Eric C. K.
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
The European journal of finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
North American actuarial journal
1
Risks : open access journal
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1
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
Saved in:
2
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
3
On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios
;
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 232-240
Persistent link: https://www.econbiz.de/10012058865
Saved in:
4
A family of premium principles based on mixtures of TVaRs
Sordo, Miguel A.
;
Castaño-Martínez, Antonia
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 397-405
Persistent link: https://www.econbiz.de/10011597338
Saved in:
5
Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.
;
Suárez-Llorens, Alfonso
;
Bello, …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
Saved in:
6
A characterization of optimal portfolios under the tail mean-variance criterion
Owadally, Iqbal
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 213-221
Persistent link: https://www.econbiz.de/10009736114
Saved in:
7
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Landsman, Zinoviy
;
Makov, Udi
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 94-98
Persistent link: https://www.econbiz.de/10009501696
Saved in:
8
Comparison of risks based on the expected proportional shortfall
Belzunce, Félix
;
Pinar, José F.
;
Ruiz, José M.
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 292-302
Persistent link: https://www.econbiz.de/10009669659
Saved in:
9
Comparing tail variabilities of risks by means of the excess wealth order
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 466-469
Persistent link: https://www.econbiz.de/10009517547
Saved in:
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