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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Landsman, Zinoviy"
~subject:"Risk"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Portfolio selection
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Landsman, Zinoviy
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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
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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
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:
4
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:
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