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isPartOf:"Risiko-Manager"
subject:"Portfolio-Management"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~person:"Aarons, Mark"
~person:"Belles-Sampera, James"
~person:"Bolancé, Catalina"
~person:"Chang, Meng-Shiuh"
~person:"Deaton, Brian D."
~subject:"Devisenmarkt"
~subject:"Messung"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Währungsrisiko"
~subject:"cashflow at risk"
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Aarons, Mark
Belles-Sampera, James
Bolancé, Catalina
Chang, Meng-Shiuh
Deaton, Brian D.
Guillén, Montserrat
2
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An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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2
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
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3
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
4
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
5
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
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