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person:"Blake, David"
~isPartOf:"Working paper"
~person:"Ang, Andrew"
~person:"Hens, Thorsten"
~person:"McAleer, Michael"
~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
10
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Risk measure
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7
Basel Accord
4
Basler Akkord
4
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Blake, David
Ang, Andrew
Hens, Thorsten
McAleer, Michael
Guidolin, Massimo
16
Nicodano, Giovanna
6
Pérez Amaral, Teodosio
5
Chang, Chia-Lin
4
Fugazza, Carolina
4
Timmermann, Allan
4
Anderson, Richard G.
3
Binner, Jane M.
3
Chien, YiLi
3
Hagströmer, Björn
3
Hammoudeh, Shawkat
3
Heimonen, Kari
3
Hyde, Stuart
3
Jensen, Bjarne Astrup
3
Jiménez-Martín, Juan-Ángel
3
Nilsson, Birger
3
Zweifel, Peter
3
Andrés, Javier
2
Baker, Erin
2
Bosetti, Valentina
2
Castle, Jennifer
2
Chiappori, Pierre-André
2
Christensen, Michael
2
Hayden, Evelyn
2
Kayal, Parthajit
2
Kozlowski, Julian
2
Krey, Boris B.
2
Krislert Samphantharak
2
Lustig, Hanno
2
López-Salido, José David
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Mazur, Stepan
2
Mukerji, Sujoy
2
Nelson, Edward
2
Porath, Daniel
2
Qin, Xiaochuan
2
Rea, Alethea
2
Rea, William
2
Reid, W. Robert
2
Rinaldi, Francesca
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University of Canterbury / Dept. of Economics and Finance
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Working paper
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25
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17
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15
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10
NBER working paper series
9
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8
Working paper / National Bureau of Economic Research, Inc.
7
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6
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5
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4
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4
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3
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Journal of economic dynamics & control
3
Journal of economic surveys
3
Journal of forecasting
3
Journal of investment management : JOIM
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Applied financial economics
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Computational economics
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Journal of mathematical economics
2
Journal of risk and financial management : JRFM
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Mathematics and financial economics
2
The journal of asset management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
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