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person:"Diebold, Francis X."
subject:"Portfolio-Management"
~person:"Christoffersen, Peter F."
~person:"Csóka, Péter"
~person:"Li, Duan"
~person:"Spremann, Klaus"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Portfolio-Management
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15
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9
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8
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8
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7
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7
Measurement
6
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Diebold, Francis X.
Christoffersen, Peter F.
Csóka, Péter
Li, Duan
Spremann, Klaus
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Chen, An
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
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Satchell, Stephen
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Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
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Ghorbel, Ahmed
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4
Kang, Sang Hoon
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Lin, Yijia
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Luciano, Elisa
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Marceau, Etienne
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Nguyen, Thai
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Pérez Amaral, Teodosio
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European journal of operational research : EJOR
2
The journal of computational finance
2
Finance research letters
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1
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1
Journal of risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Properties and comparison of risk capital allocation methods
Balog, Dóra
;
Bátyi, Tamás László
;
Csóka, Péter
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
Saved in:
2
Fair risk allocation in illiquid markets
Csóka, Péter
- In:
Finance research letters
21
(
2017
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011807792
Saved in:
3
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
4
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
5
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
6
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
7
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
8
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
9
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
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