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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Boonen, Tim J."
~person:"Wilkens, Marco"
~subject:"Duration gap"
~subject:"Klimawandel"
~subject:"Portfolio selection"
~type:"article"
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Koedijk, Kees
Boonen, Tim J.
Wilkens, Marco
Fabozzi, Frank J.
18
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13
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12
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1
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
2
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
3
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
4
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
5
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
6
Capturing downside risk in financial markets : the case of the Asian Crisis
Pownall, Rachel A. J.
;
Koedijk, Kees
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 853-870
Persistent link: https://www.econbiz.de/10001429195
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