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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Rüschendorf, Ludger"
~subject:"Faktorenanalyse"
~subject:"Finanzkrise"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Portfolio-Management
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12
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9
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9
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8
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Koedijk, Kees
Rüschendorf, Ludger
Wang, Ruodu
14
McAleer, Michael
13
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Jacobs, Michael <Jr.>
9
Pérez Amaral, Teodosio
9
Engle, Robert F.
8
Härdle, Wolfgang
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8
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8
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7
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7
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7
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7
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7
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7
Polo, Andrea
7
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7
Stulz, René M.
7
Tan, Ken Seng
7
Yang, Fan
7
Allen, David E.
6
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Chen, An
6
Farkas, Walter
6
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6
Martellini, Lionel
6
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6
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6
Sette, Enrico
6
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6
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6
Weiß, Gregor
6
Zhu, Shushang
6
Acharya, Viral V.
5
Bernard, Carole
5
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ECONIS (ZBW)
8
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1
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
2
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
3
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
4
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
5
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
6
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:
7
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
8
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
Saved in:
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