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source:"econis"
~isPartOf:"Applied economics letters"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
32
Risk measure
32
Theorie
14
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14
Portfolio selection
9
Portfolio-Management
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value at risk
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value-at-risk
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Choi, So Eun
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Applied economics letters
Insurance / Mathematics & economics
22
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Journal of banking & finance
11
Risks : open access journal
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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International review of financial analysis
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Journal of risk
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Computational economics
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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European journal of operational research : EJOR
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Pacific-Basin finance journal
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The European journal of finance
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International Journal of Financial Studies : open access journal
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International journal of forecasting
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Agricultural finance review
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Economics letters
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Reihe Quantitative Ökonomie : Ökon
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Review of quantitative finance and accounting
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Risk management : a journal of risk, crisis and disaster
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Astin bulletin : the journal of the International Actuarial Association
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CORE discussion paper : DP
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
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2
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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3
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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