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source:"econis"
~person:"Ghorbel, Ahmed"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
6
Risk measure
6
Multivariate distribution
5
Risikomanagement
5
Risk management
5
Portfolio selection
4
Portfolio-Management
4
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Ghorbel, Ahmed
Härdle, Wolfgang
8
Ji, Qiang
8
Okhrin, Ostap
8
Tiwari, Aviral Kumar
8
Hammoudeh, Shawkat
7
Shahzad, Syed Jawad Hussain
7
Tian, Maoxi
7
Giacomini, Enzo
6
Valdesogo, Alfonso
6
Weiß, Gregor
6
Berger, Theo
5
Bormann, Carsten
5
Heinen, Andréas
5
Karmakar, Madhusudan
5
Mensi, Walid
5
Reboredo, Juan Carlos
5
Schienle, Melanie
5
Braun, Valentin
4
Fantazzini, Dean
4
Huggenberger, Markus
4
Lee, Seung-Hwan
4
Liu, Bing-Yue
4
Manner, Hans
4
Muteba Mwamba, John
4
Righi, Marcelo Brutti
4
Sahamkhadam, Maziar
4
Shim, Jeungbo
4
Trück, Stefan
4
Weigert, Florian
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Alshater, Muneer Maher
3
Belkacem, Lotfi
3
Bouri, Elie
3
Chabi-Yo, Fousseni
3
Chollete, Lorán
3
Czado, Claudia
3
De Luca, Giovanni
3
Embrechts, Paul
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American journal of finance and accounting
1
Economic modelling
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of managerial and financial accounting
1
Journal of risk
1
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ECONIS (ZBW)
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1
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
2
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
3
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
4
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
5
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
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