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subject:"Hedging"
~person:"Ghorbel, Ahmed"
~person:"Nguyen, Duc Khuong"
~person:"Vanduffel, Steven"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Risikomaß
Portfolio selection
53
Portfolio-Management
53
Theorie
20
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20
Risk measure
19
Aktienmarkt
11
Stock market
11
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10
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Article in journal
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29
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English
29
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Ghorbel, Ahmed
Nguyen, Duc Khuong
Vanduffel, Steven
Hammoudeh, Shawkat
28
Wang, Ruodu
18
Mensi, Walid
16
Kang, Sang Hoon
15
Tiwari, Aviral Kumar
15
McAleer, Michael
14
Righi, Marcelo Brutti
13
Bouri, Elie
12
Fabozzi, Frank J.
12
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Lien, Da-hsiang Donald
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Dhaene, Jan
9
Melʹnikov, Aleksandr V.
9
Müller, Fernanda Maria
9
Uryasev, Stan
9
Bernard, Carole
8
Guesmi, Khaled
8
Ur Rehman, Mobeen
8
Zhu, Shushang
8
Barbi, Massimiliano
7
Brandtner, Mario
7
Härdle, Wolfgang
7
Kim, Young Shin
7
Li, Duan
7
Mora-Valencia, Andrés
7
Pérez Amaral, Teodosio
7
Tan, Ken Seng
7
Tang, Qihe
7
Umar, Zaghum
7
Van Vuuren, Gary
7
Abakah, Emmanuel Joel Aikins
6
Alexander, Gordon J.
6
Cai, Jun
6
Chen, Zhiping
6
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Economic modelling
4
American journal of finance and accounting
2
Insurance / Mathematics & economics
2
International journal of emerging markets
2
Scandinavian actuarial journal
2
The journal of asset management
2
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1
Economics letters
1
European business review : EBR ; the official journal of the International Management Centres, Europe
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ECONIS (ZBW)
29
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1
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
2
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
3
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ghorbel, Ahmed
; …
- In:
International journal of emerging markets
18
(
2023
)
4
,
pp. 978-1006
Persistent link: https://www.econbiz.de/10014333595
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
5
Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania
;
Ghorbel, Ahmed
- In:
International journal of emerging markets
17
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
Saved in:
6
Hedging Islamic and conventional stock markets with other financial assets : comparison between competing DCC models on hedging effectiveness
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
The journal of asset management : a major new, …
22
(
2021
)
3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012581564
Saved in:
7
Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Chemkha, Rahma
;
BenSaïda, Ahmed
;
Ghorbel, Ahmed
- In:
Journal of multinational financial management
59
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012794677
Saved in:
8
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
9
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:
10
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
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