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subject:"Hedging"
~person:"Hammoudeh, Shawkat"
~person:"Mao, Tiantian"
~subject:"Liquidity"
~subject:"Risk"
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Search: subject_exact:"Portfolio-Theorie"
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54
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32
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Hammoudeh, Shawkat
Mao, Tiantian
Fabozzi, Frank J.
25
Ang, Andrew
24
Wang, Ruodu
23
Platen, Eckhard
21
Maurer, Raimond
20
Albrecht, Peter
18
Engle, Robert F.
18
Gollier, Christian
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Giglio, Stefano
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Kelly, Bryan T.
17
Bali, Turan G.
16
Lo, Andrew W.
16
Rosazza Gianin, Emanuela
16
Satchell, Stephen
16
Wong, Wing Keung
16
Agarwal, Vikas
14
Kakushadze, Zura
14
Righi, Marcelo Brutti
14
Bouri, Elie
13
Föllmer, Hans
13
Madan, Dilip B.
13
McAleer, Michael
13
Roncalli, Thierry
13
Csóka, Péter
12
Huang, Xiaoxia
12
Lioui, Abraham
12
Lucas, André
12
Mensi, Walid
12
Rüschendorf, Ludger
12
Vanduffel, Steven
12
Bhansali, Vineer
11
Dhaene, Jan
11
Eeckhoudt, Louis R.
11
Härdle, Wolfgang
11
Kang, Sang Hoon
11
Koutsokostas, Drosos
11
Lien, Da-hsiang Donald
11
Martellini, Lionel
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6
The North American journal of economics and finance : a journal of financial economics studies
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2
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2
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2
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ECONIS (ZBW)
32
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
4
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
5
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
6
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
7
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
8
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
9
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
10
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
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