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subject:"Hedging"
~person:"Mora-Valencia, Andrés"
~person:"Müller, Fernanda Maria"
~person:"Nguyen, Duc Khuong"
~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
38
Portfolio-Management
38
Risk measure
22
Theorie
15
Theory
15
Capital income
12
Kapitaleinkommen
12
Risiko
12
Risk
12
Aktienmarkt
8
Measurement
8
Messung
8
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8
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6
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5
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5
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4
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Multivariate Verteilung
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Multivariate distribution
4
Oil price
4
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4
Rohstoffderivat
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
VAR model
4
VAR-Modell
4
Value-at-risk
4
Ölpreis
4
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3
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1
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25
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Article in journal
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25
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1
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1
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English
25
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Mora-Valencia, Andrés
Müller, Fernanda Maria
Nguyen, Duc Khuong
Hammoudeh, Shawkat
28
Wang, Ruodu
18
Kang, Sang Hoon
15
Mensi, Walid
15
McAleer, Michael
14
Righi, Marcelo Brutti
13
Tiwari, Aviral Kumar
13
Fabozzi, Frank J.
12
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Vanduffel, Steven
11
Bouri, Elie
10
Lien, Da-hsiang Donald
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Dhaene, Jan
9
Ghorbel, Ahmed
9
Melʹnikov, Aleksandr V.
9
Uryasev, Stan
9
Guesmi, Khaled
8
Ur Rehman, Mobeen
8
Zhu, Shushang
8
Barbi, Massimiliano
7
Bernard, Carole
7
Brandtner, Mario
7
Härdle, Wolfgang
7
Kim, Young Shin
7
Li, Duan
7
Pérez Amaral, Teodosio
7
Tan, Ken Seng
7
Tang, Qihe
7
Van Vuuren, Gary
7
Alexander, Gordon J.
6
Cai, Jun
6
Furman, Edward
6
Karmakar, Madhusudan
6
Kürsten, Wolfgang
6
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Economic modelling
3
Finance research letters
3
Risk management : a journal of risk, crisis and disaster
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics
1
Computational economics
1
Emerging markets review
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
1
Journal of the Operational Research Society : OR
1
Research in international business and finance
1
Risk management : an international journal
1
The European journal of finance
1
The engineering economist : a journal devoted to the problems of capital investment
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
25
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1
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns
León-Camacho, Bernardo
;
Mora-Valencia, Andrés
; …
- In:
The engineering economist : a journal devoted to the …
67
(
2022
)
3
,
pp. 218-233
Persistent link: https://www.econbiz.de/10013362736
Saved in:
2
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
3
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:
4
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
5
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
6
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
7
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
8
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
9
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
10
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
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