//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Hedging"
~person:"Mora-Valencia, Andrés"
~person:"Nguyen, Duc Khuong"
~subject:"Europa"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio-Theorie"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Europa
Risikomaß
Portfolio selection
29
Portfolio-Management
29
Risk measure
13
Capital income
11
Kapitaleinkommen
11
Aktienmarkt
8
Stock market
8
Theorie
8
Theory
8
ARCH model
7
ARCH-Modell
7
Backtesting
5
Europe
5
Commodity derivative
4
Estimation
4
Oil price
4
Risikomanagement
4
Risk management
4
Rohstoffderivat
4
Schätzung
4
VAR model
4
VAR-Modell
4
Value-at-risk
4
Ölpreis
4
Börsenkurs
3
China
3
Diversification
3
Diversifikation
3
Expected shortfall
3
Forecasting model
3
Gram-Charlier expansion
3
International financial market
3
Internationaler Finanzmarkt
3
Multivariate Verteilung
3
Multivariate distribution
3
Prognoseverfahren
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Mehrbändiges Werk
Aufsatz in Zeitschrift
20
Conference paper
1
Konferenzbeitrag
1
Language
All
English
20
Author
All
Mora-Valencia, Andrés
Nguyen, Duc Khuong
Hammoudeh, Shawkat
28
Wang, Ruodu
18
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Kang, Sang Hoon
15
McAleer, Michael
14
Righi, Marcelo Brutti
13
Bouri, Elie
12
Fabozzi, Frank J.
12
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Vanduffel, Steven
11
Lien, Da-hsiang Donald
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Dhaene, Jan
9
Ghorbel, Ahmed
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
Lioui, Abraham
7
Perote, Javier
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
more ...
less ...
Published in...
All
Economic modelling
3
Finance research letters
2
Applied economics
1
Computational and mathematical organization theory
1
Emerging markets review
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
International review of financial analysis
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Risk management : a journal of risk, crisis and disaster
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 world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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
Saved in:
5
Risk quantification for commodity ETFs: backtesting value-at-risk and expected shortfall
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of financial analysis
70
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012318296
Saved in:
6
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
7
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
Saved in:
8
Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés
;
Ñíguez, Trino-Manuel
;
Perote, …
- In:
Computational and mathematical organization theory
23
(
2017
)
3
,
pp. 347-361
Persistent link: https://www.econbiz.de/10011741979
Saved in:
9
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
10
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->