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subject:"Hedging"
~person:"Nguyen, Duc Khuong"
~person:"Pérez Amaral, Teodosio"
~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
29
Portfolio-Management
29
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12
Aktienmarkt
8
Capital income
8
Kapitaleinkommen
8
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8
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Article in journal
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16
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13
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13
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13
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16
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Nguyen, Duc Khuong
Pérez Amaral, Teodosio
Hammoudeh, Shawkat
28
Mensi, Walid
18
Wang, Ruodu
18
Kang, Sang Hoon
17
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
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
Härdle, Wolfgang
8
Ur Rehman, Mobeen
8
Zhu, Shushang
8
Barbi, Massimiliano
7
Brandtner, Mario
7
Cai, Jun
7
Kim, Young Shin
7
Li, Duan
7
Mora-Valencia, Andrés
7
Tan, Ken Seng
7
Tang, Qihe
7
Umar, Zaghum
7
Van Vuuren, Gary
7
Xuan Vinh Vo
7
Abakah, Emmanuel Joel Aikins
6
Alexander, Gordon J.
6
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Economic modelling
3
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of the Operational Research Society : OR
1
The journal of asset management
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
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:
5
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
6
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
7
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
8
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
9
Overview of the special issue on "Rethinking risks in international financial markets : modeling tools and applications"
Nguyen, Duc Khuong
- In:
Economic modelling
40
(
2014
),
pp. 367-368
Persistent link: https://www.econbiz.de/10010425596
Saved in:
10
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
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