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subject:"Portfolio selection"
subject:"Theorie"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~type_genre:"Article in journal"
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Portfolio selection
Theorie
Risikomanagement
31
Risk management
31
Theory
21
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13
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12
Risk measure
12
Risiko
11
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Allen, David
1
Almeida, Helena Tenório Veiga de
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1
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Grané, Aurea
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Lin, Chu-Hsiung
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1
Mainik, Georg
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Maruotti, Antonello
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Journal of empirical finance
Research paper series / Swiss Finance Institute
Insurance / Mathematics & economics
180
European journal of operational research : EJOR
130
Journal of banking & finance
101
Risks : open access journal
86
Journal of risk
52
Journal of risk management in financial institutions
52
Finance research letters
49
Journal of risk and financial management : JRFM
39
Quantitative finance
37
The journal of operational risk
36
International review of financial analysis
35
Management science : journal of the Institute for Operations Research and the Management Sciences
32
The journal of portfolio management : JPM
31
Economic modelling
30
The North American journal of economics and finance : a journal of financial economics studies
29
Energy economics
28
The journal of portfolio management : a publication of Institutional Investor
28
International journal of production research
26
International journal of theoretical and applied finance
26
International review of economics & finance : IREF
26
International journal of production economics
24
Scandinavian actuarial journal
24
The journal of asset management
22
The journal of risk model validation
22
The European journal of finance
21
Applied economics
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Finance and stochastics
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The journal of investing
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Journal of economic dynamics & control
18
Journal of financial economics
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Die Bank
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Risiko-Manager
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American journal of agricultural economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of econometrics
16
International journal of project management : the journal of The International Project Management Association
15
Review of financial economics : RFE
15
Astin bulletin : the journal of the International Actuarial Association
14
International journal of financial engineering
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ECONIS (ZBW)
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1
Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
2
Corporate hedging fragility in the over-the-counter market
Calluzzo, Paul
;
Dudley, Evan
- In:
Journal of empirical finance
67
(
2022
),
pp. 253-270
Persistent link: https://www.econbiz.de/10013464395
Saved in:
3
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
6
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
7
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
8
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
9
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
10
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
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