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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Quantitative finance"
~isPartOf:"Risiko-Manager"
~subject:"Bankenaufsicht"
~subject:"Germany"
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Portfolio selection
World
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Risikomanagement
222
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64
Portfolio-Management
43
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32
Bankrisiko
32
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Romeike, Frank
6
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Hamerle, Alfred
4
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3
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3
Lesko, Michael
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2
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1
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1
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Quantitative finance
Risiko-Manager
Insurance / Mathematics & economics
99
SpringerLink / Bücher
99
Journal of banking & finance
75
Journal of risk management in financial institutions
73
Finance research letters
63
European journal of operational research : EJOR
55
Risks : open access journal
53
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
48
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43
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42
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
41
International review of financial analysis
41
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41
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36
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34
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33
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32
Energy economics
31
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
27
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
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Die Bank
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The journal of portfolio management : a publication of Institutional Investor
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NBER working paper series
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Journal of financial stability
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Schriftenreihe Finanzmanagement
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The journal of risk model validation
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International journal of theoretical and applied finance
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Journal of investment management : JOIM
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Research in international business and finance
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ECONIS (ZBW)
111
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
3
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
6
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
7
The contagion of extreme risks between fossil and green energy markets : evidence from China
Ren, Xiaohang
;
Xiao, Ya
;
He, Feng
;
Gozgor, Giray
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 627-642
Persistent link: https://www.econbiz.de/10014552125
Saved in:
8
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
9
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
10
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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