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subject:"Portfolio selection"
subject:"World"
~person:"Dionne, Georges"
~person:"Martellini, Lionel"
~person:"Rüschendorf, Ludger"
~source:"econis"
~subject:"Finanzdienstleistung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Portfolio selection
World
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Risikomanagement
31
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31
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17
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12
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10
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Dionne, Georges
Martellini, Lionel
Rüschendorf, Ludger
Broll, Udo
16
Wang, Ruodu
16
Hammoudeh, Shawkat
15
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Embrechts, Paul
11
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10
Jacobs, Michael <Jr.>
10
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10
Mao, Tiantian
10
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10
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9
Righi, Marcelo Brutti
9
Zhu, Xiaoqian
9
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8
Bartram, Söhnke M.
8
Gatzert, Nadine
8
Van Vuuren, Gary
8
Baptista, Alexandre M.
7
Cai, Jun
7
Godin, Frédéric
7
Guillén, Montserrat
7
Hurlin, Christophe
7
Härdle, Wolfgang
7
Janabi, Mazin A. M. al
7
Mitra, Sovan
7
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7
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7
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6
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6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
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6
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Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of empirical finance
2
The journal of alternative investments
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Economics letters
1
Energy economics
1
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1
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ECONIS (ZBW)
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1
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
2
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
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
The costs and benefits of reinsurance
Cummins, John David
;
Dionne, Georges
;
Gagné, Robert
; …
- In:
The Geneva papers on risk and insurance - issues and …
46
(
2021
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10012522959
Saved in:
5
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
6
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
7
Dynamic corporate risk management : motivations and real implications
Dionne, Georges
;
Gueyie, Jean-Pierre
;
Mnasri, Mohamed
- In:
Journal of banking & finance
95
(
2018
),
pp. 97-111
Persistent link: https://www.econbiz.de/10011966716
Saved in:
8
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
9
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
10
The use of nonlinear hedging strategies by US oil producers : motivations and implications
Mnasri, Mohamed
;
Dionne, Georges
;
Gueyie, Jean-Pierre
- In:
Energy economics
63
(
2017
),
pp. 348-364
Persistent link: https://www.econbiz.de/10011758023
Saved in:
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