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subject:"Portfolio selection"
subject:"World"
~person:"Martellini, Lionel"
~person:"Righi, Marcelo Brutti"
~person:"Rüschendorf, Ludger"
~source:"econis"
~subject:"Finanzdienstleistung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Portfolio selection
World
Finanzdienstleistung
Theorie
Risikomanagement
25
Risk management
25
Portfolio-Management
17
Theory
16
Risiko
15
Risk
15
Risikomaß
14
Risk measure
14
Measurement
7
Messung
7
Multivariate Verteilung
5
Multivariate distribution
5
Value-at-Risk
4
Dependence uncertainty
3
Financial services
3
Statistical distribution
3
Statistische Verteilung
3
risk management
3
ARCH model
2
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2
Capital income
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Credit risk
2
Estimation
2
Factor analysis
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Financial crisis
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Finanzkrise
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Forecasting model
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Kapitaleinkommen
2
Kreditrisiko
2
Model risk
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Modellierung
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Pair Copula Construction
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Portfolio optimization
2
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2
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Article
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English
23
Author
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Martellini, Lionel
Righi, Marcelo Brutti
Rüschendorf, Ludger
Broll, Udo
16
Wang, Ruodu
16
Hammoudeh, Shawkat
15
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Embrechts, Paul
11
Bhansali, Vineer
10
Jacobs, Michael <Jr.>
10
Li, Jianping
10
Mao, Tiantian
10
McAleer, Michael
10
Boonen, Tim J.
9
Dionne, Georges
9
Zhu, Xiaoqian
9
Alexander, Gordon J.
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
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
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Insurance / Mathematics & economics
2
Journal of banking & 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
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Finance and stochastics
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of risk
1
Revista Brasileira de Finanças : RBFin
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
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ECONIS (ZBW)
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23
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1
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
2
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
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:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
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:
7
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
8
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
9
A consumer credit risk structural model based on affordability : balance at risk
Perlin, Marcelo Scherer
;
Righi, Marcelo Brutti
; …
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012100573
Saved in:
10
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:
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