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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Bartram, Söhnke M."
~person:"Cai, Jun"
~person:"Jacobs, Michael <Jr.>"
~person:"Martellini, Lionel"
~person:"McAleer, Michael"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Risk management
52
Risikomanagement
51
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24
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18
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16
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16
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14
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Bartram, Söhnke M.
Cai, Jun
Jacobs, Michael <Jr.>
Martellini, Lionel
McAleer, Michael
Broll, Udo
16
Wang, Ruodu
15
Fabozzi, Frank J.
13
Hammoudeh, Shawkat
12
Tan, Ken Seng
12
Embrechts, Paul
11
Mao, Tiantian
10
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9
Alexander, Gordon J.
8
Dionne, Georges
8
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7
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7
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7
Godin, Frédéric
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Kakushadze, Zura
6
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6
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6
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6
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Insurance / Mathematics & economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of financial engineering and risk management
2
International review of economics & finance : IREF
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
Astin bulletin : the journal of the International Actuarial Association
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
European finance review : the official journal of the European Finance Association
1
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1
Journal / The Capco Institute : journal of financial transformation
1
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1
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1
Journal of financial regulation and compliance : an international journal
1
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1
Journal of risk and financial management : JRFM
1
Journal of risk management in financial institutions
1
Research in international business and finance
1
Scandinavian actuarial journal
1
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1
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1
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
35
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1
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:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
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:
4
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
5
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
6
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
7
Corporate hedging and speculation with derivatives
Bartram, Söhnke M.
- In:
The journal of corporate finance : contracting, …
57
(
2019
),
pp. 9-34
Persistent link: https://www.econbiz.de/10012098853
Saved in:
8
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
9
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:
10
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
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