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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Andersen, J. V."
~person:"Ararat, Çağin"
~person:"Račev, Svetlozar T."
~subject:"Risk measure"
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Portfolio-Management
United States
Risk measure
Theorie
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Portfolio selection
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2
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Risiko
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Risk
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Risk management
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Stochastic process
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Andersen, J. V.
Ararat, Çağin
Račev, Svetlozar T.
Korn, Ralf
6
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
Forsyth, Peter A.
3
Kupper, Michael
3
Schoutens, Wim
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2
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2
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2
Gardiol, Lucien
2
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2
Hu, Yijun
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
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2
Kromer, Eduard
2
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2
Madan, Dilip B.
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Pham, Huyên
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Rosazza Gianin, Emanuela
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2
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2
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Abergel, Frédéric
1
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1
Altay, Sühan
1
Andersen, Jørgen Vitting
1
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International journal of theoretical and applied finance
Handbook of heavy tailed distributions in finance
5
Working paper series in economics
5
Annals of operations research
2
Journal of banking & finance
2
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Applied mathematical finance
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Documents de travail / THEMA
1
Financial engineering and the Japanese markets
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Frank J. Fabozzi series
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
5
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1
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
2
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
3
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
4
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
5
Portfolio theory for "fat tails"
Sornette, D.
;
Andersen, J. V.
;
Simonetti, P.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 523-535
Persistent link: https://www.econbiz.de/10001524157
Saved in:
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