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subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~subject:"Insurance"
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Portfolio-Management
Insurance
Risikomanagement
50
Risk management
50
Portfolio selection
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Theorie
27
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27
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19
Risk measure
19
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Quantitative finance
Insurance / Mathematics & economics
109
Journal of banking & finance
62
European journal of operational research : EJOR
57
Risks : open access journal
50
Journal of risk management in financial institutions
43
Finance research letters
41
Journal of risk
40
Wiley finance series
40
The journal of portfolio management : JPM
30
International review of financial analysis
27
SpringerLink / Bücher
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Journal of risk and financial management : JRFM
26
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
25
The journal of portfolio management : a publication of Institutional Investor
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
21
Risiko-Manager
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The journal of asset management
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Economic modelling
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Research paper series / Swiss Finance Institute
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Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
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Springer eBook Collection
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The journal of investing
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IMF Staff Country Reports
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Sovereign wealth management
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Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
16
International journal of theoretical and applied finance
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Journal of risk finance : the convergence of financial products and insurance
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Energy economics
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Journal of empirical finance
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Journal of investment management : JOIM
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Scandinavian actuarial journal
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The European journal of finance
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
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ECONIS (ZBW)
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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
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:
8
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:
9
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
Saved in:
10
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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