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subject:"Portfolio-Management"
~person:"Alexander, Gordon J."
~person:"Chen, An"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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16
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Aufsatz in Zeitschrift
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Alexander, Gordon J.
Chen, An
Wang, Ruodu
17
Hammoudeh, Shawkat
13
Embrechts, Paul
11
Fabozzi, Frank J.
11
Mao, Tiantian
10
Tan, Ken Seng
9
Cai, Jun
8
Li, Jianping
8
Boonen, Tim J.
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
Rüschendorf, Ludger
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bernard, Carole
6
Bhansali, Vineer
6
Chen, Zhiping
6
Godin, Frédéric
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Karmakar, Madhusudan
6
Martellini, Lionel
6
Mensi, Walid
6
Stoja, Evarist
6
Tiwari, Aviral Kumar
6
Zhu, Shushang
6
Zhu, Xiaoqian
6
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5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Chi, Yichun
5
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5
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5
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Journal of banking & finance
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1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
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1
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1
Journal of monetary economics
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ECONIS (ZBW)
13
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1
Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole
;
Chen, An
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
Saved in:
2
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:
3
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
4
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
5
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
6
Optimal investment and consumption when allowing terminal debt
Chen, An
;
Vellekoop, Michel
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 385-397
Persistent link: https://www.econbiz.de/10011642230
Saved in:
7
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
8
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
Saved in:
9
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
10
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
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