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subject:"Risiko"
subject:"World"
~person:"Bernstein, Peter L."
~person:"Csóka, Péter"
~person:"Scherer, Bernd"
~person:"Stoja, Evarist"
~subject:"Statistische Verteilung"
~type:"article"
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Search: subject_exact:"Risk management"
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Risiko
World
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Risikomanagement
19
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13
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9
Risk measure
9
Portfolio selection
8
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8
Theorie
7
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4
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4
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3
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16
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Bernstein, Peter L.
Csóka, Péter
Scherer, Bernd
Stoja, Evarist
Wang, Ruodu
16
Fabozzi, Frank J.
11
Mao, Tiantian
10
McAleer, Michael
9
Righi, Marcelo Brutti
8
Sherris, Michael
8
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7
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7
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7
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7
Balbás de la Corte, Alejandro
6
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6
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6
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6
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6
Kakushadze, Zura
6
Li, Jianping
6
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6
Rüschendorf, Ludger
6
Tan, Ken Seng
6
Bhansali, Vineer
5
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5
Broll, Udo
5
Chen, Zhiping
5
Ghadge, Abhijeet
5
Giudici, Paolo
5
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5
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5
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5
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5
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Mitra, Sovan
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Polanski, Arnold
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
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Journal of banking & finance
3
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2
Journal of international financial markets, institutions & money
2
The journal of portfolio management : a publication of Institutional Investor
2
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets and portfolio management
1
Investment management : meeting the noble challenges of funding pensions, deficits, and growth
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ECONIS (ZBW)
16
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
3
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
4
Properties and comparison of risk capital allocation methods
Balog, Dóra
;
Bátyi, Tamás László
;
Csóka, Péter
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
Saved in:
5
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
6
Fair risk allocation in illiquid markets
Csóka, Péter
- In:
Finance research letters
21
(
2017
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011807792
Saved in:
7
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
8
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
9
Multidimensional risk and risk dependence
Polanski, Arnold
;
Stoja, Evarist
;
Zhang, Ren
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
Saved in:
10
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
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