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type_genre:"Article in journal"
~person:"Bellini, Fabio"
~person:"Brandtner, Mario"
~person:"Müller, Fernanda Maria"
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Search: subject_exact:"Risk"
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Portfolio selection
Risiko
27
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27
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25
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25
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22
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22
Theorie
22
Theory
22
Portfolio-Management
20
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11
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7
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Article in journal
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20
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Bellini, Fabio
Brandtner, Mario
Müller, Fernanda Maria
Wang, Ruodu
15
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Kakushadze, Zura
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Bali, Turan G.
7
Furman, Edward
7
Vanduffel, Steven
7
Cai, Jun
6
Guillén, Montserrat
6
Luo, Yulei
6
Rösch, Daniel
6
Tang, Qihe
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
Branger, Nicole
5
Chen, An
5
Chen, Zhiping
5
Denuit, Michel
5
Hammoudeh, Shawkat
5
Jarrow, Robert A.
5
Laeven, Roger J. A.
5
Landsman, Zinoviy
5
Liu, Haiyan
5
Maurer, Raimond
5
Siu, Tak Kuen
5
Su, Jianxi
5
Tavakoli Baghdadabad, Mohammad Reza
5
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European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of banking & finance
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Finance research letters
1
International review of economics & finance : IREF
1
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1
Mathematics and financial economics
1
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1
Risk management : a journal of risk, crisis and disaster
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Risk management : an international journal
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Scandinavian actuarial journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
20
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1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
3
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
5
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
6
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
7
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
8
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
9
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
10
Risk parity with expectiles
Bellini, Fabio
;
Cesarone, Francesco
;
Colombo, Christian
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
3
,
pp. 1149-1163
Persistent link: https://www.econbiz.de/10012495399
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