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type_genre:"Hochschulschrift"
~isPartOf:"Journal of risk"
~isPartOf:"Macroeconomics and finance in emerging market economies"
~subject:"Multivariate Verteilung"
~type_genre:"Article in journal"
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Multivariate Verteilung
Risikomanagement
81
Risk management
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Portfolio selection
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42
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Theorie
35
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risk management
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Berger, Theo
1
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Journal of risk
Macroeconomics and finance in emerging market economies
Insurance / Mathematics & economics
21
Energy economics
9
Journal of risk and financial management : JRFM
7
Risks : open access journal
7
International review of financial analysis
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Journal of banking & finance
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The European journal of finance
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International review of economics & finance : IREF
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Risiko-Manager
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
Pradhan, Ashis Kumar
;
Mittal, Ishan
;
Tiwari, Aviral Kumar
- In:
Macroeconomics and finance in emerging market economies
14
(
2021
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012649582
Saved in:
2
Tail risk optimized portfolio across states in Asia-Pacific markets with higher-order dependence
Kumar, Saurav
;
Bhattacharya, Sujoy
;
Mandal, Satrajit
- In:
Macroeconomics and finance in emerging market economies
15
(
2022
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10013350325
Saved in:
3
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
4
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
5
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
6
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
7
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
8
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
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