//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Multivariate Verteilung
65
Multivariate distribution
65
Theorie
30
Theory
30
Portfolio-Management
23
Capital income
21
Kapitaleinkommen
21
Risikomaß
20
Risk measure
20
ARCH model
14
ARCH-Modell
14
Statistical distribution
14
Statistische Verteilung
14
Copula
13
Volatility
13
Volatilität
13
Börsenkurs
11
Risikomanagement
11
Risk management
11
Share price
11
Aktienmarkt
10
Estimation
10
Schätzung
10
Stock market
10
Financial crisis
8
Finanzkrise
8
Time series analysis
8
Zeitreihenanalyse
8
copula
8
Ansteckungseffekt
7
Contagion effect
7
Welt
7
World
7
Ausreißer
6
Copulas
6
Financial market
6
Finanzmarkt
6
Hedging
6
Outliers
6
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Hoang, Thi Hong Van
2
Krauss, Christopher
2
Shahzad, Syed Jawad Hussain
2
Stübinger, Johannes
2
Al-Yahyaee, Khamis Hamed
1
Aloui, Chaker
1
Angelo, Claudio F. de
1
Ayala, Astrid
1
Barbi, Massimiliano
1
Bergmann, Daniel Reed
1
Blazsek, Szabolcs
1
Cerrato, Mario
1
Chauhan, Yogesh
1
Contani, Eduardo Augusto do Rosário
1
Ding, Xiaoyi
1
Díaz Hernández, Adán
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Hanif, Waqas
1
Härdle, Wolfgang
1
Jammazi, Rania
1
Janabi, Mazin A. M. al
1
Ji, Qiang
1
Jiang, Cuixia
1
Karnakar, Madhusudan
1
Koike, Takaaki
1
Kumar, Satish
1
Lalancette, Simon
1
Lee, Yong Woong
1
Li, Danyang
1
Liu, Francis
1
Liu, Yezheng
1
Lu, Meng-Jou
1
Lu, Richard
1
Ly, Sel
1
Mangold, Benedikt
1
Mensi, Walid
1
Minami, Mihoko
1
more ...
less ...
Published in...
All
Applied economics
International review of financial analysis
Quantitative finance
Insurance / Mathematics & economics
14
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
8
Economic modelling
6
Finance research letters
6
European journal of operational research : EJOR
5
Computational economics
4
Journal of empirical finance
4
Journal of risk
4
Pacific-Basin finance journal
4
Financial markets and portfolio management
3
International journal of forecasting
3
The European journal of finance
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of credit risk : published quarterly by Incisive Media
3
Economics letters
2
Emerging markets, finance and trade : EMFT
2
International journal of theoretical and applied finance
2
Journal of mathematical finance
2
Macroeconomics and finance in emerging market economies
2
Risk management : a journal of risk, crisis and disaster
2
Robustness in econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
American journal of agricultural economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied economics letters
1
Applied mathematical finance
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Centre for Economic Policy Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
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:
4
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
5
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
6
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
7
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
8
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
9
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
10
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->