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~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~subject:"Measurement"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Measurement
Portfolio selection
282
Portfolio-Management
282
Theorie
158
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65
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65
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53
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Ben-Horin, Moshe
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Bergk, Kerstin
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Brandtner, Mario
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Chen, Qian
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Deng, Kaihua
1
Feinstein, Zachary
1
Gerlach, Richard
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Gu, Jia-Wen
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Guedes, Pablo Cristini
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International review of economics & finance : IREF
Quantitative finance
Insurance / Mathematics & economics
38
European journal of operational research : EJOR
14
Journal of banking & finance
10
Finance research letters
9
International journal of theoretical and applied finance
9
Journal of risk
9
The journal of portfolio management : JPM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics and financial economics
6
Finance and stochastics
5
International review of financial analysis
5
Mathematics of operations research
5
Operations research
5
Scandinavian actuarial journal
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
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International journal of financial engineering
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The journal of operational risk
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The journal of wealth management : JWM
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ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Economics and business review
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INFORMS journal on computing : JOC
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Journal of forecasting
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Journal of mathematical finance
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Journal of risk finance : the convergence of financial products and insurance
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research : ZOR
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Operations research letters
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Risk management : a journal of risk, crisis and disaster
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Risk management : an international journal
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ECONIS (ZBW)
14
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14
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1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
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:
4
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
5
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:
6
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
7
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Saved in:
8
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
9
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
10
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
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