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~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Investment Fund"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Investment Fund
Stochastic process
Theorie
World
Portfolio selection
63
Portfolio-Management
63
Risikomaß
33
Risk measure
33
Theory
33
Risikomanagement
27
Risk management
27
Risiko
19
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19
Estimation
13
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risk management
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Hedging
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portfolio optimization
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40
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Guillén, Montserrat
2
Kwon, Roy H.
2
Santolino, Miguel
2
Aarons, Mark
1
Arici, G.
1
Baule, Rainer
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Bertagna, Andrea
1
Blitz, David
1
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1
Braun, Valentin
1
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1
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1
Börner, Christoph J.
1
Cao, Jie
1
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1
Chang, Meng-Shiuh
1
Chassang, lvain
1
Chen, Wei
1
Cicon, James
1
Collado, Ricardo A.
1
Cong, Jianfa
1
Costa, Giorgio
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Deliu, Dragos
1
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1
Ewen, Martin
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Fermanian, Jean-David
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Fu, Rao
1
Gaigall, Daniel
1
Gao, Jun
1
Gao, Xiang
1
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1
Hackethal, Andreas
1
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Journal of risk
Finance research letters
203
Insurance / Mathematics & economics
186
European journal of operational research : EJOR
171
Journal of banking & finance
138
Quantitative finance
126
International review of financial analysis
110
Discussion paper / Centre for Economic Policy Research
99
Management science : journal of the Institute for Operations Research and the Management Sciences
96
SpringerLink / Bücher
87
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
81
International review of economics & finance : IREF
80
Journal of empirical finance
79
The journal of portfolio management : JPM
75
International journal of theoretical and applied finance
72
The journal of asset management
69
Economic modelling
67
Journal of economic dynamics & control
63
Discussion papers / CEPR
61
The journal of investing : JOI
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied economics
58
Computational economics
55
The European journal of finance
55
Finance and stochastics
54
Mathematics and financial economics
49
Economics letters
47
Research in international business and finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of international financial markets, institutions & money
40
Scandinavian actuarial journal
40
Journal of mathematical finance
39
International journal of financial engineering
38
Pacific-Basin finance journal
37
The journal of investment strategies
36
Journal of international money and finance
35
Applied economics letters
34
Energy economics
34
Journal of financial and quantitative analysis : JFQA
34
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ECONIS (ZBW)
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1
On capital allocation under information constraints
Börner, Christoph J.
;
Hoffmann, Ingo
;
Poetter, Fabian
; …
- In:
Journal of risk
25
(
2023
)
5
,
pp. 51-69
Persistent link: https://www.econbiz.de/10014370723
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
4
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun
;
Gao, Xiang
;
Liu, Xiaoli
;
Wang, Zhan
- In:
Journal of risk
24
(
2022
)
5
,
pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
Saved in:
7
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
8
Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu
;
Li, Shouwei
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
Saved in:
9
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
10
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
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