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~accessRights:"restricted"
~person:"Berger, Theo"
~person:"Tiwari, Aviral Kumar"
~subject:"Portfolio selection"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
22
Multivariate distribution
22
Capital income
9
Kapitaleinkommen
9
Portfolio-Management
8
Welt
8
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8
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Berger, Theo
Tiwari, Aviral Kumar
Hernandez, Jose Arreola
5
Sahamkhadam, Maziar
4
Shahzad, Syed Jawad Hussain
4
Ayala, Astrid
3
Bedoui, Rihab
3
Blazsek, Szabolcs
3
Bouri, Elie
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Hammoudeh, Shawkat
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Han, Yingwei
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Hoang, Thi Hong Van
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Karmakar, Madhusudan
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Mba, Jules Clement
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Stephan, Andreas
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2
Cossette, Hélène
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Ding, Xiaoyi
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Fakhfekh, Mohamed
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Ghorbel, Ahmed
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Gong, Xiao-Li
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Guesmi, Khaled
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Hamori, Shigeyuki
2
Hanif, Waqas
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Janabi, Mazin A. M. al
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Jiang, Cuixia
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Koumba, Ur
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Krauss, Christopher
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Li, Min-Jian
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Li, Ping
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Marceau, Etienne
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Maurer, Frantz
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Nguyen, Duc Khuong
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Paraschiv, Florentina
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Paul, Samit
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Power, Gabriel J.
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Reboredo, Juan Carlos
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Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of operational research : EJOR
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Macroeconomics and finance in emerging market economies
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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)
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1
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
2
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:
3
Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
;
Hoang, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10012041701
Saved in:
4
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 77-90
Persistent link: https://www.econbiz.de/10012318740
Saved in:
5
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
6
Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
Saved in:
7
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
Saved in:
8
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
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