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~accessRights:"restricted"
~person:"Nguyen, Duc Khuong"
~person:"Righi, Marcelo Brutti"
~person:"Tan, Ken Seng"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Risiko
Portfolio selection
36
Portfolio-Management
36
Theorie
23
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20
Risk measure
20
Risk
16
Risikomanagement
11
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Ausreißer
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16
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Nguyen, Duc Khuong
Righi, Marcelo Brutti
Tan, Ken Seng
Wang, Ruodu
14
Müller, Fernanda Maria
9
Mao, Tiantian
8
Huang, Xiaoxia
7
Rosazza Gianin, Emanuela
7
Eeckhoudt, Louis R.
6
Fabozzi, Frank J.
6
Furman, Edward
6
Vanduffel, Steven
6
Wong, Wing Keung
6
Brandtner, Mario
5
Cai, Jun
5
Liu, Haiyan
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Su, Jianxi
5
Zaremba, Adam
5
Bernard, Carole
4
Boonen, Tim J.
4
Centrone, Francesca
4
Chen, An
4
Chen, Zhiping
4
Cossette, Hélène
4
Guillén, Montserrat
4
Kakushadze, Zura
4
Kim, Young Shin
4
Kürsten, Wolfgang
4
Laeven, Roger J. A.
4
Liu, Jia
4
Marceau, Etienne
4
Mitra, Sovan
4
Pitera, Marcin
4
Rösch, Daniel
4
Wagner, Niklas F.
4
Xu, Huifu
4
Yu, Min-Teh
4
Yu, Willie
4
Bellini, Fabio
3
Bouaddi, Mohammed
3
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Insurance / Mathematics & economics
3
Finance research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
International review of economics & finance : IREF
1
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1
Journal of risk
1
Review of quantitative finance and accounting
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Scandinavian actuarial journal
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The journal of asset management
1
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)
16
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1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
3
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
5
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
6
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
7
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
8
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
9
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:
10
On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
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