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~accessRights:"restricted"
~person:"Nguyen, Duc Khuong"
~person:"Tan, Ken Seng"
~person:"Wagner, Niklas F."
~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
32
Portfolio-Management
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11
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11
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10
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Nguyen, Duc Khuong
Tan, Ken Seng
Wagner, Niklas F.
Wang, Ruodu
14
Righi, Marcelo Brutti
11
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
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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
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Kim, Young Shin
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Kürsten, Wolfgang
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Laeven, Roger J. A.
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4
Rösch, Daniel
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Xu, Huifu
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Energy economics
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Review of quantitative finance and accounting
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1
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
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2
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
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3
Hedging stocks with oil
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643309
Saved in:
4
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
5
Can stock market investors hedge energy risk? : evidence from Asia
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
66
(
2017
),
pp. 559-570
Persistent link: https://www.econbiz.de/10011896571
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6
Do liquidity and idiosyncratic risk matter? : evidence from the European mutual fund market
Vidal-García, Javier
;
Vidal, Marta
;
Nguyen, Duc Khuong
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 213-247
Persistent link: https://www.econbiz.de/10011595580
Saved in:
7
The betting against beta anomaly : fact or fiction?
Buchner, Axel
;
Wagner, Niklas F.
- In:
Finance research letters
16
(
2016
),
pp. 283-289
Persistent link: https://www.econbiz.de/10011656225
Saved in:
8
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
9
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
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