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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
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Multivariate Verteilung
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Su, Xiaoshan
2
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Chen, Xiangjin B.
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ASTIN bulletin : the journal of the International Actuarial Association
Economic modelling
Insurance / Mathematics & economics
50
Risks : open access journal
20
Applied economics
19
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
SFB 649 discussion paper
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Energy economics
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European journal of operational research : EJOR
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International review of financial analysis
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The European journal of finance
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Discussion paper / Center for Economic Research, Tilburg University
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International journal of forecasting
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International journal of theoretical and applied finance
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CentER Discussion Paper Series
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of credit risk : published quarterly by Incisive Media
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Agricultural finance review
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Astin bulletin : the journal of the International Actuarial Association
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Reihe Quantitative Ökonomie : Ökon
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Research in international business and finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
16
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1
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
2
Measuring non-exchangeable tail dependence using tail copulas
Koike, Takaaki
;
Kato, Shogo
;
Hofert, Marius
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 466-487
Persistent link: https://www.econbiz.de/10014320337
Saved in:
3
Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Ojea-Ferreiro, …
- In:
Economic modelling
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
Saved in:
4
Diversification in catastrophe insurance markets
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
5
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
6
A statistical methodology for assessing the maximal strength of tail dependence
Sun, Ning
;
Yang, Chen
;
Zitikis, Ričardas
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012307385
Saved in:
7
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
8
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
9
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
10
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
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