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~isPartOf:"Applied economics letters"
~subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~subject:"Welt"
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Portfolio selection
Statistische Verteilung
Welt
Risikomaß
32
Risk measure
32
Theorie
14
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14
Portfolio-Management
9
Risikomanagement
8
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Strobel, Frank
2
Almudhaf, Fahad
1
Ardia, David
1
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1
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1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
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1
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1
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1
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1
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1
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1
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1
Lepetit, Lætitia
1
Li, Matthew C.
1
Liu, Zhifeng
1
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1
Min, Insik
1
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1
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1
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1
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Applied economics letters
Insurance / Mathematics & economics
146
Journal of banking & finance
100
Journal of risk
70
Finance research letters
66
European journal of operational research : EJOR
65
Risks : open access journal
64
Economic modelling
49
International review of financial analysis
49
Quantitative finance
45
Discussion paper / Tinbergen Institute
39
The North American journal of economics and finance : a journal of financial economics studies
39
Energy economics
37
International journal of forecasting
33
Applied economics
32
Journal of empirical finance
31
Journal of risk and financial management : JRFM
31
The journal of risk model validation
31
International review of economics & finance : IREF
28
The European journal of finance
27
Computational economics
26
International journal of theoretical and applied finance
24
Journal of economic dynamics & control
23
Research paper series / Swiss Finance Institute
23
The journal of operational risk
23
Journal of econometrics
22
Journal of risk management in financial institutions
22
Research in international business and finance
22
Scandinavian actuarial journal
21
Journal of international financial markets, institutions & money
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of forecasting
19
Working papers
19
Econometric Institute research papers
18
Working paper
18
Finance and stochastics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Operations research
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Pacific-Basin finance journal
17
The journal of asset management
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ECONIS (ZBW)
18
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1
Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis
Fatnassi, Ibrahim
;
Hammami, Yacine
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1037-1044
Persistent link: https://www.econbiz.de/10014557987
Saved in:
2
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
3
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
4
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
5
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
6
Backtesting
expected
shortfall
: evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
7
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
Saved in:
8
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
9
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
10
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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