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~isPartOf:"Economic modelling"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Statistical distribution
Multivariate Verteilung
52
Multivariate distribution
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Theorie
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22
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16
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Su, Xiaoshan
2
Ahmed, Ali M.
1
Andrieş, Alin Marius
1
Bai, Manying
1
Belkacem, Lotfi
1
Berger, Theo
1
Boubaker, Heni
1
Bouri, Elie
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
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1
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1
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1
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1
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Computational economics
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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
12
European journal of operational research : EJOR
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International review of financial analysis
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Finance research letters
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of econometrics
6
CentER Discussion Paper Series
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of credit risk : published quarterly by Incisive Media
5
Agricultural finance review
4
Astin bulletin : the journal of the International Actuarial Association
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Reihe Quantitative Ökonomie : Ökon
4
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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Working papers on finance
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ASTIN bulletin : the journal of the International Actuarial Association
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
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:
5
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
6
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:
7
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
8
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
9
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
10
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
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