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~isPartOf:"Developments in forecast combination and portfolio choice"
~subject:"Capital income"
~subject:"Risk measure"
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Developments in forecast combination and portfolio choice
Quantitative fund management
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
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Investment performance measurement : evaluating and presenting results
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Stock market volatility
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The VaR implementation handbook
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Applied quantitative finance
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Risk management for central bank foreign reserves
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Application of operations research to financial markets
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Decision making and risk/return optimization in financial economics
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Factor investing : from traditional to alternative risk premia
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Operations research models in banking management
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Optimizing optimization : the next generation of optimization applications and theory
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Risk management decisions and wealth management in financial economics
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Advances in financial risk management : corporates, intermediaries and portfolios
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Analytical models for financial modeling and risk management
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
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Climate investing : new strategies and implementation challenges
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Convergence of capital and insurance markets
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CreditRisk+ in the banking industry
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Econometrics of risk
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Essays on empirical asset pricing and consumption-portfolio choice
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Financial markets and asset pricing
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Financial modeling and risk management of energy and environmental instruments and derivates
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Fintech, pandemic, and the financial system : challenges and opportunities
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Hedge funds : structure, strategies, and performance
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How persistent low returns will shape saving and retirement
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Linear factor models in finance
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Multi-moment asset allocation and pricing models
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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Portfolio optimisation in a downside risk framework
Bramante, Ricardo
;
Cazzaniga, Barbara
- In:
Developments in forecast combination and portfolio choice
,
(pp. 231-237)
.
2001
Persistent link: https://www.econbiz.de/10001719156
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Stress-testing correlations : an application to portfolio risk management
Bourgoin, Frédérick
- In:
Developments in forecast combination and portfolio choice
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(pp. 275-298)
.
2001
Persistent link: https://www.econbiz.de/10001719163
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