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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of asset management"
~subject:"Risk measure"
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Search: subject:"Portfolio"
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Risk measure
Portfolio selection
856
Portfolio-Management
856
Theorie
453
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453
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144
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144
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126
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89
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86
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Härdle, Wolfgang
3
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Birge, John R.
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2
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2
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2
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2
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2
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2
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2
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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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1
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1
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
Management Science
Quantitative finance
The journal of asset management
Insurance / Mathematics & economics
106
Journal of banking & finance
77
European journal of operational research : EJOR
60
Journal of risk
58
Risks : open access journal
45
Finance research letters
40
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31
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
25
International journal of theoretical and applied finance
22
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20
Journal of economic dynamics & control
20
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19
The European journal of finance
19
The journal of risk model validation
19
Journal of empirical finance
18
Research in international business and finance
18
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
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16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International journal of forecasting
14
Econometric Institute research papers
13
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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Mathematics and financial economics
12
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11
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11
Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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ECONIS (ZBW)
75
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1
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75
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1
f-Betas and
portfolio
optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
6
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
7
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
8
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
9
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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