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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Portfolio-Management"
~subject:"Statistische Verteilung"
~subject:"Welt"
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Search: subject_exact:"Expected tail loss"
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Portfolio-Management
Statistische Verteilung
Welt
Risikomaß
136
Risk measure
136
Portfolio selection
61
Theorie
45
Theory
45
ARCH model
40
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McAleer, Michael
16
Pérez Amaral, Teodosio
6
Jiménez-Martín, Juan-Ángel
5
Chang, Chia-Lin
4
Hammoudeh, Shawkat
4
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2
Allen, David E.
2
Alomari, Mohammad
2
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Frenk, Johannes G.
2
Gatfaoui, Hayette
2
Gerlach, Richard
2
Jiang, Cuixia
2
Kaynar, Bahar
2
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2
Su, Xiaoshan
2
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1
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1
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1
Bin, Liu
1
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1
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Econometric Institute research papers
Economic modelling
Research in international business and finance
Insurance / Mathematics & economics
146
Journal of banking & finance
100
Journal of risk
70
European journal of operational research : EJOR
63
Finance research letters
62
Risks : open access journal
62
International review of financial analysis
49
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42
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The North American journal of economics and finance : a journal of financial economics studies
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35
International journal of forecasting
33
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31
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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
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Journal of econometrics
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Journal of risk management in financial institutions
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Scandinavian actuarial journal
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Journal of international financial markets, institutions & money
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics letters
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Operations research
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The journal of asset management
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ECONIS (ZBW)
86
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86
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1
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
2
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:
3
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
4
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
5
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
6
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
7
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
8
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
9
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
10
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
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