//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~person:"Ben Abdelaziz, Fouad"
~subject:"Statistische Verteilung"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Welt
Correlation
1
Korrelation
1
Naive diversification
1
Optimal portfolio
1
Portfolio selection
1
Portfolio-Management
1
Risikoaversion
1
Risikomaß
1
Risk aversion
1
Risk measure
1
Statistical distribution
1
Tail correlation
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ben Abdelaziz, Fouad
McAleer, Michael
10
Jiménez-Martín, Juan-Ángel
5
Pérez Amaral, Teodosio
4
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Chang, Chia-Lin
2
Frenk, Johannes G.
2
Gerlach, Richard
2
Kaynar, Bahar
2
Tansuchat, Roengchai
2
Akhter, Selim
1
Barbagli, Matteo
1
Berger, Theo
1
Braekers, Roel
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Changqing, Luo
1
Chen, Cathy W. S.
1
Chen, Rongda
1
Chen, Xiaohong
1
Chi, Xie
1
Chibane, Messaoud
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
Daly, Kevin James
1
Fard, Farzad Alavi
1
Gao, Chun-Ting
1
Gatfaoui, Hayette
1
Huang, Huaxia
1
Huang, Zhuo
1
Hwang, Bruce B. K.
1
Iglesias, Emma M.
1
Jin, Yanbo
1
Joëts, Marc
1
Kamdem, J. Sadefo
1
Kim, Jong-Min
1
Koivusalo, Alexander F. R.
1
Li, Jie
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Economic modelling
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->