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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~subject:"Welt"
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Portfolio selection
Welt
Risikomaß
188
Risk measure
188
Theorie
80
Theory
80
Risikomanagement
69
Risk management
69
Portfolio-Management
65
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58
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Fan, Ying
3
Gatfaoui, Hayette
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Hammoudeh, Shawkat
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Ji, Qiang
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Reboredo, Juan Carlos
3
Jawadi, Fredj
2
Jiang, Cuixia
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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Economic modelling
Energy economics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
105
Journal of banking & finance
87
European journal of operational research : EJOR
60
Journal of risk
59
Finance research letters
51
Risks : open access journal
47
International review of financial analysis
41
Quantitative finance
37
The North American journal of economics and finance : a journal of financial economics studies
34
Discussion paper / Tinbergen Institute
27
Journal of risk and financial management : JRFM
27
International review of economics & finance : IREF
23
Applied economics
22
The journal of risk model validation
22
Computational economics
21
Journal of economic dynamics & control
20
Journal of empirical finance
20
The European journal of finance
20
Research paper series / Swiss Finance Institute
19
Journal of international financial markets, institutions & money
18
Research in international business and finance
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Finance and stochastics
17
Journal of risk management in financial institutions
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Econometric Institute research papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research
16
The journal of asset management
16
International journal of forecasting
14
Pacific-Basin finance journal
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Applied economics letters
13
Journal of econometrics
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Scandinavian actuarial journal
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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The journal of credit risk : published quarterly by Incisive Media
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
94
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1
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94
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1
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna
;
Hakim, Arief
;
Suprijanto, Djoko
- In:
Energy economics
129
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
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
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
5
Gold and the herd of Cryptos : saving oil in blurry times
Enilov, Martin
;
Mishra, Tapas
- In:
Energy economics
122
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014439085
Saved in:
6
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:
7
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:
8
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
9
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
10
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
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