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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Welt"
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Portfolio selection
Risiko
Welt
Risikomaß
117
Risk measure
117
Theorie
65
Theory
65
Portfolio-Management
54
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42
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42
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Chen, Yanhong
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Gatfaoui, Hayette
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Hu, Yijun
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Jiang, Cuixia
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Ojea-Ferreiro, Javier
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Reboredo, Juan Carlos
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Economic modelling
International journal of theoretical and applied finance
Insurance / Mathematics & economics
154
Journal of banking & finance
102
European journal of operational research : EJOR
79
Finance research letters
70
Journal of risk
68
Risks : open access journal
67
International review of financial analysis
49
Quantitative finance
45
Energy economics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Discussion paper / Tinbergen Institute
34
Journal of risk and financial management : JRFM
33
Applied economics
31
The journal of risk model validation
29
Finance and stochastics
27
International review of economics & finance : IREF
27
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25
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23
Research paper series / Swiss Finance Institute
23
The European journal of finance
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Journal of risk management in financial institutions
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Scandinavian actuarial journal
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International journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
9
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:
10
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
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