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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
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Portfolio selection
Welt
Risikomaß
117
Risk measure
117
Theorie
65
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65
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54
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42
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42
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Gatfaoui, Hayette
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Economic modelling
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
Energy economics
31
Discussion paper / Tinbergen Institute
27
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27
International review of economics & finance : IREF
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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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International journal of forecasting
14
Pacific-Basin finance journal
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Applied economics letters
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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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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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21
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
22
International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
81
(
2019
),
pp. 361-386
Persistent link: https://www.econbiz.de/10012202113
Saved in:
23
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
24
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
25
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
26
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
27
Measuring systemic risk with regime switching in tails
Liu, Xiaochun
- In:
Economic modelling
67
(
2017
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
Saved in:
28
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
29
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
30
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
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