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~isPartOf:"Economic modelling"
~subject:"Measurement"
~subject:"Multivariate distribution"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Multivariate distribution
Risikomaß
71
Risk measure
71
Theorie
37
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37
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31
Portfolio-Management
31
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27
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27
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Su, Xiaoshan
2
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1
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1
Bai, Manying
1
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1
Berger, Theo
1
Changqing, Luo
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Chen, Xiangjin B.
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Fard, Farzad Alavi
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1
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1
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1
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1
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Tafakori, Laleh
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Economic modelling
Insurance / Mathematics & economics
122
Risks : open access journal
39
European journal of operational research : EJOR
36
Journal of banking & finance
32
Journal of risk
29
Finance research letters
21
Quantitative finance
21
Mathematics of operations research
19
Finance and stochastics
18
Energy economics
17
International review of financial analysis
17
Journal of risk and financial management : JRFM
17
Mathematics and financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
15
International journal of theoretical and applied finance
15
Scandinavian actuarial journal
14
Computational economics
12
The journal of risk model validation
11
International review of economics & finance : IREF
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
SFB 649 discussion paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Operations research
9
The journal of operational risk
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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ASTIN bulletin : the journal of the International Actuarial Association
7
Astin bulletin : the journal of the International Actuarial Association
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Risk measures for the 21st century
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Applied mathematical finance
6
Journal of empirical finance
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ECONIS (ZBW)
12
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1
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:
2
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
3
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:
4
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:
5
Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen
;
Peretti, Christian de
;
Belkacem, Lotfi
- In:
Economic modelling
67
(
2017
),
pp. 149-158
Persistent link: https://www.econbiz.de/10011813794
Saved in:
6
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
7
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
Saved in:
8
Measuring systemic risk using vine-copula
Pourkhanali, Armin
;
Kim, Jong-Min
;
Tafakori, Laleh
; …
- In:
Economic modelling
53
(
2016
),
pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Saved in:
9
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
10
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
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