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~isPartOf:"Energy economics"
~isPartOf:"Journal of risk"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio selection"
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Portfolio selection
Risikomaß
261
Risk measure
261
Portfolio-Management
95
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90
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89
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81
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81
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76
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Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
Mensi, Walid
4
Al-Jarrah, Idries Mohammad Wanas
3
Al-Yahyaee, Khamis Hamed
3
Berger, Theo
2
Boudt, Kris
2
Guillén, Montserrat
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1
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Energy economics
Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Finance research letters
44
Risks : open access journal
44
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37
Economic modelling
32
International review of financial analysis
31
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
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Journal of empirical finance
19
The European journal of finance
19
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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International journal of forecasting
14
Econometric Institute research papers
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Journal of econometrics
13
Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
12
Journal of forecasting
11
Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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ECONIS (ZBW)
95
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
4
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:
5
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
Díaz Pérez, Antonio
;
Esparcia, Carlos
;
Huélamo, Diego
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014246895
Saved in:
6
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
7
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
8
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
9
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
10
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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