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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Risikomaß
Portfolio selection
743
Portfolio-Management
743
Theorie
494
Theory
494
Mathematical programming
137
Mathematische Optimierung
137
Risiko
131
Risk
131
Stochastic process
93
Stochastischer Prozess
93
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87
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78
Capital income
78
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78
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77
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51
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48
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48
Portfolio optimization
47
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43
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43
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41
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41
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39
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Option pricing theory
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36
Investment analysis
34
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34
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34
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32
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32
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Grechuk, Bogdan
3
Boonen, Tim J.
2
Brandtner, Mario
2
Fan, Ying
2
Gao, Jianjun
2
Geng, Peixuan
2
Glasserman, Paul
2
Kürsten, Wolfgang
2
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2
Rischau, Robert
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Yang, Baochen
2
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1
Alam, Md Rafayet
1
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1
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1
Anh Ngoc Lai
1
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1
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1
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1
Babat, Onur
1
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1
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1
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1
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1
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1
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1
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1
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1
Cascos, Ignacio
1
Centrone, Francesca
1
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1
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European journal of operational research : EJOR
International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
109
Journal of banking & finance
91
Journal of risk
59
Finance research letters
50
Risks : open access journal
46
Quantitative finance
42
International journal of theoretical and applied finance
38
International review of financial analysis
38
Economic modelling
35
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
32
Journal of economic dynamics & control
29
The European journal of finance
27
Finance and stochastics
26
Applied economics
25
Computational economics
22
Journal of empirical finance
21
The journal of asset management
21
The journal of risk model validation
19
Research in international business and finance
18
Energy economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of futures markets
17
Operations research
16
International journal of financial engineering
15
Scandinavian actuarial journal
15
The journal of credit risk : published quarterly by Incisive Media
15
International journal of forecasting
14
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Journal of mathematical finance
14
Journal of risk management in financial institutions
14
Journal of econometrics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Annals of finance
12
Journal of financial and quantitative analysis : JFQA
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
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ECONIS (ZBW)
112
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
3
Global uncertainty and the spillover of tail risk between green and Islamic markets : a time-frequency domain approach with portfolio implications
Syed Mabruk Billah
;
Alam, Md Rafayet
;
Mohammad Enamul Hoque
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1416-1433
Persistent link: https://www.econbiz.de/10014535109
Saved in:
4
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
5
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
6
Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Xiang, Youtao
;
Borjigin, Sumuya
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1337-1374
Persistent link: https://www.econbiz.de/10014475128
Saved in:
7
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
8
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
9
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
10
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
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