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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of financial analysis"
~isPartOf:"Operations research letters"
~subject:"Statistische Verteilung"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Statistische Verteilung
Risikomaß
207
Risk measure
207
Theorie
133
Theory
133
Portfolio selection
99
Portfolio-Management
99
Risiko
79
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79
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63
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Lazar, Emese
2
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1
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1
Bhat, Sanjay P.
1
Brooks, Robert
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Chen, Zhi
1
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1
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European journal of operational research : EJOR
International review of financial analysis
Operations research letters
Insurance / Mathematics & economics
76
Journal of banking & finance
30
International journal of forecasting
24
Risks : open access journal
24
Discussion paper / Tinbergen Institute
21
The journal of operational risk
19
Journal of risk
17
Economic modelling
16
Applied economics
15
Journal of econometrics
15
Journal of empirical finance
15
Finance research letters
13
The journal of risk model validation
13
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12
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SFB 649 discussion paper
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Scandinavian actuarial journal
11
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10
Journal of risk and financial management : JRFM
10
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Astin bulletin : the journal of the International Actuarial Association
9
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9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research paper series / Swiss Finance Institute
8
Pacific-Basin finance journal
7
Journal of risk management in financial institutions
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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ECONIS (ZBW)
26
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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
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
3
Left-tail momentum and tail properties of return distributions : a case of Korea
Eom, Cheoljun
;
Eom, Yunsung
;
Park, Jong Won
- In:
International review of financial analysis
87
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014457498
Saved in:
4
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
Saved in:
7
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
8
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
9
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
10
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
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