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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Measurement"
~subject:"Portfolio selection"
~type:"article"
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Measurement
Portfolio selection
Risikomaß
149
Risk measure
149
Portfolio-Management
66
Theorie
62
Theory
62
Risiko
54
Risk
54
Risikomanagement
44
Risk management
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76
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Chen, Yanhong
2
Hu, Yijun
2
Kim, Young Shin
2
Lönnbark, Carl
2
Righi, Marcelo Brutti
2
Rudloff, Birgit
2
Acereda, Beatriz
1
Ararat, Çağin
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
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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
Centrone, Francesca
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Finance research letters
International journal of theoretical and applied finance
Insurance / Mathematics & economics
156
Journal of banking & finance
87
European journal of operational research : EJOR
73
Journal of risk
69
Risks : open access journal
55
Quantitative finance
40
International review of financial analysis
36
Economic modelling
33
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk and financial management : JRFM
29
Finance and stochastics
26
The journal of risk model validation
26
Journal of economic dynamics & control
23
Applied economics
22
Computational economics
22
The European journal of finance
22
International review of economics & finance : IREF
21
Mathematics and financial economics
21
Mathematics of operations research
21
Journal of empirical finance
20
Operations research
19
Scandinavian actuarial journal
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Research in international business and finance
17
Journal of international financial markets, institutions & money
16
Operations research letters
16
The journal of asset management
16
International journal of forecasting
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of econometrics
14
Journal of mathematical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
Journal of risk management in financial institutions
13
The journal of credit risk : published quarterly by Incisive Media
13
Applied economics letters
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
Energy economics
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ECONIS (ZBW)
76
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1
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
4
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
5
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
6
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
7
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
8
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
9
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
10
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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