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~isPartOf:"Finance research letters"
~subject:"Portfolio selection"
~subject:"Theory"
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Portfolio selection
Theory
Risikomaß
103
Risk measure
103
Portfolio-Management
57
Theorie
55
Risiko
43
Risk
43
Capital income
42
Kapitaleinkommen
42
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40
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40
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38
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38
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36
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35
Risk management
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31
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30
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30
Corporate Social Responsibility
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86
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86
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English
86
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Zaremba, Adam
3
Jang, Bong-Gyu
2
Lönnbark, Carl
2
Righi, Marcelo Brutti
2
Abinzano, Isabel
1
Acereda, Beatriz
1
Ahn, Yongkil
1
Ardakani, Omid M.
1
Aw, Grace
1
Aydin, Nezir
1
Babaei, Golnoosh
1
Baviera, Roberto
1
Belbachir, Mohammadine
1
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1
Bodnar, Taras
1
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1
Boudreault, Mathieu
1
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1
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1
Cadogan, Godfrey
1
Capelli, Paolo
1
Castro Iragorri, Carlos Alberto
1
Chen, Cathy W. S.
1
Chen, Li-Wen
1
Chen, Lu
1
Chen, Qian
1
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1
Cho, Yongbok
1
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1
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1
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1
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1
Dallocchio, Maurizio
1
Deng, Chao
1
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1
Dima, Ştefana Maria
1
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1
Do, Trung K.
1
Dobrynskaja, V. V.
1
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Finance research letters
Insurance / Mathematics & economics
212
European journal of operational research : EJOR
174
Journal of banking & finance
157
Working paper / National Bureau of Economic Research, Inc.
142
Discussion paper / Tinbergen Institute
134
NBER working paper series
114
NBER Working Paper
101
Risks : open access journal
95
SpringerLink / Bücher
95
Gabler Edition Wissenschaft
91
CESifo working papers
90
Economics letters
90
Discussion paper / Centre for Economic Policy Research
83
Europäische Hochschulschriften / 5
81
Journal of risk
77
Journal of economic theory
74
Economic modelling
73
Applied economics
67
Working paper
66
International review of financial analysis
65
Journal of business ethics : JOBE
65
Games and economic behavior
62
Discussion paper / Center for Economic Research, Tilburg University
60
Management science : journal of the Institute for Operations Research and the Management Sciences
57
Journal of economic dynamics & control
56
Journal of empirical finance
56
Journal of legal economics
55
International journal of game theory : official journal of the Game Theory Society
54
Quantitative finance
54
International journal of forecasting
50
Journal of forensic economics
48
International journal of theoretical and applied finance
45
Journal of risk and financial management : JRFM
45
Research paper series / Swiss Finance Institute
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of econometrics
43
Discussion paper
42
Journal of financial economics
42
The American economic review
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ECONIS (ZBW)
86
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1
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10
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86
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date (oldest first)
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
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:
3
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:
4
A comparative study of firm
value
models : default risk of corporate bonds
Kim, Sung Ik
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473613
Saved in:
5
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
Saved in:
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