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~isPartOf:"International review of financial analysis"
~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
~subject:"Portfolio selection"
~subject:"Theory"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
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Multivariate Verteilung
39
Multivariate distribution
39
Theorie
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12
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International review of financial analysis
Reihe Quantitative Ökonomie : Ökon
Insurance / Mathematics & economics
68
Risks : open access journal
29
Applied economics
23
European journal of operational research : EJOR
23
SFB 649 discussion paper
22
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19
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
11
International journal of theoretical and applied finance
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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8
Discussion paper / Center for Economic Research, Tilburg University
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
7
IWQW discussion paper series
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Quantitative finance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Pacific-Basin finance journal
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Working papers on finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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CentER Discussion Paper Series
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ECONIS (ZBW)
26
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1
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
2
ESG, risk, and (tail) dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
3
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
4
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
5
Bitcoin vs. fiat currencies : insights from extreme dependence and risk spillover analysis with financial markets
Abid, Ilyes
;
Bouri, Elie
;
Galariotis, Emilios
;
Guesmi, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014469176
Saved in:
6
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
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
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
9
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
10
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
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