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~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Portfolio selection"
~subject:"Share price"
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Search: subject_exact:"Multivariate Verteilung"
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Credit risk
Portfolio selection
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Multivariate Verteilung
31
Multivariate distribution
31
Theorie
13
Theory
13
Portfolio-Management
11
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11
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9
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Alcock, Jamie
1
Ascheberg, Marius
1
Bick, Björn
1
Boubaker, Heni
1
Brailsford, Timothy J.
1
Chu, Ba
1
Delatte, Anne-Laure
1
Dorn, Jochen
1
Faff, Robert W.
1
Fortin, Ines
1
Geman, Hélyette
1
Glasserman, Paul
1
Hammoudeh, Shawkat
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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Suchintabandid, Sira
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1
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Journal of banking & finance
Insurance / Mathematics & economics
22
Applied economics
21
Energy economics
21
Economic modelling
20
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
13
European journal of operational research : EJOR
12
International journal of theoretical and applied finance
11
International review of financial analysis
11
Journal of risk
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Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Quantitative finance
9
International review of economics & finance : IREF
8
Research in international business and finance
8
Applied economics letters
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Review of quantitative finance and accounting
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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American journal of finance and accounting
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International journal of forecasting
4
Journal of risk management in financial institutions
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Pacific-Basin finance journal
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The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of futures markets
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Agricultural finance review
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Investment management and financial innovations
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Journal of financial econometrics
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ECONIS (ZBW)
16
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1
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
2
When does the stock market listen to economic news? : new evidence from copulas and news wires
Medovikov, Ivan
- In:
Journal of banking & finance
65
(
2016
),
pp. 27-40
Persistent link: https://www.econbiz.de/10011634320
Saved in:
3
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
Saved in:
4
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
Saved in:
5
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
6
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
7
Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F.
;
Mazibas, Murat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009675549
Saved in:
8
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
Saved in:
9
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
10
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
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