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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Aktienmarkt
Portfolio selection
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Multivariate Verteilung
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Berger, Theo
1
Boeve, Rolf
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1
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Journal of risk
Insurance / Mathematics & economics
50
Energy economics
23
Economic modelling
22
Journal of banking & finance
21
Applied economics
20
The North American journal of economics and finance : a journal of financial economics studies
19
Risks : open access journal
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Finance research letters
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International review of financial analysis
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European journal of operational research : EJOR
13
International review of economics & finance : IREF
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SFB 649 discussion paper
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Journal of empirical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk and financial management : JRFM
10
Applied economics letters
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Computational economics
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9
The European journal of finance
9
Pacific-Basin finance journal
7
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Discussion paper / Center for Economic Research, Tilburg University
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Emerging markets, finance and trade : EMFT
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International journal of forecasting
6
International journal of theoretical and applied finance
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Journal of econometrics
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Journal of international financial markets, institutions & money
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CentER Discussion Paper Series
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial markets and portfolio management
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Journal of multinational financial management
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of credit risk : published quarterly by Incisive Media
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Agricultural finance review
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Astin bulletin : the journal of the International Actuarial Association
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1
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
2
Time-varying tail dependence networks of financial institutions
Wen, Fenghua
;
Weng, Kaiyan
;
Cao, Jie
- In:
Journal of risk
23
(
2021
)
6
,
pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
Saved in:
3
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
4
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
5
Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
Salgado, Daniel Henrique
;
Candido, Osvaldo
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10011981418
Saved in:
6
International and temporal diversifications : the best of both worlds?
Fouquau, Julien
;
Kharoubi, Cécile
;
Spieser, Philippe
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 27-54
Persistent link: https://www.econbiz.de/10011848923
Saved in:
7
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
8
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
9
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
10
Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
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