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~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
~subject:"Risiko"
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Search: subject_exact:"Portfolio optimization"
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Portfolio selection
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Quantitative finance
Research in international business and finance
The journal of finance : the journal of the American Finance Association
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123
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110
Finance research letters
99
NBER working paper series
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ECONIS (ZBW)
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1
Cryptocurrencies against stock market risk : new insights into hedging effectiveness
Just, Małgorzata
;
Echaust, Krzysztof
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014451518
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
4
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
5
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
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6
Portfolio insurance strategy in the cryptocurrency market
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451486
Saved in:
7
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
8
Countercyclical income risk and portfolio choices : evidence from Sweden
Catherine, Sylvain
;
Sodini, Paolo
;
Zhang, Yapei
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 1755-1788
Persistent link: https://www.econbiz.de/10014535619
Saved in:
9
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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