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Risikomaß
15
Risk measure
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Portfolio selection
8
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4
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4
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3
Diversifikation
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Cavenaile, Laurent
2
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Lu, Qin
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The journal of alternative investments
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
112
Finance research letters
107
Risks : open access journal
107
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
International journal of forecasting
59
Journal of empirical finance
54
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
35
Journal of economic dynamics & control
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Finance and stochastics
31
Pacific-Basin finance journal
30
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Journal of financial econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of mathematical finance
26
Operations research
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
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ECONIS (ZBW)
15
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1
Price change, volatility, and accurate VaR : evidence from the NSW and QLD power markets
Handika, Rangga
;
Khudri, T. B. M. Yusuf
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 82-95
Persistent link: https://www.econbiz.de/10011876289
Saved in:
2
Limits to diversification : tail risks in real estate portfolios
Stein, Michael
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10011745098
Saved in:
3
Semivolatility of returns as a measure of downside risk
Chambers, Donald Robert
;
Lu, Qin
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 68-74
Persistent link: https://www.econbiz.de/10011655929
Saved in:
4
Portfolio management with drawdown-based measures
Molyboga, Marat
;
L'Ahelec, Christophe
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 75-89
Persistent link: https://www.econbiz.de/10011655934
Saved in:
5
Matrix metrics : network-based systemic risk scoring
Das, Sanjiv R.
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 33-51
Persistent link: https://www.econbiz.de/10011471132
Saved in:
6
TRC networks and systemic risk
Lo, Andrew W.
;
Stein, Roger M.
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 52-67
Persistent link: https://www.econbiz.de/10011471134
Saved in:
7
Form PF and the systemic risk of hedge funds : risk-measurement precision for option portfolios
Flood, Mark D.
;
Monin, Phillip
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011471235
Saved in:
8
Drawdown control with a risk floor
Zhou, Joe
;
Shang, James
- In:
The journal of alternative investments
17
(
2014/15
)
4
,
pp. 79-94
Persistent link: https://www.econbiz.de/10011283648
Saved in:
9
Understanding the estimation risks of value at risk
Chambers, Donald Robert
;
Kelly, Michael A.
;
Lu, Qin
- In:
The journal of alternative investments
16
(
2013/14
)
3
,
pp. 64-85
Persistent link: https://www.econbiz.de/10010248328
Saved in:
10
A note on the use of modified value-at-risk
Cavenaile, Laurent
;
Lejeune, Thomas
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 79-83
Persistent link: https://www.econbiz.de/10009550869
Saved in:
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