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~language:"deu"
~language:"eng"
~subject:"Portfolio selection"
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Portfolio selection
Risikomaß
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2,676
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2,192
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McAleer, Michael
36
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24
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22
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19
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17
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15
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14
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14
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Janabi, Mazin A. M. al
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Bernard, Carole
10
Hyung, Namwon
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Kim, Young Shin
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Mao, Tiantian
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Uryasev, Stan
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9
Allen, David E.
9
Farkas, Walter
9
Fortin, Ines
9
Hlouskova, Jaroslava
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Kang, Sang Hoon
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Mensi, Walid
9
Müller, Fernanda Maria
9
Rengifo, Erick W.
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Weigert, Florian
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Zhu, Shushang
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Bellini, Fabio
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Cai, Jun
8
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8
Klüppelberg, Claudia
8
Li, Duan
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Rösch, Daniel
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1
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1
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Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
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57
Finance research letters
44
Risks : open access journal
44
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37
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International review of financial analysis
31
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19
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19
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Research in international business and finance
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The journal of asset management
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International journal of forecasting
14
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Journal of econometrics
13
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13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
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11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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2641
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
-
2000
Persistent link: https://www.econbiz.de/10001486133
Saved in:
2642
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
Saved in:
2643
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
2644
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
2645
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
2646
Special issue on asset price dynamics and risk management
Cheung, Yin-Wong
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001688733
Saved in:
2647
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
2648
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
2649
Value at risk: tool for managing trading risks
Eisele, Wolfgang
;
Knobloch, Alois Paul
- In:
Risk management : challenge and opportunity : with 37 …
,
(pp. 155-179)
.
2000
Persistent link: https://www.econbiz.de/10001496023
Saved in:
2650
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
-
2000
Persistent link: https://www.econbiz.de/10001496087
Saved in:
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