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~language:"eng"
~person:"Berger, Theo"
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Credit risk
Portfolio selection
Multivariate Verteilung
7
Multivariate distribution
7
Portfolio-Management
5
Risikomaß
4
Risk measure
4
Theorie
4
Theory
4
Capital income
3
Copulas
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
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Aktienmarkt
2
Ausreißer
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Outliers
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Chinese sectorial stocks
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Commodity market
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Commodity price
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Commodity prices
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Berger, Theo
Sahamkhadam, Maziar
6
Tiwari, Aviral Kumar
6
Ghorbel, Ahmed
5
Hernandez, Jose Arreola
5
Mba, Jules Clement
5
Moreira, Fernando
5
Reboredo, Juan Carlos
5
Brigo, Damiano
4
Hammoudeh, Shawkat
4
Härdle, Wolfgang
4
Karmakar, Madhusudan
4
Okhrin, Ostap
4
Romagnoli, Silvia
4
Stephan, Andreas
4
Zhao, Yang
4
Ayala, Astrid
3
Barbi, Massimiliano
3
Bedoui, Rihab
3
Blazsek, Szabolcs
3
Choe, Geon Ho
3
Di Clemente, Annalisa
3
Ehrhardt, Matthias
3
Guesmi, Khaled
3
Hamori, Shigeyuki
3
Han, Yingwei
3
Hoang, Thi Hong Van
3
Jin, Xisong
3
Koumba, Ur
3
Li, Ping
3
Nguyen, Duc Khuong
3
Pallavicini, Andrea
3
Paul, Samit
3
Shahzad, Syed Jawad Hussain
3
Weiß, Gregor
3
Wu, Po-cheng
3
Yang, Fan
3
Yang, Jingping
3
Zimmer, David M.
3
Ababio, Kofi A.
2
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Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of risk
1
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ECONIS (ZBW)
5
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1
Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
;
Hoang, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10012041701
Saved in:
2
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
Saved in:
3
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
4
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
5
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:
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