//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Li, Ping"
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Portfolio selection
Multivariate Verteilung
4
Multivariate distribution
4
Theorie
3
Theory
3
Portfolio-Management
2
Robust statistics
2
Robustes Verfahren
2
dynamic copula
2
ARCH model
1
ARCH-Modell
1
Akaike information criterion
1
Aktienmarkt
1
Asymmetry
1
Change point analysis
1
China
1
Chinese energy stock market
1
Conditional value-at-Risk
1
Copula change analysis
1
Copula-GARCH
1
Credit derivative
1
DCC Copulas
1
Dynamic dependence
1
Energiewirtschaft
1
Energy sector
1
Kreditderivat
1
Kreditrisiko
1
Oil market
1
Oil price
1
Risikomaß
1
Risk measure
1
Robust optimization
1
Stock market
1
Swap
1
WCVaR
1
WTI oil
1
basket default swap
1
change analysis
1
dependence structure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Li, Ping
Sahamkhadam, Maziar
6
Tiwari, Aviral Kumar
6
Berger, Theo
5
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
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
more ...
less ...
Published in...
All
Emerging markets, finance and trade : EMFT
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio selection based on copula change analysis
Han, Yingwei
;
Li, Ping
;
Li, Jie
;
Wu, Sanmang
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3635-3645
Persistent link: https://www.econbiz.de/10012423664
Saved in:
2
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
3
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->