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~person:"Fan, Ying"
~person:"Fan, Zhengyang"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Risk measure"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
2
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
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