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~person:"Ghorbel, Ahmed"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Aktienmarkt
Portfolio selection
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Ghorbel, Ahmed
Okhrin, Ostap
17
Hammoudeh, Shawkat
12
Tiwari, Aviral Kumar
12
Einmahl, John H. J.
11
Härdle, Wolfgang
9
Nguyen, Duc Khuong
9
Reboredo, Juan Carlos
9
Smith, Michael S.
9
Berger, Theo
8
Okhrin, Yarema
8
Sahamkhadam, Maziar
8
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7
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7
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Shahzad, Syed Jawad Hussain
7
Weiß, Gregor
7
Yang, Jingping
7
Bormann, Carsten
6
Chang, Kuang-Liang
6
Fischer, Matthias
6
Hua, Lei
6
Koopman, Siem Jan
6
Krajina, Andrea
6
Laeven, Roger J. A.
6
Mensi, Walid
6
Ning, Cathy Q.
6
Patton, Andrew J.
6
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6
Schienle, Melanie
6
Stephan, Andreas
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Su, Jianxi
6
Uddin, Mohammed Gazi Salah
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Weigert, Florian
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Bouri, Elie
5
Czado, Claudia
5
Fantazzini, Dean
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American journal of finance and accounting
3
Economic modelling
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of managerial and financial accounting
1
The journal of asset management
1
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1
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
2
Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
Saved in:
3
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
4
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
5
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
6
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
7
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
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