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~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~person:"Kang, Sang Hoon"
~person:"Stoyanov, Stoyan V."
~subject:"BRICS countries"
~subject:"Portfolio-Management"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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BRICS countries
Portfolio-Management
Risikomaß
68
Risk measure
68
Theorie
39
Theory
39
Portfolio selection
29
Risiko
14
Statistical distribution
14
Statistische Verteilung
14
Credit risk
13
Kreditrisiko
13
Risikomanagement
13
Risk
13
Risk management
13
Estimation theory
11
Schätztheorie
11
Aktienmarkt
10
Stock market
10
Volatility
9
Volatilität
9
Messung
8
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7
ARCH-Modell
7
Ausreißer
7
Outliers
7
Measurement
6
Downside risk
5
Estimation
5
Hedging
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
BRICS-Staaten
4
Bank risk
4
Bankrisiko
4
Capital income
4
Kapitaleinkommen
4
Time series analysis
4
Zeitreihenanalyse
4
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Article
18
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15
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9
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9
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8
Non-commercial literature
8
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3
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English
27
German
3
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Gouriéroux, Christian
Huschens, Stefan
Kang, Sang Hoon
Stoyanov, Stoyan V.
McAleer, Michael
36
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
17
Härdle, Wolfgang
16
Fabozzi, Frank J.
15
Rüschendorf, Ludger
15
Righi, Marcelo Brutti
14
Vanduffel, Steven
14
Vries, Casper G. de
14
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Bernard, Carole
11
Hyung, Namwon
10
Kim, Young Shin
10
Mao, Tiantian
10
Mensi, Walid
10
Uryasev, Stan
10
Albrecht, Peter
9
Allen, David E.
9
Cai, Jun
9
Farkas, Walter
9
Fortin, Ines
9
Hlouskova, Jaroslava
9
Müller, Fernanda Maria
9
Rengifo, Erick W.
9
Tiwari, Aviral Kumar
9
Weigert, Florian
9
Zhu, Shushang
9
Bellini, Fabio
8
Diebold, Francis X.
8
Klüppelberg, Claudia
8
Li, Duan
8
Tang, Qihe
8
Zenios, Stauros Andrea
8
Alexander, Gordon J.
7
Centrone, Francesca
7
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Dresdner Beiträge zu quantitativen Verfahren
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Operations research models in banking management
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Pacific-Basin finance journal
1
Review of managerial science
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Frank J. Fabozzi series
1
The journal of portfolio management : a publication of Institutional Investor
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
30
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1
Ethical and unethical investments under extreme market conditions
Olofsson, Petter
;
Råholm, Anna
;
Uddin, Mohammed Gazi Salah
- In:
International review of financial analysis
78
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013255864
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
4
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
5
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
6
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
7
Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank
;
Stoyanov, Stoyan V.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
Saved in:
8
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
9
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
10
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
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