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~person:"Sahamkhadam, Maziar"
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Credit risk
Portfolio selection
Multivariate Verteilung
6
Multivariate distribution
6
Portfolio-Management
6
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4
Risk measure
4
Portfolio optimization
3
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Sahamkhadam, Maziar
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
Weiß, Gregor
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
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Hamori, Shigeyuki
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Shahzad, Syed Jawad Hussain
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Wu, Po-cheng
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European journal of operational research : EJOR
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of forecasting
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Journal of forest economics : JFE
1
The journal of asset management : a major new, international quarterly journal for the financial community
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1
Investment opportunities in the energy market : what can be learnt from different energy sectors
Uddin, Mohammed Gazi Salah
;
Sahamkhadam, Maziar
;
Yahya, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3611-3636
Persistent link: https://www.econbiz.de/10014429155
Saved in:
2
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
Incorporating ESG into optimal stock portfolios for the global timber & forestry industry
Lööf, Hans
;
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forest economics : JFE
38
(
2023
)
2
,
pp. 133-157
Persistent link: https://www.econbiz.de/10014323531
Saved in:
4
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
5
Dynamic copula-based expectile portfolios
Sahamkhadam, Maziar
- In:
The journal of asset management : a major new, …
22
(
2021
)
3
,
pp. 209-223
Persistent link: https://www.econbiz.de/10012581596
Saved in:
6
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
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