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~subject:"Risikomanagement"
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Risikomanagement
Portfolio-Management
120
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Theorie
74
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72
Varianzanalyse
47
Analysis of variance
46
Hedging
46
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35
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33
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31
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31
Minimum variance portfolio
31
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29
Volatilität
29
minimum variance portfolio
27
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24
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Minimum variance
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ARCH model
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21
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18
minimum variance
16
Derivat
13
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Global minimum variance portfolio
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Minimum-variance portfolio
11
Risiko
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Risk
11
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10
portfolio optimization
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Aktienmarkt
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Abate, Guido
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Basile, Ignazio
1
Bernard, Carole
1
Caillé, Olessia
1
Chen, Xinfu
1
Ferrari, Pierpaolo
1
Karaesmen, Fikri
1
Kim, Hwa-sung
1
Kukeli, Agim
1
Landriault, David
1
Li, Bin
1
Li, Dongchen
1
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1
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1
Miao, Hailong
1
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1
Wu, Xiaofei
1
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1
Yamada, Yuji
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Yang, Xuewei
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Journal of banking & finance
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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ECONIS (ZBW)
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1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
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2
Study on the optimal hedging ratio of Shanghai crude oil futures based on Copula models
Wu, Xiaofei
;
Miao, Hailong
;
Zhu, Shuzhen
;
Li, Xin
- In:
Asia-Pacific journal of accounting & economics : …
29
(
2022
)
6
,
pp. 1657-1670
Persistent link: https://www.econbiz.de/10013415547
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3
Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
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4
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
5
Hedging demand and supply risks in the newsvendor model
Okyay, H. K.
;
Karaesmen, Fikri
;
Özekici, Süleyman
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
2
,
pp. 475-501
Persistent link: https://www.econbiz.de/10010513270
Saved in:
6
Conditional risk-based portfolio
Caillé, Olessia
;
Onori, Daria
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
2
,
pp. 77-117
Persistent link: https://www.econbiz.de/10012114366
Saved in:
7
The impact of sectorial and geographical segmentation on risk-based asset allocation techniques
Basile, Ignazio
;
Ferrari, Pierpaolo
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 260-274
Persistent link: https://www.econbiz.de/10012159395
Saved in:
8
On minimizing drawdown risks of lifetime investments
Chen, Xinfu
;
Landriault, David
;
Li, Bin
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
Saved in:
9
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
10
Does GMVP strategy reduce risk? : a global asset approach
Zibri, Arben
;
Kukeli, Agim
- In:
The journal of applied business research
30
(
2014
)
6
,
pp. 1873-1882
Persistent link: https://www.econbiz.de/10010471113
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