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~isPartOf:"Journal of risk"
~subject:"Portfolio-Management"
~subject:"Wohlfahrtsanalyse"
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Portfolio-Management
Wohlfahrtsanalyse
Theorie
72
Theory
72
Portfolio selection
33
Risikomaß
32
Risk measure
32
Risikomanagement
24
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risk management
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1
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1
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Journal of risk
Discussion paper / Centre for Economic Policy Research
306
Insurance / Mathematics & economics
177
Working paper / National Bureau of Economic Research, Inc.
170
European journal of operational research : EJOR
161
Finance research letters
157
Quantitative finance
119
Journal of banking & finance
92
Economic modelling
82
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Discussion papers / CEPR
77
SpringerLink / Bücher
76
Economics letters
72
International review of economics & finance : IREF
72
Journal of economic dynamics & control
71
The North American journal of economics and finance : a journal of financial economics studies
66
The journal of portfolio management : JPM
65
Journal of empirical finance
62
International review of financial analysis
58
International journal of theoretical and applied finance
56
Computational economics
55
Journal of financial economics
50
The journal of investing : JOI
49
Finance and stochastics
45
Mathematics and financial economics
45
The European journal of finance
44
Applied economics
42
The journal of asset management
40
Scandinavian actuarial journal
34
Journal of mathematical finance
32
Research paper series / Swiss Finance Institute
32
Journal of international economics
31
Operations research
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Operations research letters
30
The journal of investment strategies
30
Journal of the Operational Research Society
29
Annals of finance
28
International journal of financial engineering
27
IMA journal of management mathematics
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ECONIS (ZBW)
33
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1
Optimal asset management for defined-contribution pension funds with default risk
Shibo, Bian
;
Cicon, James
;
Zhang, Yi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10011579786
Saved in:
2
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
3
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
4
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
5
Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
Saved in:
6
From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
Arici, G.
;
Dalai, M.
;
Leonardi, Roberto
- In:
Journal of risk
22
(
2019
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10013177108
Saved in:
7
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
8
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
9
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
10
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
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