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Portfolio-Management
Theorie
72
Theory
72
Portfolio selection
33
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Risk measure
32
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24
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Aarons, Mark
1
Arici, G.
1
Baule, Rainer
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Journal of risk
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
154
Finance research letters
151
Quantitative finance
116
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
73
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
56
Computational economics
55
International review of financial analysis
54
International review of economics & finance : IREF
52
Journal of economic dynamics & control
51
Working paper / National Bureau of Economic Research, Inc.
51
Economic modelling
50
Journal of financial economics
47
The journal of investing : JOI
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Finance and stochastics
45
Mathematics and financial economics
43
The European journal of finance
42
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Applied economics
35
Economics letters
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Scandinavian actuarial journal
32
The journal of investment strategies
30
Journal of mathematical finance
29
Journal of the Operational Research Society
29
Operations research
29
Operations research letters
29
International journal of financial engineering
27
IMA journal of management mathematics
26
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
33
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Optimal hedging of funding liquidity risk
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
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