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~accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Campbell, John Y."
~subject:"Portfolio selection"
~subject:"Risikomaß"
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Portfolio selection
Risikomaß
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32
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7
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Bernard, Carole
Campbell, John Y.
Escobar, Marcos
23
Fabozzi, Frank J.
22
Wang, Ruodu
22
Righi, Marcelo Brutti
16
Tan, Ken Seng
15
Forsyth, Peter A.
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Uppal, Raman
13
Zhang, Yiying
13
Chen, Zhiping
12
Kwon, Roy H.
12
Lee, Cheng F.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Yao, Haixiang
12
Zagst, Rudi
12
Auer, Benjamin R.
11
Boonen, Tim J.
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Soner, Halil Mete
11
Wolf, Michael
11
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Härdle, Wolfgang
10
Muhle-Karbe, Johannes
10
Rüschendorf, Ludger
10
Wong, Hoi Ying
10
Brandtner, Mario
9
Cheung, Ka Chun
9
Dai, Zhifeng
9
Furman, Edward
9
Guan, Guohui
9
Hoga, Yannick
9
Jang, Bong-Gyu
9
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1
Economics letters
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
18
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1
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
Saved in:
2
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:
3
Strategic asset allocation in a continuous time VAR model
Campbell, John Y.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001903027
Saved in:
4
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
5
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
6
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
7
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
8
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
9
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
10
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
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