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~accessRights:"restricted"
~person:"Bernard, Carole"
~subject:"Portfolio selection"
~subject:"Risikomanagement"
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Portfolio selection
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Bernard, Carole
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
19
Prigent, Jean-Luc
16
Wong, Wing Keung
15
Forsyth, Peter A.
14
Tan, Ken Seng
14
Kwon, Roy H.
13
Lee, Cheng F.
13
Liang, Zongxia
13
Uppal, Raman
13
Yao, Haixiang
13
Vanduffel, Steven
12
Wong, Hoi Ying
12
Zagst, Rudi
12
Capponi, Agostino
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Wolf, Michael
11
Auer, Benjamin R.
10
Chen, An
10
Dai, Min
10
Jang, Bong-Gyu
10
Muhle-Karbe, Johannes
10
Tang, Qihe
10
Wu, Desheng Dash
10
Zhang, Yiying
10
Boonen, Tim J.
9
Dai, Zhifeng
9
Guan, Guohui
9
Härdle, Wolfgang
9
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9
Li, Zhongfei
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2
Asia-Pacific journal of risk and insurance : APJRI
1
Economics letters
1
European journal of operational research : EJOR
1
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1
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1
Journal of mathematical economics
1
Journal of the Operational Research Society
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
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