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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Finance and stochastics"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio selection"
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Risiko in der Finanzwirtschaft...
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Portfolio selection
Risiko
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Chen, Na
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Applied economics
Discussion paper series / IZA
Finance and stochastics
Nota di lavoro / Fondazione Eni Enrico Mattei
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
121
Finance research letters
82
European journal of operational research : EJOR
81
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72
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42
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1
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly
;
Mnif, Mohamed
;
Pham, Huyên
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Saved in:
2
Multivariate risks and depth-trimmed regions
Cascos, Ignacio
;
Molchanov, Ilya
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10003485812
Saved in:
3
Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik
;
Lindskog, Filip
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
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4
Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.
;
Schroeder, Ted C.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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5
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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6
Risk measures for processes and BSDEs
Penner, Irina
;
Réveillac, Anthony
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
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7
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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8
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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9
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
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10
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.
;
Satchell, Stephen
;
Spence, P. J.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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