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Portfolio selection
130
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Schaub, Mark
6
Simonian, Joseph
4
Strobel, Frank
4
Ferruz Agudo, Luis
3
Haley, M. Ryan
3
Alagidede, Paul
2
Almudhaf, Fahad
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Badía, Guillermo
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Chong, Terence Tai-Leung
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Applied economics letters
Journal of banking & finance
681
NBER working paper series
558
Finance research letters
542
Insurance / Mathematics & economics
498
Working paper / National Bureau of Economic Research, Inc.
480
European journal of operational research : EJOR
479
NBER Working Paper
397
International review of financial analysis
332
Journal of financial economics
274
Journal of economic dynamics & control
267
The journal of asset management
259
The journal of portfolio management : a publication of Institutional Investor
258
Applied economics
249
International journal of theoretical and applied finance
245
Risks : open access journal
241
The journal of finance : the journal of the American Finance Association
239
Research paper series / Swiss Finance Institute
238
Journal of empirical finance
236
SpringerLink / Bücher
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
222
Quantitative finance
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Economic modelling
215
Finance and stochastics
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International review of economics & finance : IREF
205
The North American journal of economics and finance : a journal of financial economics studies
200
The review of financial studies
197
Journal of financial and quantitative analysis : JFQA
193
The European journal of finance
192
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
Journal of risk and financial management : JRFM
186
Energy economics
181
Journal of risk
177
Swiss Finance Institute Research Paper
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Research in international business and finance
162
Working paper
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Pacific-Basin finance journal
154
Economics letters
152
Journal of international financial markets, institutions & money
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1
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
2
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
3
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
4
Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
Saved in:
5
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
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6
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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7
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
8
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
9
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
10
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
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