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~isPartOf:"Economic modelling"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio selection"
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Portfolio selection
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Branger, Nicole
5
Prigent, Jean-Luc
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Yang, Chunpeng
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Yao, Haixiang
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3
An, Yunbi
3
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Kwan, Clarence C. Y.
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Fooladi, Iraj J.
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Economic modelling
Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of banking & finance
European journal of operational research : EJOR
281
Insurance / Mathematics & economics
280
NBER working paper series
246
Finance research letters
196
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156
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SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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The journal of portfolio management : JPM
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Journal of economic theory
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ECONIS (ZBW)
357
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1
Liquidity
risk in stock returns : an event-study perspective
Cao, Charles Q.
;
Petrasek, Lubomir
- In:
Journal of banking & finance
45
(
2014
),
pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
Saved in:
2
Do banks actively manage their
liquidity
?
DeYoung, Robert
;
Jang, Karen Y.
- In:
Journal of banking & finance
66
(
2016
),
pp. 143-161
Persistent link: https://www.econbiz.de/10011634570
Saved in:
3
Liquidity
at risk : joint stress testing of solvency and
liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
4
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
5
Markets
liquidity
risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
6
Liquidity
commonality in commodities
Marshall, Ben R.
;
Nguyen, Nhut H.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
Saved in:
7
Capital and risk in property-liability insurance markets
Cummins, John David
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 1069-1092
Persistent link: https://www.econbiz.de/10001203099
Saved in:
8
Joint Extreme events in equity returns and
liquidity
and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
9
How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Economic modelling
60
(
2017
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011734191
Saved in:
10
Network origins of portfolio risk
Zareei, Abalfazl
- In:
Journal of banking & finance
109
(
2019
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012224980
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