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~isPartOf:"Economic modelling"
~person:"Bouri, Elie"
~person:"Jiang, Cuixia"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
Portfolio selection
4
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2
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2
Risikomaß
2
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Bouri, Elie
Jiang, Cuixia
Yang, Chunpeng
9
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Siu, Tak Kuen
4
Yao, Haixiang
4
Zhang, Rengui
4
Jawadi, Fredj
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
Zeng, Yan
3
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2
Arouri, Mohamed
2
Bahaji, Hamza
2
Charfeddine, Lanouar
2
Chen, Shumin
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Du, Jiangze
2
Gatfaoui, Hayette
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Hammoudeh, Shawkat
2
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2
Lahiani, Amine
2
Li, Jinfang
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Ma, Guiyuan
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Maurer, Frantz
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Roubaud, David
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Sha, Yezhou
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Wen, Xiaoqian
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Xu, Qifa
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Yu, Keming
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Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
3
Applied economics
2
Department of Economics working paper series
2
International review of economics & finance : IREF
2
Computational economics
1
ERF working papers series
1
Economics letters
1
Energy economics
1
Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Roubaud, David
; …
- In:
Economic modelling
87
(
2020
),
pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
Saved in:
2
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
3
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
4
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
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