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~isPartOf:"Economic modelling"
~person:"Hammoudeh, Shawkat"
~person:"Jiang, Cuixia"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
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Hammoudeh, Shawkat
Jiang, Cuixia
Yang, Chunpeng
9
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Siu, Tak Kuen
4
Yao, Haixiang
4
Zhang, Rengui
4
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Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
5
Econometric Institute research papers
4
Emerging markets review
3
Energy economics
3
Journal of international financial markets, institutions & money
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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 economics & finance : IREF
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ECONIS (ZBW)
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1
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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
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:
4
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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