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~isPartOf:"Economic modelling"
~person:"Jiang, Cuixia"
~person:"Maurer, Frantz"
~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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3
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3
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3
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3
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Jiang, Cuixia
Maurer, Frantz
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
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Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
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3
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2
Arouri, Mohamed
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Bahaji, Hamza
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Bouri, Elie
2
Charfeddine, Lanouar
2
Chen, Shumin
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Du, Jiangze
2
Gatfaoui, Hayette
2
Hammoudeh, Shawkat
2
Huang, Xiaoxia
2
Lahiani, Amine
2
Li, Jinfang
2
Ma, Guiyuan
2
Ormos, Mihály
2
Roubaud, David
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Sha, Yezhou
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Siu, Chi Chung
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Uddin, Mohammed Gazi Salah
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Vidal-García, Javier
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Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of wine economics
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ECONIS (ZBW)
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Mitigating downside risk of portfolio diversification : wine versus other tangible assets
Masset, Philippe
;
Maurer, Frantz
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012797330
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
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
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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