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~isPartOf:"Economic modelling"
~person:"Jiang, Cuixia"
~person:"Prigent, Jean-Luc"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
Portfolio selection
7
Theorie
7
Theory
7
Portfolio optimization
3
Ambiguity
2
Derivat
2
Derivative
2
Regression analysis
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Regressionsanalyse
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Jiang, Cuixia
Prigent, Jean-Luc
Yang, Chunpeng
9
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
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3
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2
Arouri, Mohamed
2
Bahaji, Hamza
2
Bouri, Elie
2
Charfeddine, Lanouar
2
Chen, Shumin
2
Du, Jiangze
2
Gatfaoui, Hayette
2
Hammoudeh, Shawkat
2
Huang, Xiaoxia
2
Lahiani, Amine
2
Li, Jinfang
2
Ma, Guiyuan
2
Maurer, Frantz
2
Ormos, Mihály
2
Roubaud, David
2
Sha, Yezhou
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Siu, Chi Chung
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Su, Xiaoshan
2
Uddin, Mohammed Gazi Salah
2
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2
Vidal-García, Javier
2
Wen, Xiaoqian
2
Xu, Qifa
2
Yu, Keming
2
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2
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2
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Economic modelling
International journal of business
7
Finance : revue de l'Association Française de Finance
5
European journal of operational research : EJOR
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Journal of banking & finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of operations research
1
Applied economics
1
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
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
International review of financial analysis
1
Journal of economic behavior & organization
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Proceedings of the
1
Risk management decisions and wealth management in financial economics
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The Geneva risk and insurance review
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The journal of real estate finance and economics
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ECONIS (ZBW)
7
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1
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
2
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
3
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
4
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
5
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:
6
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
7
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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