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Portfolio selection
174
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Yang, Chunpeng
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Prigent, Jean-Luc
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3
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3
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3
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2
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2
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2
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2
Cheffou, Abdoulkarim Idi
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2
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Economic modelling
MPRA Paper
866
Journal of banking & finance
682
IZA Discussion Papers
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NBER working paper series
569
Finance research letters
568
Insurance / Mathematics & economics
501
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472
European journal of operational research : EJOR
464
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387
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
237
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1
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:
2
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
3
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:
4
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
5
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:
6
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
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7
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
8
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting
;
Zhang, Weiguo
;
Xu, Weijun
- In:
Economic modelling
31
(
2013
),
pp. 12-17
Persistent link: https://www.econbiz.de/10009725814
Saved in:
9
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
10
Dynamic optimal capital growth with risk constraints
Yong, Luo
;
Zhu, Bo
;
Yong, Tang
- In:
Economic modelling
30
(
2013
),
pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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