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Portfolio selection
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Economic modelling
Journal of banking & finance
674
NBER working paper series
543
Insurance / Mathematics & economics
497
Finance research letters
480
European journal of operational research : EJOR
471
Working paper / National Bureau of Economic Research, Inc.
469
NBER Working Paper
387
International review of financial analysis
331
Journal of financial economics
269
Journal of economic dynamics & control
266
The journal of asset management
259
The journal of portfolio management : a publication of Institutional Investor
258
International journal of theoretical and applied finance
244
Research paper series / Swiss Finance Institute
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Applied economics
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Journal of empirical finance
236
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Risks : open access journal
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Finance and stochastics
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International review of economics & finance : IREF
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198
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Mathematical finance : an international journal of mathematics, statistics and financial theory
191
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189
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187
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184
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176
Energy economics
168
Swiss Finance Institute Research Paper
163
Pacific-Basin finance journal
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Applied economics letters
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Economics letters
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ECONIS (ZBW)
214
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1
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:
2
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:
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
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
Saved in:
5
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
6
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:
7
A new risk measure and its application in portfolio optimization : the SPP-CVaR approach
Bin, Liu
- In:
Economic modelling
51
(
2015
),
pp. 383-390
Persistent link: https://www.econbiz.de/10011476070
Saved in:
8
A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie-Jane
- In:
Economic modelling
51
(
2015
),
pp. 560-570
Persistent link: https://www.econbiz.de/10011476155
Saved in:
9
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
10
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
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