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~isPartOf:"FAME Research Paper Series"
~isPartOf:"Journal of empirical finance"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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3
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Bali, Turan G.
Caporin, Massimiliano
Scaillet, Olivier
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Rhee, S. Ghon
3
Scherer, Bernd
3
Wang, Yudong
3
Bernardi, Mauro
2
Blitz, David
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
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Post, Thierry
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Roon, Frans de
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Schauten, Maximilien Bernard Joseph
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Sercu, Piet
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Stark, Jeffrey R.
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Swinkels, Laurens
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Wu, Chongfeng
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Yan, Cheng
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Zwinkels, Remco C. J.
2
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1
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FAME Research Paper Series
Journal of empirical finance
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of international financial markets, institutions & money
2
Annals of financial economics
1
Applied financial economics letters
1
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Financial management
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
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The journal of investing : JOI
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ECONIS (ZBW)
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1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
2
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
3
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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