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Risikomaß
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76
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Wang, Xingchun
4
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Jang, Bong-Gyu
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Finance research letters
European journal of operational research : EJOR
3,085
Computers & operations research : and their applications to problems of world concern ; an international journal
1,595
International journal of production research
1,041
Operations research letters
842
Omega : the international journal of management science
590
Management science : journal of the Institute for Operations Research and the Management Sciences
578
Operations research
554
Annals of operations research
528
Insurance / Mathematics & economics
502
Mathematics of operations research
502
International journal of production economics
495
INFORMS journal on computing : JOC
429
International journal of theoretical and applied finance
391
Transportation research / E : an international journal
355
SpringerLink / Bücher
347
Mathematical methods of operations research
297
Discussion paper / Tinbergen Institute
296
Journal of the Operational Research Society : OR
283
OR spectrum : quantitative approaches in management
277
Journal of econometrics
274
Journal of economic dynamics & control
274
Journal of banking & finance
271
Finance and stochastics
269
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
256
Journal of the Operational Research Society
238
Computational economics
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Quantitative finance
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Risks : open access journal
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Opsearch : journal of the Operational Research Society of India
224
Top : an official journal of the Spanish Society of Statistics and Operations Research
207
Energy economics
202
Operational research : an international journal
201
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
179
RAIRO / Operations research
176
Discussion paper / Center for Economic Research, Tilburg University
175
Economic modelling
175
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
171
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
171
Economics letters
155
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ECONIS (ZBW)
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1
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
2
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
3
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
4
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
5
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
6
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
7
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
8
Identifying systemic important markets from a global perspective : using the ADCC [delta]CoVaR approach with skewed-t distribution
Fang, Libing
;
Chen, Baizhu
;
Yu, Honghai
;
Qian, Yichuo
- In:
Finance research letters
24
(
2018
),
pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
Saved in:
9
Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye
- In:
Finance research letters
25
(
2018
),
pp. 202-212
Persistent link: https://www.econbiz.de/10012003526
Saved in:
10
Ambiguity and optimal portfolio choice with Value-at-Risk constraint
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Finance research letters
18
(
2016
),
pp. 158-176
Persistent link: https://www.econbiz.de/10011656986
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