Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Japan"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
Japan
Portfolio-Management
Estimation
1
Estimation theory
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio optimisation
1
Portfolio selection
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Skewed-t copula
1
Tail-risk
1
VAR model
1
VAR-Modell
1
VaR
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Allen, David
1
Lizieri, Colin
1
Satchell, Stephen
1
Published in...
All
Journal of empirical finance
School of Accounting, Finance and Economics & FEMARC working paper series
16
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
8
Working paper series / School of Economics and Finance, Curtin University of Technology
6
Working paper
5
Applied economics
4
Journal of risk and financial management : JRFM
4
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
4
Financial analysts journal : FAJ
3
Risks : open access journal
3
Annals of financial economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Cambridge working papers in economics
1
Discussion paper / UTAS, School of Economics and Finance
1
Emerging markets and sovereign risk
1
IRIC discussion paper series
1
International review of economics & finance : IREF
1
Journal of business and psychology
1
Journal of organizational behavior : OB ; the internat. journal of industrial, occupational and organizational psychology and behavior
1
Management accounting in inflation series
1
Managerial finance
1
Pacific-Basin finance journal
1
Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
