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Portfolio selection
199
Portfolio-Management
199
Theorie
174
Theory
174
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116
Kapitaleinkommen
116
Volatility
76
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Dionne, Georges
4
Gouriéroux, Christian
4
Koedijk, Kees
4
Nijman, Theodore E.
4
Rhee, S. Ghon
4
Lucas, André
3
Martens, Martin
3
Scherer, Bernd
3
Wang, Yudong
3
Wolff, Christiaan Cornelis Petrus
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Bali, Turan G.
2
Beltratti, Andrea
2
Bernardi, Mauro
2
Blitz, David
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Brockman, Paul
2
Calice, Giovanni
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Caporin, Massimiliano
2
Chang, Sanders S.
2
Cheng, Tingting
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Chiang, I-Hsuan Ethan
2
Chiarella, Carl
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Chou, Pin-huang
2
Christiansen, Charlotte
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Conlon, Thomas
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Fabozzi, Frank J.
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Fang, Yi
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Fałdziński, Marcin
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Fiszeder, Piotr
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Fulkerson, Jon A.
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Herrera, Rodrigo
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Jin, Xisong
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of banking & finance
1,357
European journal of operational research : EJOR
1,295
NBER working paper series
1,048
Finance research letters
996
Working paper / National Bureau of Economic Research, Inc.
867
Insurance / Mathematics & economics
781
NBER Working Paper
769
IMF Staff Country Reports
604
Discussion paper / Centre for Economic Policy Research
585
International journal of theoretical and applied finance
584
International review of financial analysis
584
SpringerLink / Bücher
568
Risks : open access journal
561
Journal of financial economics
556
Management science : journal of the Institute for Operations Research and the Management Sciences
544
Economics letters
494
Journal of economic dynamics & control
486
Journal of economic theory
471
International journal of production research
444
Economic modelling
435
Applied economics
428
Working paper
419
Discussion papers / CEPR
409
The review of financial studies
407
Discussion paper / Tinbergen Institute
406
International review of economics & finance : IREF
405
Journal of risk and financial management : JRFM
405
The journal of finance : the journal of the American Finance Association
402
Research paper series / Swiss Finance Institute
400
Quantitative finance
390
CESifo working papers
382
Finance and stochastics
382
International journal of production economics
380
IMF Working Papers
376
Journal of risk management in financial institutions
376
The European journal of finance
349
Energy economics
348
The North American journal of economics and finance : a journal of financial economics studies
337
Journal of econometrics
331
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ECONIS (ZBW)
380
USB Cologne (EcoSocSci)
1
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1
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
2
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
3
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
4
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
5
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
6
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:
7
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
10
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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