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~isPartOf:"Mathematical and statistical methods for actuarial sciences and finance : MAF 2016"
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
Journal of banking & finance
1,004
NBER working paper series
741
Finance research letters
652
Working paper / National Bureau of Economic Research, Inc.
558
MPRA Paper
547
NBER Working Paper
480
European journal of operational research : EJOR
479
NBER Working Papers
424
Insurance / Mathematics & economics
410
International review of financial analysis
395
Research paper series / Swiss Finance Institute
389
Journal of financial economics
376
Working Paper
343
International journal of theoretical and applied finance
307
Journal of economic dynamics & control
302
Discussion paper / Centre for Economic Policy Research
295
The journal of finance : the journal of the American Finance Association
280
Applied economics
268
Management science : journal of the Institute for Operations Research and the Management Sciences
267
International review of economics & finance : IREF
265
ECB Working Paper
264
Swiss Finance Institute Research Paper
264
The journal of asset management
261
Risks : open access journal
257
The journal of portfolio management : a publication of Institutional Investor
257
Journal of empirical finance
254
Economic modelling
252
Journal of risk and financial management : JRFM
245
SpringerLink / Bücher
243
The review of financial studies
242
The European journal of finance
237
CESifo working papers
235
Quantitative finance
231
Working paper
231
Research in international business and finance
230
The North American journal of economics and finance : a journal of financial economics studies
223
Discussion paper
222
Journal of financial and quantitative analysis : JFQA
220
Working paper series / European Central Bank
220
Discussion papers / CEPR
219
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ECONIS (ZBW)
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A network approach to risk theory and portfolio selection
Cerqueti, Roy
;
Lupi, Claudio
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 73-82)
.
2017
Persistent link: https://www.econbiz.de/10012098764
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2
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
Saved in:
3
Optimal portfolio selection for an investor with asymmetric attitude to gains and losses
Sidorov, Sergei
;
Khomchenko, Andrew
;
Mironov, Sergei
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 157-169)
.
2017
Persistent link: https://www.econbiz.de/10012098782
Saved in:
4
The effect of credit rating events on the emerging CDS market
Ballester, Laura
;
González-Urteaga, Ana
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 17-28)
.
2017
Persistent link: https://www.econbiz.de/10012098738
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