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~isPartOf:"Quantitative finance"
~language:"ara"
~language:"eng"
~subject:"Portfolio selection"
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Portfolio selection
Risikomanagement
51
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Quantitative finance
Insurance / Mathematics & economics
98
Journal of banking & finance
59
European journal of operational research : EJOR
52
Risks : open access journal
45
Finance research letters
42
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40
Wiley finance series
38
Journal of risk management in financial institutions
32
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30
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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1
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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2
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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3
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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4
Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
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5
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
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6
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
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7
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
8
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
Saved in:
9
Risk contributions : duality and sensitivity
O'Cinneide, Colm A.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2023-2033
Persistent link: https://www.econbiz.de/10012262948
Saved in:
10
Adjusting covariance matrix for risk management
Yu, Philip L. H.
;
Ng, F. C.
;
Ting, Jessica K. W.
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1681-1699
Persistent link: https://www.econbiz.de/10012295631
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