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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Bank lending"
~subject:"Risikomaß"
~subject:"Volatilität"
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Lee, Cheng F.
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Lu, Chiuling
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Sokolinskiy, Oleg
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Review of quantitative finance and accounting
Journal of banking & finance
240
Finance research letters
147
Insurance / Mathematics & economics
121
International review of financial analysis
97
European journal of operational research : EJOR
90
Research paper series / Swiss Finance Institute
76
Risks : open access journal
76
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70
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68
Research in international business and finance
67
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66
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65
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64
International review of economics & finance : IREF
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62
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58
Journal of financial stability
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55
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55
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55
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Swiss Finance Institute Research Paper
48
International journal of theoretical and applied finance
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The European journal of finance
45
The journal of credit risk : published quarterly by Incisive Media
42
NBER Working Paper
40
Applied economics letters
39
Cogent economics & finance
39
Finance and economics discussion series
39
The journal of asset management
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Working paper / National Bureau of Economic Research, Inc.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
38
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1
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
2
Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling
;
Tse, Yiuman
;
Williams, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
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3
Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
Saved in:
4
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
5
Australia's equity home bias and real exchange rate volatility
Mishra, Anil V.
- In:
Review of quantitative finance and accounting
37
(
2011
)
2
,
pp. 223-244
Persistent link: https://www.econbiz.de/10009271469
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6
An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih
;
Cadle, John
;
Theobald, Michael
- In:
Review of quantitative finance and accounting
36
(
2011
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009272505
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7
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
8
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
9
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
10
Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Yang, Jian-Hong
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 467-502
Persistent link: https://www.econbiz.de/10011796645
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