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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Portfolio selection
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Kang, Sang Hoon
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Ur Rehman, Mobeen
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The North American journal of economics and finance : a journal of financial economics studies
SpringerLink / Bücher
952
Journal of banking & finance
714
NBER working paper series
636
European journal of operational research : EJOR
559
Finance research letters
554
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540
Insurance / Mathematics & economics
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NBER Working Paper
454
International review of financial analysis
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Risks : open access journal
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292
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Journal of economic dynamics & control
270
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264
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Management science : journal of the Institute for Operations Research and the Management Sciences
260
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Applied economics
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International journal of production research
245
Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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Wiley finance series
239
The review of financial studies
224
Journal of empirical finance
220
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215
International review of economics & finance : IREF
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Economic modelling
212
The European journal of finance
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Journal of financial and quantitative analysis : JFQA
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International journal of production economics
196
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
2
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
3
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Saved in:
4
US dollar exchange rate and food price dependence : implications for portfolio risk management
Reboredo, Juan Carlos
;
Ugando, Mikel
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 72-89
Persistent link: https://www.econbiz.de/10010463592
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5
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
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6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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7
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
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8
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
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9
Diversified behavioral portfolio as an alternative to Modern Portfolio Theory
Rodríguez, Yeny E.
;
Gómez, Juan M.
;
Contreras, Javier
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188424
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10
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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