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~language:"eng"
~person:"Hammoudeh, Shawkat"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
Statistische Verteilung
Portfolio selection
42
Portfolio-Management
42
Risk measure
25
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22
Risk management
22
Volatility
22
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22
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Arabische Golf-Staaten
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Hammoudeh, Shawkat
McAleer, Michael
57
Wang, Ruodu
32
Stoja, Evarist
30
Fabozzi, Frank J.
28
Härdle, Wolfgang
23
Pérez Amaral, Teodosio
23
Rosazza Gianin, Emanuela
21
Polanski, Arnold
20
Embrechts, Paul
19
Vries, Casper G. de
19
Allen, David E.
18
Mao, Tiantian
18
Račev, Svetlozar T.
18
Rüschendorf, Ludger
18
Paolella, Marc S.
17
Jiménez-Martín, Juan-Ángel
16
Righi, Marcelo Brutti
16
Vanduffel, Steven
16
Cai, Jun
15
Chang, Chia-Lin
15
Daníelsson, Jón
14
Kim, Young Shin
14
Lucas, André
14
Bernard, Carole
13
Fortin, Ines
13
Stoyanov, Stoyan V.
13
Brandtner, Mario
12
Farkas, Walter
12
Janabi, Mazin A. M. al
12
Liu, Haiyan
12
Broll, Udo
11
Dionne, Georges
11
Furman, Edward
11
Hlouskova, Jaroslava
11
Hyung, Namwon
11
Tiwari, Aviral Kumar
11
Caporin, Massimiliano
10
Dowd, Kevin
10
Harris, Richard D. F.
10
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University of Canterbury / Dept. of Economics and Finance
1
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The North American journal of economics and finance : a journal of financial economics studies
3
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2
Econometric Institute research papers
2
Emerging markets review
2
Energy economics
2
Journal of international financial markets, institutions & money
2
Working paper
2
Economic modelling
1
Finance research letters
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
25
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1
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:
2
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
3
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
;
Al-Hassan, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 318-334
Persistent link: https://www.econbiz.de/10009779210
Saved in:
4
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
5
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
6
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
7
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
8
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
10
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
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