//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Mensi, Walid"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistische Verteilung
Portfolio selection
29
Portfolio-Management
29
Spillover effect
21
Spillover-Effekt
21
Aktienmarkt
19
Stock market
19
Volatility
19
Volatilität
19
Hedging
18
Börsenkurs
13
Share price
13
Risk measure
10
Estimation
9
Schätzung
9
ARCH model
8
ARCH-Modell
8
Risikomanagement
8
Risk management
8
Oil price
7
Virtual currency
7
Virtuelle Währung
7
Ölpreis
7
Capital income
6
Kapitaleinkommen
6
Welt
6
World
6
BRICS countries
5
BRICS-Staaten
5
Downside risk
5
Islamic finance
5
Islamisches Finanzsystem
5
Oil
5
COVID-19
4
Commodity markets
4
Coronavirus
4
Gold
4
Islam
4
Stock markets
4
Commodity derivative
3
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Mensi, Walid
McAleer, Michael
57
Wang, Ruodu
32
Stoja, Evarist
30
Fabozzi, Frank J.
28
Hammoudeh, Shawkat
25
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
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets review
2
Applied economics
1
Economic modelling
1
Finance research letters
1
The world economy : the leading journal on international economic relations
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
4
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:
5
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:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
8
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
9
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
10
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->