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Estimation
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Caporale, Guglielmo Maria
90
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88
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80
Gil-Alaña, Luis A.
78
Härdle, Wolfgang
54
McAleer, Michael
50
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48
Marcellino, Massimiliano
46
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46
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44
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43
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43
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41
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38
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37
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36
Basu, Susanto
35
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34
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33
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33
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32
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32
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32
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31
Kilian, Lutz
31
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31
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30
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30
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30
Taylor, Mark P.
30
Bahmani-Oskooee, Mohsen
29
Mumtaz, Haroon
29
Feenstra, Robert C.
28
Rose, Andrew
28
Attanasio, Orazio P.
27
Bali, Turan G.
27
Castelnuovo, Efrem
27
Creedy, John
27
Egger, Peter
27
Kaiser, Ulrich
27
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Eric Cuvillier <Firma>
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Shaker Verlag
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5
Center for Economic Research <Tilburg>
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5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
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Gottfried Wilhelm Leibniz Universität Hannover
5
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Finance research letters
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International review of financial analysis
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ECONIS (ZBW)
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1
Aversion to
risk
and downside
risk
in the large and in the small under non-expected utility : a quantile approach
Chavas, Jean-Paul
;
Kim, Kwan-soo
- In:
Theoretical economics letters
5
(
2015
)
6
,
pp. 784-804
Persistent link: https://www.econbiz.de/10011439614
Saved in:
2
A new approach in non-parametric estimation of returns in mean-downside
risk
portfolio frontier
Ben Salah, Hanene
;
Gannoun, Ali
;
Ribatet, Mathieu
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10012253633
Saved in:
3
Selection of the right
risk
measures for portfolio allocation
Nguyen, Thanh
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
Saved in:
4
Tail
risk
and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
5
Tail
risk
in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
6
The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa
- In:
International journal of decision sciences, risk and …
5
(
2013/14
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
Saved in:
7
Downside
risk
in multiperiod tracking error models
Barro, Diana
;
Canestrelli, Elio
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 263-283
Persistent link: https://www.econbiz.de/10010356930
Saved in:
8
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
9
Risk
spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
10
Portfolio construction based on implied correlation information and value at
risk
Rogel-Salazar, Jesús
;
Tella, Roberto
- In:
EconoQuantum : Revista de Economía y Negocios
12
(
2015
)
1
,
pp. 125-144
Persistent link: https://www.econbiz.de/10011558686
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