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Estimation
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Caporale, Guglielmo Maria
90
Gupta, Rangan
88
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80
Gil-Alaña, Luis A.
78
Härdle, Wolfgang
54
McAleer, Michael
50
Heckman, James J.
48
Marcellino, Massimiliano
46
Pierdzioch, Christian
46
Herwartz, Helmut
44
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43
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43
Timmermann, Allan
41
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38
Koopman, Siem Jan
37
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36
Basu, Susanto
35
Acemoglu, Daron
34
Berg, Gerard J. van den
33
Serletis, Apostolos
33
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32
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32
Kumbhakar, Subal
32
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31
Kilian, Lutz
31
Zaremba, Adam
31
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30
Engel, Charles
30
Semmler, Willi
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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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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Eric Cuvillier <Firma>
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Goethe-Universität Frankfurt am Main
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European University Institute / Department of Economics
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
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Shaker Verlag
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Zentrum für Europäische Wirtschaftsforschung
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5
Center for Economic Research <Tilburg>
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Deutsches Institut für Wirtschaftsforschung
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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International review of economics & finance : IREF
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Finance research letters
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IZA Discussion Paper
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Journal of financial economics
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International review of financial analysis
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International journal of forecasting
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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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