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~subject:"Portfolio selection"
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Portfolio selection
Risikomanagement
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Risk management
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Theorie
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Fabozzi, Frank J.
39
McAleer, Michael
38
Hammoudeh, Shawkat
28
Wang, Ruodu
26
Pérez Amaral, Teodosio
20
Rosazza Gianin, Emanuela
18
Diebold, Francis X.
16
Härdle, Wolfgang
16
Rüschendorf, Ludger
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Albrecht, Peter
14
Righi, Marcelo Brutti
14
Vanduffel, Steven
14
Vries, Casper G. de
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Janabi, Mazin A. M. al
13
Račev, Svetlozar T.
13
Roncalli, Thierry
13
Bernard, Carole
12
Bhansali, Vineer
12
Bollerslev, Tim
12
Brandtner, Mario
12
Jiménez-Martín, Juan-Ángel
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Li, Duan
12
Martellini, Lionel
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Satchell, Stephen
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Zhu, Shushang
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Kakushadze, Zura
11
Uryasev, Stan
11
Zenios, Stauros Andrea
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Allen, David E.
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Csóka, Péter
10
Eller, Roland
10
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10
Kang, Sang Hoon
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Friedrich-Schiller-Universität Jena
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Global Association of Risk Professionals
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World Bank Group
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Chartered Alternative Investment Analyst Association
2
Columbia University / Graduate School of Business
2
De Gruyter Oldenbourg
2
Europäische Zentralbank
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
NetLibrary, Inc
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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ACI - The Financial Markets Association
1
Banca nazionale del lavoro / Ufficio scenari economici
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Banca nazionale del lavoro / Ufficio studi
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bank of Canada
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Bauhaus-Universität Weimar
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Bonn Graduate School of Economics
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CFA Institute <Charlottesville, Va.>
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CRC Press <Boca Raton, Fla.>
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CROs Spring Workshop <2006, Bordeaux>
1
Center for Economic Research <Tilburg>
1
Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers <2008, Frankfurt am Main>
1
Dearborn Financial Publishing, Inc. <Chicago, Ill.>
1
Edward Elgar Publishing
1
Euromoney Institutional Investor Plc. <London>
1
Fachhochschule Liechtenstein
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Frankfurt Business Media
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Insurance / Mathematics & economics
142
Journal of banking & finance
113
European journal of operational research : EJOR
89
Journal of risk
69
Finance research letters
66
Risks : open access journal
66
International review of financial analysis
49
Quantitative finance
48
Journal of risk and financial management : JRFM
42
Wiley finance series
41
The North American journal of economics and finance : a journal of financial economics studies
38
Economic modelling
36
Journal of risk management in financial institutions
35
The journal of asset management
31
The journal of portfolio management : JPM
31
Applied economics
30
International journal of theoretical and applied finance
30
SpringerLink / Bücher
29
Discussion paper / Tinbergen Institute
27
The journal of portfolio management : a publication of Institutional Investor
27
International review of economics & finance : IREF
26
Journal of empirical finance
26
Journal of economic dynamics & control
24
Research paper series / Swiss Finance Institute
24
The journal of risk model validation
24
Energy economics
23
The European journal of finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Operations research
21
Computational economics
20
Finance and stochastics
20
Research in international business and finance
19
Journal of econometrics
18
Scandinavian actuarial journal
18
Journal of investment management : JOIM
17
The journal of investing
17
Risiko-Manager
16
Sovereign wealth management
16
Springer eBook Collection
16
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
5,193
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1
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
2
Neural network predictive modeling on dynamic portfolio management : a simulation-based portfolio optimization approach
Yu, Jiayang
;
Chang, Kuo-Chu
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
11/285
,
pp. 1-23
-based Predictive Model (EFPM). Then, we combine it with the Copula-
GARCH
simulation model and the Mean-Conditional Value at Risk (Mean-
CVaR
…, Sharpe ratio, maximum drawdown, and 99%
CVaR
. …
Persistent link: https://www.econbiz.de/10012388728
Saved in:
3
Hedge funds portfolio optimisation using a vine copula-
GARCH-EVT-CVaR
model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
4
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
Mba, Jules Clement
;
Pindza, Edson
;
Koumba, Ur
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10011952000
Saved in:
5
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-
GARCH-EVT-CVaR
model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
6
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
7
Optimal allocation of retirement portfolios
Maritato, Kevin
;
Lane, Morton
;
Murphy, Matthew
; …
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-17
with risk measured by
CVaR
and additional sophisticated constraints. The cash outflow shortages are penalized in the …
Persistent link: https://www.econbiz.de/10013206042
Saved in:
8
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
9
Expected shortfall in the presence of asymmetry and long memory : an application to Vietnamese stock markets
Walther, Thomas
- In:
Pacific accounting review
29
(
2017
)
2
,
pp. 132-151
Persistent link: https://www.econbiz.de/10011703972
Saved in:
10
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
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