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Fabozzi, Frank J.
127
Maurer, Raimond
76
Platen, Eckhard
55
Gollier, Christian
53
Korn, Ralf
45
Uppal, Raman
44
Ang, Andrew
42
Mitchell, Olivia S.
42
Guidolin, Massimo
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Li, Duan
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Markowitz, Harry
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37
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Viceira, Luis M.
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Schmid, Wolfgang
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Bernard, Carole
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Kane, Alex
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Lioui, Abraham
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Sass, Jörn
27
Wang, Ruodu
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Gouriéroux, Christian
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Jarrow, Robert A.
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Shleifer, Andrei
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Bodnar, Taras
25
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Nationalekonomiska Institutionen <Lund>
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World Bank
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Bonn Graduate School of Economics
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Banco Central do Brasil
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Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
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European journal of operational research : EJOR
287
Insurance / Mathematics & economics
287
Journal of banking & finance
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NBER working paper series
240
Finance research letters
202
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
189
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
152
Quantitative finance
132
Research paper series / Swiss Finance Institute
122
Risks : open access journal
111
Journal of empirical finance
106
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of financial economics
102
The journal of portfolio management : a publication of Institutional Investor
100
The review of financial studies
99
The journal of finance : the journal of the American Finance Association
96
Economic modelling
93
The European journal of finance
86
Discussion paper / Centre for Economic Policy Research
85
Economics letters
85
Swiss Finance Institute Research Paper
84
Computational economics
81
International review of financial analysis
80
The journal of asset management
80
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
75
Journal of risk and financial management : JRFM
75
Mathematics and financial economics
75
Mathematical methods of operations research
69
SpringerLink / Bücher
66
Applied economics
65
Discussion paper / Tinbergen Institute
65
The journal of portfolio management : JPM
63
Annals of finance
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Journal of economic theory
61
Journal of mathematical finance
59
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ECONIS (ZBW)
19,291
EconStor
182
USB Cologne (EcoSocSci)
13
OLC EcoSci
10
Showing
1
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10
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19,496
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1
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
2
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
3
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
4
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
5
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
6
The Gaussian mixture dynamic conditional correlation model : parameter estimation, value at risk calculation, and portfolio selection
Galeano, Pedro
;
Ausín, M. Concepción
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10008736138
Saved in:
7
Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos
(
contributor
);
Yao, Feng
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003558963
Saved in:
8
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
Saved in:
9
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Sun, Lihua
;
Hong, L. Jeff
- In:
Operations research letters
38
(
2010
)
4
,
pp. 246-251
Persistent link: https://www.econbiz.de/10003984224
Saved in:
10
Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia
;
Pierini, Andrea
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
Saved in:
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