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Portfolio-Management
Risikomanagement
33,951
Risk management
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9,275
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7,475
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1,978
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Fabozzi, Frank J.
39
McAleer, Michael
39
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28
Wang, Ruodu
27
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20
Rosazza Gianin, Emanuela
18
Diebold, Francis X.
17
Härdle, Wolfgang
16
Rüschendorf, Ludger
15
Vanduffel, Steven
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Albrecht, Peter
14
Righi, Marcelo Brutti
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Bernard, Carole
13
Janabi, Mazin A. M. al
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Račev, Svetlozar T.
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Kakushadze, Zura
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10
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10
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10
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Europäische Zentralbank
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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
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Universität Mannheim
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Verlag Wissenschaft & Praxis Dr. Brauner GmbH
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1
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1
Euromoney Institutional Investor Plc. <London>
1
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1
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1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Frankfurt Business Media
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Fundacja Uniwersytetu Ekonomicznego w Krakowie
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Insurance / Mathematics & economics
142
Journal of banking & finance
113
European journal of operational research : EJOR
89
Finance research letters
73
Journal of risk
69
Risks : open access journal
68
Quantitative finance
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International review of financial analysis
49
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
International review of economics & finance : IREF
27
Journal of empirical finance
27
The journal of portfolio management : a publication of Institutional Investor
27
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
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
5,231
EconStor
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1
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:
2
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:
3
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:
4
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:
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
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
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