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Risikomaß
Capital income
107
Kapitaleinkommen
107
Börsenkurs
64
Share price
64
Theorie
57
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56
Risk
54
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53
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43
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40
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40
Portfolio selection
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31
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31
Risikoprämie
31
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30
Capital market returns
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Kapitalmarktrendite
29
Erwartungsbildung
22
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22
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20
Hedgefonds
20
Welt
18
World
18
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16
Unternehmensanleihe
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Finanzanalyse
15
Risk measure
15
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14
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English
15
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Bali, Turan G.
15
Demirtas, K. Ozgur
5
Gokcan, Suleyman
2
Levy, Haim
2
Allen, Linda
1
Almeida, Caio
1
Ardison, Kym
1
Atilgan, Yigit
1
Bai, Jennie
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Garcia, René
1
Gunaydin, A. Doruk
1
Jacobs, Kris
1
Liang, Bing
1
Mo, Hengyong
1
Neftci, Salih N.
1
Scaillet, Olivier
1
Schaumburg, Ernst
1
Tang, Yi
1
Theodossiou, Panayiotis
1
Trojani, Fabio
1
Vicente, Jose
1
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Journal of banking & finance
3
Intelligent hedge fund investing
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Stock Market Volatility, pp. 313-322, March 2009
1
Stock market volatility
1
The journal of business : B
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
15
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1
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
2
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
3
Risk measurement performance of alternative distribution functions
Bali, Turan G.
;
Theodossiou, Panayiotis
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
Saved in:
4
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.
;
Mo, Hengyong
;
Tang, Yi
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Saved in:
5
Alternative approaches to estimating VAR for hedge fund portfolios
Bali, Turan G.
;
Gokcan, Suleyman
- In:
Intelligent hedge fund investing
,
(pp. 253-277)
.
2004
Persistent link: https://www.econbiz.de/10003286901
Saved in:
6
Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
7
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Saved in:
8
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Saved in:
9
Predictability of risk measures in international stock markets
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Stock market volatility
,
(pp. 313-322)
.
2009
Persistent link: https://www.econbiz.de/10003830482
Saved in:
10
Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.
;
Neftci, Salih N.
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10001782291
Saved in:
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