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Risk measure
Portfolio-Management
44,094
Portfolio selection
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Theorie
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20,368
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11,425
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4,163
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3,392
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3,372
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3,239
Estimation
3,171
Aktienmarkt
2,811
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2,803
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2,755
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2,671
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2,458
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2,441
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2,362
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McAleer, Michael
39
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22
Pérez Amaral, Teodosio
22
Rosazza Gianin, Emanuela
18
Fabozzi, Frank J.
16
Härdle, Wolfgang
16
Righi, Marcelo Brutti
15
Rüschendorf, Ludger
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Vries, Casper G. de
15
Jiménez-Martín, Juan-Ángel
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Vanduffel, Steven
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Brandtner, Mario
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Janabi, Mazin A. M. al
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Bernard, Carole
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Albrecht, Peter
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Hyung, Namwon
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Kim, Young Shin
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Mao, Tiantian
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Uryasev, Stan
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Allen, David E.
9
Cai, Jun
9
Farkas, Walter
9
Fortin, Ines
9
Hlouskova, Jaroslava
9
Kang, Sang Hoon
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Mensi, Walid
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Müller, Fernanda Maria
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Rengifo, Erick W.
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Tiwari, Aviral Kumar
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Weigert, Florian
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Zhu, Shushang
9
Bellini, Fabio
8
Diebold, Francis X.
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Klüppelberg, Claudia
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Li, Duan
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Račev, Svetlozar T.
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Tang, Qihe
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University of Canterbury / Dept. of Economics and Finance
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2
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Edward Elgar Publishing
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1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Technische Universität Chemnitz
1
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1
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1
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1
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Insurance / Mathematics & economics
105
Journal of banking & finance
78
European journal of operational research : EJOR
62
Journal of risk
58
Finance research letters
50
Risks : open access journal
46
Quantitative finance
40
Economic modelling
32
International review of financial analysis
31
Discussion paper / Tinbergen Institute
27
Journal of risk and financial management : JRFM
27
The North American journal of economics and finance : a journal of financial economics studies
27
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
Computational economics
19
Journal of empirical finance
19
The European journal of finance
19
The journal of risk model validation
19
Finance and stochastics
18
Research in international business and finance
18
Operations research
17
Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
International journal of forecasting
14
Econometric Institute research papers
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
12
The journal of credit risk : published quarterly by Incisive Media
12
Working paper
12
Energy economics
11
Insurance : mathematics and economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
2,776
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1
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Global finance journal
52
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
Saved in:
2
Hedge fund portfolio selection with modified expected shortfall
Boudt, Kris
;
Peterson, B. G.
;
Carl, P.
- In:
Computational finance and its applications III : …
,
(pp. 99-107)
.
2008
Persistent link: https://www.econbiz.de/10003713274
Saved in:
3
Schätzung des Value-at-Risk von Hedge Fund Portfolios : ein Vergleich alternativer Ansätze
Oehler, Andreas
;
Schwindler, Oliver A.
- In:
Risikomanagement für Investmentfonds und Hedge Funds - …
,
(pp. 293-314)
.
2007
Persistent link: https://www.econbiz.de/10003766786
Saved in:
4
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:
5
Value-at-Risk-Optimierung von Funds of Hedge Funds unter Berücksichtigung höherer Momente
Oehler, Andreas
;
Schiefer, Dirk
;
Schwindler, Oliver
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
9
(
2007
)
4
,
pp. 240-246
Persistent link: https://www.econbiz.de/10003442278
Saved in:
6
Systemic risk, contagion, and state-dependent sensitivities in value-at-risk estimation : evidence from hedge funds
Adams, Zeno
;
Füss, Roland
;
Gropp, Reint
-
2010
-
Working paper, this version: January 2010
Persistent link: https://www.econbiz.de/10008907354
Saved in:
7
The StressVaR : a new risk concept for extreme risk and fund allocation
Coste, Cyril
;
Douady, Raphaël
;
Zovko, Ilija I.
- In:
The journal of alternative investments
13
(
2010/11
)
3
,
pp. 10-23
Persistent link: https://www.econbiz.de/10008839728
Saved in:
8
The effect of shortfall as a risk measure for portfolios with hedge funds
Lucas, André
;
Siegmann, Adriaan Hendrik
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
1/2
,
pp. 200-226
Persistent link: https://www.econbiz.de/10003694555
Saved in:
9
Perception of risk by venture capital and private equity firms : a European perspective
Koryak, Oksana
;
Smolarski, Jan
- In:
The journal of private equity
11
(
2007/08
)
2
,
pp. 30-42
Persistent link: https://www.econbiz.de/10003673422
Saved in:
10
The value of liquidity from the hedge fund portfolio manager’s perspective
Gagnon, Martin
;
Laroche, Pierre
;
Rémillard, Bruno
- In:
The journal of alternative investments
13
(
2010/11
)
4
,
pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
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