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~subject:"Statistische Verteilung"
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Statistische Verteilung
Risk measure
7,549
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7,529
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3,689
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2,837
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Stoja, Evarist
15
Fabozzi, Frank J.
13
Polanski, Arnold
13
Stoyanov, Stoyan V.
11
Dionne, Georges
10
Landsman, Zinoviy
10
Račev, Svetlozar T.
10
Vries, Casper G. de
10
Härdle, Wolfgang
9
Paolella, Marc S.
9
Stupfler, Gilles
9
Daouia, Abdelaati
8
Dijk, Herman K. van
8
Gerlach, Richard
8
Hassani, Samir Saissi
8
Kim, Young Shin
8
Mao, Tiantian
8
McAleer, Michael
8
Chinhamu, Knowledge
7
Guégan, Dominique
7
Hoogerheide, Lennart
7
Opschoor, Anne
7
Taylor, James W.
7
Vilsmeier, Johannes
7
Wang, Ruodu
7
Furman, Edward
6
Hambuckers, Julien
6
Hoga, Yannick
6
Hyung, Namwon
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Ignatieva, Katja
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Lucas, André
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Petrella, Lea
6
Scaillet, Olivier
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Schienle, Melanie
6
Schwaab, Bernd
6
Stavroyiannis, Stavros
6
Su, Jianxi
6
Wong, Woon K.
6
Zhang, Xin
6
Almeida, Caio
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Trinity College Dublin / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
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Insurance / Mathematics & economics
78
Journal of banking & finance
30
International journal of forecasting
25
Risks : open access journal
24
Discussion paper / Tinbergen Institute
21
The journal of operational risk
21
Finance research letters
20
Journal of econometrics
19
Journal of risk
18
Economic modelling
16
Applied economics
15
Journal of empirical finance
15
Quantitative finance
15
International review of financial analysis
13
Journal of financial econometrics
13
The journal of risk model validation
13
Energy economics
11
European journal of operational research : EJOR
11
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
Working papers
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Astin bulletin : the journal of the International Actuarial Association
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research paper series / Swiss Finance Institute
8
Pacific-Basin finance journal
7
International journal of theoretical and applied finance
6
Journal of risk management in financial institutions
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
1,142
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1
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
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2
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
3
Optimal capital allocation based on the Tail Mean-Variance model
Xu, Maochao
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 533-543
Persistent link: https://www.econbiz.de/10010227966
Saved in:
4
Almost stochastic dominance for most risk-averse decision makers
Luo, Chunling
;
Tan, Chin Hon
- In:
Decision analysis : a journal of the Institute for …
17
(
2020
)
2
,
pp. 169-184
Persistent link: https://www.econbiz.de/10012249957
Saved in:
5
A method for portfolio selection based on joint probability of co-movement of multi-assets
Zhou, Tianmin
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 535-548
Persistent link: https://www.econbiz.de/10011968713
Saved in:
6
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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7
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
8
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
9
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
10
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
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