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~type_genre:"Aufsatz in Zeitschrift"
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35
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Faff, Robert W.
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Scherer, Bernd
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Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Kraft, Holger
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Nguyen, Duc Khuong
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Yoon, Seong-min
23
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22
Tan, Ken Seng
22
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
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Journal of banking & finance
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Finance research letters
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of financial economics
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Journal of economic dynamics & control
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259
The journal of portfolio management : a publication of Institutional Investor
257
International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Journal of risk and financial management : JRFM
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Journal of risk
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Energy economics
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Pacific-Basin finance journal
154
Applied economics letters
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Economics letters
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international money and finance
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ECONIS (ZBW)
23,209
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1
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
2
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
3
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
4
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
5
Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Harlow, W. V.
;
Brown, Keith C.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
Saved in:
6
Performance evaluation of modified adaptive Kalman filters, least means square and recursive least square methods for market risk beta and VaR estimation
Das, Atanu
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10012176444
Saved in:
7
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:
8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
9
Multistage stochastic optimization for private equity investments
Reus, Lorenzo
;
Mulvey, John M.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
Saved in:
10
Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir
;
Ulchenkov, Arseniy
;
Islamov, Rustam
- In:
Computational economics
49
(
2017
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
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