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accessRights:"restricted"
type:"article"
~isPartOf:"Quantitative finance"
~subject:"Multivariate Verteilung"
~subject:"Risikomaß"
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Multivariate Verteilung
Risikomaß
Risikomanagement
40
Risk management
40
Portfolio selection
23
Portfolio-Management
23
Theorie
21
Theory
21
Risk measure
15
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Härdle, Wolfgang
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Quantitative finance
Insurance / Mathematics & economics
67
European journal of operational research : EJOR
32
Journal of risk
27
Journal of banking & finance
25
Finance research letters
24
Energy economics
23
The journal of operational risk
18
Economic modelling
17
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
13
Applied economics
12
The journal of risk model validation
12
International review of economics & finance : IREF
11
Journal of econometrics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
International journal of theoretical and applied finance
8
Journal of empirical finance
8
Scandinavian actuarial journal
8
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Finance and stochastics
6
Journal of mathematical finance
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Operations research
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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International journal of finance & economics : IJFE
5
International journal of production research
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Operations research letters
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Applied economics letters
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International journal of financial engineering
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
Saved in:
4
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
5
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
6
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
7
The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Kim, Minjoo
;
Yang, Junhong
;
Song, Pengcheng
;
Zhao, Yang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 815-835
Persistent link: https://www.econbiz.de/10012500192
Saved in:
8
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
9
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
10
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
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