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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Yang, Fan"
~subject:"Zinsstruktur"
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Portfolio selection
Zinsstruktur
Portfolio-Management
3
Risikomanagement
3
Risk management
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Theorie
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Theory
3
Capital income
2
Kapitaleinkommen
2
Multivariate Verteilung
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Asymptotic analysis
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Ausreißer
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Copula
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Diversification
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Expectiles
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Risiko
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Yang, Fan
Liang, Zongxia
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Young, Virginia R.
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Guan, Guohui
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Li, Danping
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Wang, Ruodu
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Chen, Ping
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Furman, Edward
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Rüschendorf, Ludger
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
Charles A. Dice Center Working Paper
1
Fisher College of Business working paper series
1
NBER Working Paper
1
NBER working paper series
1
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
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ECONIS (ZBW)
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Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
2
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
3
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
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