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isPartOf:"Journal of risk"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
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Capital income
Mathematische Optimierung
Portfolio-Management
105
Portfolio selection
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
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portfolio optimization
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Kwon, Roy H.
2
Auer, Benjamin R.
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Balbás de la Corte, Alejandro
1
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Belles-Sampera, Jaume
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Soriano, Pilar
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Journal of risk
Journal of banking & finance
146
European journal of operational research : EJOR
134
Finance research letters
119
Journal of financial economics
111
International review of financial analysis
102
NBER working paper series
98
Journal of empirical finance
92
The journal of asset management
91
Working paper / National Bureau of Economic Research, Inc.
85
NBER Working Paper
69
The North American journal of economics and finance : a journal of financial economics studies
63
Applied economics
62
Research paper series / Swiss Finance Institute
59
Pacific-Basin finance journal
58
Journal of risk and financial management : JRFM
56
The European journal of finance
54
Research in international business and finance
53
Applied economics letters
51
Financial markets and portfolio management
50
International review of economics & finance : IREF
50
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Quantitative finance
50
The journal of portfolio management : a publication of Institutional Investor
48
Insurance / Mathematics & economics
46
Journal of investment management : JOIM
46
Journal of international financial markets, institutions & money
44
Review of quantitative finance and accounting
44
Swiss Finance Institute Research Paper
43
Investment management and financial innovations
40
International journal of theoretical and applied finance
39
Computational economics
38
Journal of financial markets
38
Journal of financial and quantitative analysis : JFQA
37
The review of financial studies
37
Applied financial economics
36
Economic modelling
36
Journal of economic dynamics & control
36
The journal of investing
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
International journal of economics and finance
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Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Forecasting the European Monetary Union equity risk premium with regression trees
Cortés, David
;
Soriano, Pilar
- In:
Journal of risk
24
(
2022
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013549665
Saved in:
4
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
6
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
7
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
8
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
9
International diversification through iShares and their rivals
Cao, Jie
;
Fu, Rao
;
Jin, Yong
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 25-55
Persistent link: https://www.econbiz.de/10011689719
Saved in:
10
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
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