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person:"Erian, Mohamed A. el-"
subject:"Portfolio selection"
~person:"Guillén, Montserrat"
~person:"Scherer, Bernd"
~source:"econis"
~type:"article"
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Portfolio selection
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Erian, Mohamed A. el-
Guillén, Montserrat
Scherer, Bernd
Fabozzi, Frank J.
18
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12
Wang, Ruodu
12
Janabi, Mazin A. M. al
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ECONIS (ZBW)
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1
Continuing risks
Constantinescu, Corina
;
Guillén, Montserrat
; …
- In:
Risks : open access journal
11
(
2023
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10014232583
Saved in:
2
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
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
Saved in:
5
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
6
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
7
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
8
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
Saved in:
9
A note on asset management and market risk
Scherer, Bernd
- In:
Financial markets and portfolio management
24
(
2010
)
3
,
pp. 309-320
Persistent link: https://www.econbiz.de/10008668593
Saved in:
10
Should asset managers hedge their "fees at risk"?
Scherer, Bernd
- In:
Journal of applied corporate finance : JACF
22
(
2010
)
4
,
pp. 96-102
Persistent link: https://www.econbiz.de/10008841318
Saved in:
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