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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~person:"Alexander, Carol"
~person:"Zumbach, Gilles O."
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Anlageverhalten
Portfolio-Management
Portfolio selection
3
Theorie
3
Theory
3
Risikomaß
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
Capital income
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Conditional VaR
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Continuous ranked probability score
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Covariance
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Energy score
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Estimation
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Forecasting model
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Kapitaleinkommen
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Markowitz theory
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Monte Carlo simulation
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Portfolio allocation
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Portfolio optimization
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Prognoseverfahren
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Risiko
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Risikomanagement
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Risk
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Risk management
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Schätzung
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Statistical test
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Statistischer Test
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Traffic light tests
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Alexander, Carol
Zumbach, Gilles O.
Escobar, Marcos
5
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sornette, Didier
2
Wu, Lan
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
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1
Barucci, Emilio
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Bauder, David
1
Bel Hadj Ayed, Ahmed
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Bianchi, Michele Leonardo
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Quantitative finance
European journal of operational research : EJOR
1
Financial risk and financial risk management
1
Journal of economic behavior & organization : JEBO
1
Journal of financial markets
1
Risk management : a modern perspective
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Wiley series in financial engineering
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ECONIS (ZBW)
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
3
Stochastic regularization for the mean-variance allocation scheme
Zumbach, Gilles O.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1097-1120
Persistent link: https://www.econbiz.de/10012194746
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