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subject:"Portfolio selection"
subject:"Schätzung"
~isPartOf:"Journal of empirical finance"
~subject:"Risk measure"
~subject:"Welt"
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Portfolio selection
Schätzung
Risk measure
Welt
Risikomanagement
32
Risk management
31
Theorie
21
Theory
21
Portfolio-Management
13
Risikomaß
12
Risiko
11
Risk
11
Statistical distribution
6
Statistische Verteilung
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Extreme value theory
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English
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Allen, David
1
Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Cai, Jun
1
Cerrato, Mario
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chincarini, Ludwig Boris
1
Christoffersen, Peter F.
1
Crosby, John
1
Daehwan, Kim
1
Du, Jiangze
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Fabozzi, Frank J.
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Grané, Aurea
1
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Hahn, Jinyong
1
Hanson, Samuel G.
1
Hsu, Yuan-Teng
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Huang, Lin
1
Hübner, G.
1
Inoue, Atsushi
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Minjoo
1
Lambert, M.
1
Laurent, Jean-Paul
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Lin, Chu-Hsiung
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Lizieri, Colin
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Mainik, Georg
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Marcus, Alan J.
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Mitov, Georgi
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Nigbur, Tobias
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Ortobelli, Sergio
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Journal of empirical finance
Insurance / Mathematics & economics
133
Journal of banking & finance
102
Risks : open access journal
81
Journal of risk management in financial institutions
72
Finance research letters
70
European journal of operational research : EJOR
69
Journal of risk
53
SpringerLink / Bücher
52
International review of financial analysis
44
Wiley finance series
44
Energy economics
43
Journal of risk and financial management : JRFM
41
Economic modelling
35
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of portfolio management : JPM
33
Springer eBook Collection
31
The journal of operational risk
31
Quantitative finance
30
International review of economics & finance : IREF
29
The journal of portfolio management : a publication of Institutional Investor
27
The journal of risk model validation
25
International journal of theoretical and applied finance
24
Applied economics
23
NBER working paper series
22
Research paper series / Swiss Finance Institute
22
The journal of asset management
22
Discussion paper / Tinbergen Institute
21
Risiko-Manager
21
Journal of financial stability
20
Research in international business and finance
20
The European journal of finance
19
The journal of investing
19
Journal of international financial markets, institutions & money
18
Working papers
18
Gabler Edition Wissenschaft
17
Journal of investment management : JOIM
17
Risk management : a journal of risk, crisis and disaster
17
Applied economics letters
16
International journal of risk assessment and management : IJRAM
16
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ECONIS (ZBW)
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1
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
4
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
5
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
6
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
7
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
8
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
9
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
10
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
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