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subject:"Portfolio selection"
subject:"Schätzung"
~language:"eng"
~person:"Mao, Tiantian"
~person:"Pérez Amaral, Teodosio"
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Portfolio selection
Schätzung
Risk management
24
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23
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22
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16
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11
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11
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10
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Mao, Tiantian
Pérez Amaral, Teodosio
Fabozzi, Frank J.
31
Wang, Ruodu
17
Diebold, Francis X.
16
Hammoudeh, Shawkat
13
Bhansali, Vineer
12
Bollerslev, Tim
11
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11
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11
Scherer, Bernd
11
Stoja, Evarist
11
Tan, Ken Seng
11
Härdle, Wolfgang
10
Kakushadze, Zura
10
McAleer, Michael
10
Roncalli, Thierry
10
Schuermann, Til
10
Christoffersen, Peter F.
9
Csóka, Péter
9
Janabi, Mazin A. M. al
9
Račev, Svetlozar T.
9
Till, Hilary
9
Engle, Robert F.
8
Lin, Yijia
8
Papenbrock, Jochen
8
Pesaran, M. Hashem
8
Peydró, José-Luis
8
Polo, Andrea
8
Skoglund, Jimmy
8
Wilkens, Marco
8
Alexander, Gordon J.
7
Calomiris, Charles W.
7
Chen, Wei
7
Daníelsson, Jón
7
Guillén, Montserrat
7
Jorion, Philippe
7
Lohre, Harald
7
Righi, Marcelo Brutti
7
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5
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2
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2
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The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
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ECONIS (ZBW)
16
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1
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10
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16
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
3
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
4
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
5
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
7
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
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