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subject:"Portfolio selection"
subject:"Schätzung"
~person:"Mensi, Walid"
~person:"Skoglund, Jimmy"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Schätzung
Risikomanagement
13
Risk management
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6
Risk measure
6
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5
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Aufsatz in Zeitschrift
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Mensi, Walid
Skoglund, Jimmy
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Tan, Ken Seng
8
Alexander, Gordon J.
7
Guillén, Montserrat
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Janabi, Mazin A. M. al
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7
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6
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5
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5
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5
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5
Kang, Sang Hoon
5
Li, Duan
5
Mitra, Sovan
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Regis, Luca
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Rüschendorf, Ludger
5
Satchell, Stephen
5
Al-Yahyaee, Khamis Hamed
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Bernard, Carole
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Boonen, Tim J.
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Kumar, Dilip
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The North American journal of economics and finance : a journal of financial economics studies
3
The journal of risk model validation
2
Applied economics
1
Economic modelling
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
8
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1
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
4
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
5
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
6
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
7
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
8
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
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