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type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Risk management"
~type_genre:"Conference paper"
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Search: subject_exact:"Portfolio management"
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25
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Berkhouch, Mohammed
1
Chan, Stephen
1
Du, Junhong
1
Guastaroba, Gianfranco
1
Han, Liyan
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Islamov, Rustam
1
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Computational economics
Insurance / Mathematics & economics
98
Journal of banking & finance
58
European journal of operational research : EJOR
52
Risks : open access journal
43
Journal of risk
39
Finance research letters
36
Journal of risk management in financial institutions
32
The journal of portfolio management : JPM
29
Quantitative finance
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
24
The journal of portfolio management : a publication of Institutional Investor
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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Economic modelling
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The journal of investing
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International journal of theoretical and applied finance
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Energy economics
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Applied economics
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Journal of empirical finance
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Journal of investment management : JOIM
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Risiko-Manager
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Scandinavian actuarial journal
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Finance and stochastics
12
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Journal of risk finance : the convergence of financial products and insurance
10
Operations research
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The journal of credit risk : published quarterly by Incisive Media
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International journal of financial engineering
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Investment management and financial innovations
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Journal of econometrics
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Review of financial economics : RFE
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Risk management : a journal of risk, crisis and disaster
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1
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
2
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
3
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
4
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
Saved in:
5
Risk : an R package for financial risk measures
Chan, Stephen
;
Nadarajah, Saralees
- In:
Computational economics
53
(
2019
)
4
,
pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
Saved in:
6
Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir
;
Ulchenkov, Arseniy
;
Islamov, Rustam
- In:
Computational economics
49
(
2017
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
Saved in:
7
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
Saved in:
8
Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, …
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
Saved in:
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