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type_genre:"Article in journal"
~person:"Furman, Edward"
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Portfolio selection
Risiko
12
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8
Risk measure
8
Portfolio-Management
7
Measurement
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Furman, Edward
Wang, Ruodu
14
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Müller, Fernanda Maria
9
Kakushadze, Zura
8
Rüschendorf, Ludger
8
Satchell, Stephen
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Bali, Turan G.
6
Brandtner, Mario
6
Guillén, Montserrat
6
Luo, Yulei
6
Rösch, Daniel
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Tang, Qihe
6
Vanduffel, Steven
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
Bellini, Fabio
5
Branger, Nicole
5
Cai, Jun
5
Chen, An
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Denuit, Michel
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Hammoudeh, Shawkat
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Jarrow, Robert A.
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Laeven, Roger J. A.
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Landsman, Zinoviy
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Liu, Haiyan
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Maurer, Raimond
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Siu, Tak Kuen
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Tavakoli Baghdadabad, Mohammad Reza
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Xu, Huifu
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Insurance / Mathematics & economics
4
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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1
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
2
A reconciliation of the top-down and bottom-up approaches to risk capital allocations : proportional allocations revisited
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 395-416
Persistent link: https://www.econbiz.de/10012623437
Saved in:
3
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
4
Multiple risk factor dependence structures : distributional properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
Saved in:
5
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
6
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
7
Asymptotics for risk capital allocations based on conditional tail expectation
Asimit, Alexandru V.
;
Furman, Edward
;
Tang, Qihe
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 310-324
Persistent link: https://www.econbiz.de/10009404721
Saved in:
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