//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
type:"article"
~person:"Ghorbel, Ahmed"
~person:"Zhu, Shushang"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomanagement
11
Risk management
11
Portfolio-Management
10
Risikomaß
9
Risk measure
9
Multivariate Verteilung
4
Multivariate distribution
4
Risiko
4
Risk
4
Theorie
4
Theory
4
Financial crisis
3
Finanzkrise
3
ARCH model
2
ARCH-Modell
2
Ausreißer
2
Commodity derivative
2
Hedging
2
MEVT
2
Outliers
2
Rohstoffderivat
2
VaR
2
dependence structure
2
expected shortfall
2
multivariate extreme value theory
2
risk management
2
time-varying copulas
2
value-at-risk
2
Aktienmarkt
1
Anleihe
1
Bond
1
Brazil
1
Capital income
1
Copulas
1
Crash risk
1
Credit risk
1
CreditMetrics
1
Cryptocurrency
1
Dependence
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Ghorbel, Ahmed
Zhu, Shushang
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Mao, Tiantian
8
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Righi, Marcelo Brutti
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Chen, An
5
Chen, Zhiping
5
Godin, Frédéric
5
Jacobs, Michael <Jr.>
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Amenc, Noël
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Diebold, Francis X.
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Kritzman, Mark
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
McAleer, Michael
4
more ...
less ...
Published in...
All
The journal of computational finance
2
American journal of finance and accounting
1
Economic modelling
1
European journal of operational research : EJOR
1
International Journal of Financial Markets and Derivatives : IJFMD
1
Journal of banking & finance
1
Journal of multinational financial management
1
Journal of risk
1
The journal of investment strategies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
2
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
3
Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Chemkha, Rahma
;
BenSaïda, Ahmed
;
Ghorbel, Ahmed
- In:
Journal of multinational financial management
59
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012794677
Saved in:
4
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
5
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
6
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
7
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
8
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
9
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
10
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->