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subject:"Portfolio-Management"
subject:"Kreditgeschäft"
~isPartOf:"Journal of empirical finance"
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Portfolio-Management
Kreditgeschäft
Risikomanagement
32
Risk management
31
Theorie
21
Theory
21
Portfolio selection
13
Risikomaß
12
Risk measure
12
Risiko
11
Risk
11
Statistical distribution
6
Statistische Verteilung
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Credit risk
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Hedging
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Kreditrisiko
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Capital income
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Estimation
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Extreme value theory
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Derivat
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14
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Allen, David
1
Bernardi, Mauro
1
Bruno, Salvatore
1
Cerrato, Mario
1
Chincarini, Ludwig Boris
1
Crosby, John
1
Daehwan, Kim
1
Fabozzi, Frank J.
1
Fries, Christian
1
Gouriéroux, Christian
1
Haghani, Shermineh
1
Hanson, Samuel G.
1
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1
Kiefer, Nicholas Maximilian
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Lambert, M.
1
Laurent, Jean-Paul
1
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1
Mainik, Georg
1
Maruotti, Antonello
1
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Nigbur, Tobias
1
Ohara, Frank
1
Ortobelli, Sergio
1
Pesaran, M. Hashem
1
Petrella, Lea
1
Račev, Svetlozar T.
1
Rhee, S. Ghon
1
Rüschendorf, Ludger
1
Satchell, Stephen
1
Scaillet, Olivier
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Schuermann, Til
1
Seeger, Norman
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Journal of empirical finance
Insurance / Mathematics & economics
98
Journal of banking & finance
63
European journal of operational research : EJOR
54
Risks : open access journal
44
Wiley finance series
40
Journal of risk
39
Journal of risk management in financial institutions
35
Finance research letters
34
SpringerLink / Bücher
33
The journal of portfolio management : JPM
30
International review of financial analysis
28
Quantitative finance
28
The journal of portfolio management : a publication of Institutional Investor
25
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
Risiko-Manager
22
The journal of asset management
20
Economic modelling
19
Europäische Hochschulschriften / 5
19
International review of economics & finance : IREF
19
Die Bank
18
Research paper series / Swiss Finance Institute
17
The journal of investing
17
Sovereign wealth management
16
Springer eBook Collection
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Gabler Edition Wissenschaft
15
International journal of theoretical and applied finance
15
The European journal of finance
15
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
15
Energy economics
14
Journal of investment management : JOIM
14
Applied economics
13
Scandinavian actuarial journal
13
The journal of investment strategies
13
Finance and stochastics
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NBER working paper series
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The Frank J. Fabozzi series
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The journal of credit risk : published quarterly by Incisive Media
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Wiley finance
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1
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
2
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
3
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
4
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
5
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
6
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
7
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
8
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
9
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
10
Comoment risk and stock returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
11
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
12
Default estimation for low-default portfolios
Kiefer, Nicholas Maximilian
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 164-173
Persistent link: https://www.econbiz.de/10003800569
Saved in:
13
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
14
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
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