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subject:"Portfolio-Management"
subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Journal of economic dynamics & control"
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Portfolio-Management
Theorie
Risikomanagement
26
Risk management
26
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14
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9
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9
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8
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6
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6
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Finnoff, David
2
Horan, Richard D.
2
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1
Alexander, Gordon J.
1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
Insurance / Mathematics & economics
180
European journal of operational research : EJOR
129
Journal of banking & finance
101
Risks : open access journal
86
Journal of risk management in financial institutions
52
Journal of risk
51
Finance research letters
42
Journal of risk and financial management : JRFM
39
The journal of operational risk
36
International review of financial analysis
32
Quantitative finance
32
The journal of portfolio management : JPM
31
Economic modelling
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The North American journal of economics and finance : a journal of financial economics studies
29
Energy economics
28
The journal of portfolio management : a publication of Institutional Investor
28
International journal of theoretical and applied finance
26
International journal of production research
25
International journal of production economics
24
International review of economics & finance : IREF
24
Journal of empirical finance
24
Scandinavian actuarial journal
24
The journal of asset management
22
The European journal of finance
21
Applied economics
20
Finance and stochastics
20
The journal of investing
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Journal of financial economics
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Die Bank
17
Risiko-Manager
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American journal of agricultural economics
16
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of econometrics
16
International journal of project management : the journal of The International Project Management Association
15
Review of financial economics : RFE
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Astin bulletin : the journal of the International Actuarial Association
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International journal of financial engineering
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ECONIS (ZBW)
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1
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
2
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
3
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
4
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
5
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
Saved in:
6
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
7
Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei
;
Chen, Yuehuan
;
Coleman, Conrad
;
Coleman, Thomas F.
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
Saved in:
8
Elastic attention, risk sharing, and international comovements
Li, Wei
;
Luo, Yulei
;
Nie, Jun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011817575
Saved in:
9
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
10
How does the sensitivity of consumption to income vary over time? : international evidence
Islamaj, Ergys
;
Kose, M. Ayhan
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 169-179
Persistent link: https://www.econbiz.de/10011708878
Saved in:
11
Managing dynamic epidemiological risks through trade
Horan, Richard D.
;
Fenichel, Eli P.
;
Finnoff, David
; …
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 192-207
Persistent link: https://www.econbiz.de/10011526959
Saved in:
12
Managing the endogenous risk of disease outbreaks with non-constant background risk
Berry, Kevin
;
Finnoff, David
;
Horan, Richard D.
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 166-179
Persistent link: https://www.econbiz.de/10011474380
Saved in:
13
Does risk sharing increase with risk aversion and risk when commitment is limited?
Laczó, Sarolta
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 237-251
Persistent link: https://www.econbiz.de/10010474917
Saved in:
14
Characterization of a risk sharing contract with one-sided commitment
Zhang, Yuzhe
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 794-809
Persistent link: https://www.econbiz.de/10009726177
Saved in:
15
Systematic equity-based credit risk : a CEV model with jump to default
Campi, Luciano
;
Polbennikov, Simon
;
Sbuelz, Alessandro
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 93-108
Persistent link: https://www.econbiz.de/10003810168
Saved in:
16
On deposit volumes and the valuation of non-maturing liabilities
Nyström, Kaj
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 709-756
Persistent link: https://www.econbiz.de/10003687439
Saved in:
17
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
18
Shortfall as a risk measure : properties, optimization and applications
Bertsimas, Dimitris
;
Lauprete, Geoffrey J.
;
Samarov, …
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1353-1381
Persistent link: https://www.econbiz.de/10001880835
Saved in:
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