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subject:"Basel Accord"
subject:"Portfolio selection"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of empirical finance"
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Basel Accord
Portfolio selection
Risikomanagement
88
Risk management
76
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54
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54
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24
Portfolio-Management
24
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23
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16
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Klement, Jochen
2
Reinschmidt, Timo
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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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Gabler Edition Wissenschaft
Journal of empirical finance
Insurance / Mathematics & economics
103
Journal of banking & finance
72
European journal of operational research : EJOR
59
Journal of risk management in financial institutions
57
Risks : open access journal
55
Finance research letters
46
Journal of risk
46
The journal of operational risk
46
SpringerLink / Bücher
41
Wiley finance series
40
Quantitative finance
31
International review of financial analysis
30
Risiko-Manager
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The journal of portfolio management : JPM
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29
The journal of portfolio management : a publication of Institutional Investor
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Die Bank
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International journal of theoretical and applied finance
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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The journal of investing
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The journal of risk model validation
17
Applied economics
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Sovereign wealth management
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Springer eBook Collection
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Scandinavian actuarial journal
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
27
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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
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:
5
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:
6
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:
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
Integrated market and credit portfolio models : risk measurement and computational aspects
Grundke, Peter
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003631757
Saved in:
10
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:
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