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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Kreditrisiko"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
ARCH model
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Portfolio selection
110
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57
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57
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Boudt, Kris
2
Kwon, Roy H.
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1
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Auer, Benjamin R.
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Journal of risk
Journal of banking & finance
141
Finance research letters
109
International review of financial analysis
92
International review of economics & finance : IREF
66
Journal of empirical finance
62
Applied economics
61
Journal of financial economics
61
The North American journal of economics and finance : a journal of financial economics studies
59
Research paper series / Swiss Finance Institute
55
International journal of theoretical and applied finance
53
Insurance / Mathematics & economics
51
Energy economics
49
NBER working paper series
48
Research in international business and finance
48
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The European journal of finance
45
Journal of economic dynamics & control
44
Journal of risk and financial management : JRFM
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Working paper / National Bureau of Economic Research, Inc.
44
Journal of international financial markets, institutions & money
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The journal of futures markets
39
Swiss Finance Institute Research Paper
38
Quantitative finance
36
Risks : open access journal
36
The journal of asset management
36
The journal of credit risk : published quarterly by Incisive Media
35
European journal of operational research : EJOR
33
Finance and stochastics
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
NBER Working Paper
32
Financial markets and portfolio management
31
The journal of finance : the journal of the American Finance Association
30
Pacific-Basin finance journal
29
SpringerLink / Bücher
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of financial and quantitative analysis : JFQA
26
Applied financial economics
25
Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
43
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1
An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai
;
Zhang, Fengtong
;
Liu, Xinyu
- In:
Journal of risk
25
(
2023
)
6
,
pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
Saved in:
2
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
4
Future portfolio returns and the VIX term structure
Aharon, David Yechiam
;
Dimpfl, Thomas
- In:
Journal of risk
24
(
2022
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014546348
Saved in:
5
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
6
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
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