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subject:"Hedging"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Kreditrisiko"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
ARCH model
Kreditrisiko
Mathematische Optimierung
Portfolio selection
104
Portfolio-Management
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
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portfolio optimization
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Kwon, Roy H.
2
Aarons, Mark
1
Alemany, Ramon
1
Baule, Rainer
1
Belles-Sampera, Jaume
1
Berens, Tobias
1
Bertagna, Andrea
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Journal of risk
European journal of operational research : EJOR
145
Journal of banking & finance
98
Finance research letters
79
International journal of theoretical and applied finance
75
Insurance / Mathematics & economics
63
Finance and stochastics
58
Research paper series / Swiss Finance Institute
56
International review of financial analysis
49
Quantitative finance
48
The North American journal of economics and finance : a journal of financial economics studies
43
Economic modelling
42
Journal of economic dynamics & control
40
Swiss Finance Institute Research Paper
40
Journal of risk and financial management : JRFM
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Applied economics
37
Computational economics
37
Energy economics
37
Risks : open access journal
37
The journal of credit risk : published quarterly by Incisive Media
35
The journal of asset management
34
International review of economics & finance : IREF
33
The European journal of finance
33
The journal of futures markets
31
Mathematics and financial economics
29
Journal of empirical finance
28
Journal of mathematical finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Applied mathematical finance
26
Computers & operations research : and their applications to problems of world concern ; an international journal
26
SpringerLink / Bücher
26
Journal of international financial markets, institutions & money
25
Journal of financial economics
23
Research in international business and finance
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Discussion paper / Deutsche Bundesbank
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Journal of risk management in financial institutions
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The journal of portfolio management : a publication of Institutional Investor
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Working papers
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Journal of financial stability
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ECONIS (ZBW)
35
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1
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:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
7
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
8
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
9
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
10
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
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