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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~subject:"Derivat"
~subject:"Portfolio-Management"
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Portfolio selection
World
Derivat
Portfolio-Management
Risikomanagement
100
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30
Risk measure
30
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29
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29
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Härdle, Wolfgang
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Quantitative finance
Research in international business and finance
Insurance / Mathematics & economics
105
Journal of banking & finance
82
Finance research letters
72
Journal of risk management in financial institutions
65
Risks : open access journal
57
European journal of operational research : EJOR
56
SpringerLink / Bücher
51
Energy economics
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International review of financial analysis
44
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43
Wiley finance series
40
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35
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33
International review of economics & finance : IREF
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25
Economic modelling
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International journal of theoretical and applied finance
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NBER working paper series
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The European journal of finance
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Journal of financial stability
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Journal of investment management : JOIM
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Sovereign wealth management
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The journal of futures markets
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Gabler Edition Wissenschaft
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Journal of empirical finance
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IMF working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Sequential management of energy and low-carbon portfolios
Gargallo, Pilar
;
Lample, Luis
;
Miguel, Jesús A.
; …
- In:
Research in international business and finance
69
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015052457
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2
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
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3
Is climate transition risk priced into corporate credit risk? : evidence from credit default swaps
Ugolini, Andrea
;
Reboredo, Juan Carlos
;
Ojea-Ferreiro, …
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015055853
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
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6
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
7
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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8
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
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9
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
10
Alcohol culture and corporate risk-taking
Guo, Lan
;
Su, Zhong-qin
;
Zuoping, Xiao
;
Fung, Hung-gay
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451550
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