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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of risk model validation"
~subject:"Option pricing theory"
~subject:"Theory"
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Portfolio selection
World
Option pricing theory
Theory
Risikomanagement
98
Risk management
98
Risikomaß
43
Risk measure
43
Theorie
43
Portfolio-Management
42
Risiko
28
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28
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24
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Optionspreistheorie
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backtesting
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67
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Bloxham, Nicholas
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Quantitative finance
The journal of risk model validation
Insurance / Mathematics & economics
183
European journal of operational research : EJOR
135
Journal of banking & finance
116
Risks : open access journal
98
SpringerLink / Bücher
85
Finance research letters
83
Journal of risk management in financial institutions
82
Journal of risk
55
Journal of risk and financial management : JRFM
51
Energy economics
50
Wiley finance series
50
International review of financial analysis
46
NBER working paper series
45
Europäische Hochschulschriften / 5
39
Gabler Edition Wissenschaft
36
The journal of operational risk
36
Working paper / National Bureau of Economic Research, Inc.
35
International review of economics & finance : IREF
34
NBER Working Paper
34
Springer eBook Collection
34
The North American journal of economics and finance : a journal of financial economics studies
34
The journal of portfolio management : JPM
34
Economic modelling
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
International journal of theoretical and applied finance
30
The journal of portfolio management : a publication of Institutional Investor
29
International journal of production economics
28
International journal of production research
28
Research paper series / Swiss Finance Institute
28
Discussion paper / Tinbergen Institute
26
Scandinavian actuarial journal
26
The European journal of finance
25
Discussion paper / Centre for Economic Policy Research
24
Journal of empirical finance
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Applied economics
23
The journal of asset management
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Finance and stochastics
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ECONIS (ZBW)
67
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1
Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun
;
Zhu, Jinxia
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
Saved in:
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
Saved in:
3
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:
4
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
Saved in:
5
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
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
Saved in:
8
Risk sharing with deep neural networks
Burzoni, M.
;
Doldi, A.
;
Monzio Compagnoni, E.
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10014551970
Saved in:
9
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
Saved in:
10
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
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