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subject:"Risikomaß"
~person:"Mensi, Walid"
~type_genre:"Article in journal"
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Search: subject_exact:"Markowitz-Theorie"
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Risikomaß
Portfolio selection
23
Portfolio-Management
23
Volatility
13
Volatilität
13
Aktienmarkt
12
Stock market
12
Hedging
11
Spillover effect
11
Spillover-Effekt
11
Börsenkurs
9
Risk measure
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Share price
9
ARCH model
7
ARCH-Modell
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Estimation
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Schätzung
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Virtual currency
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Virtuelle Währung
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BRICS countries
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BRICS-Staaten
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Downside risk
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Oil price
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Risikomanagement
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Risk management
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Ölpreis
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Capital income
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Islam
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Islamic finance
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Islamisches Finanzsystem
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Kapitaleinkommen
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Welt
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World
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Correlation
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Article in journal
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English
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Mensi, Walid
Hammoudeh, Shawkat
18
Wang, Ruodu
17
Righi, Marcelo Brutti
13
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
McAleer, Michael
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Kang, Sang Hoon
9
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Uryasev, Stan
9
Vanduffel, Steven
8
Zhu, Shushang
8
Brandtner, Mario
7
Härdle, Wolfgang
7
Li, Duan
7
Mora-Valencia, Andrés
7
Tang, Qihe
7
Tiwari, Aviral Kumar
7
Alexander, Gordon J.
6
Bernard, Carole
6
Cai, Jun
6
Furman, Edward
6
Kim, Young Shin
6
Landsman, Zinoviy
6
Nguyen, Duc Khuong
6
Perote, Javier
6
Pérez Amaral, Teodosio
6
Baptista, Alexandre M.
5
Bellini, Fabio
5
Boonen, Tim J.
5
Cesarone, Francesco
5
Chen, Zhiping
5
Guillén, Montserrat
5
Karmakar, Madhusudan
5
Klüppelberg, Claudia
5
Koch Medina, Pablo
5
Kürsten, Wolfgang
5
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The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
1
Economic modelling
1
Emerging markets review
1
Finance research letters
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
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1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
3
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
4
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
5
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
6
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
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