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subject:"Risk measure"
~accessRights:"restricted"
~person:"Karmakar, Madhusudan"
~person:"Liu, Haiyan"
~subject:"Welt"
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Risk measure
Welt
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Karmakar, Madhusudan
Liu, Haiyan
Wang, Ruodu
14
Hammoudeh, Shawkat
9
Cai, Jun
7
Mao, Tiantian
7
Mensi, Walid
7
Embrechts, Paul
6
Righi, Marcelo Brutti
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Al-Yahyaee, Khamis Hamed
5
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5
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5
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5
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5
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5
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5
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5
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5
Tan, Ken Seng
5
Bernard, Carole
4
Chaudhry, Sajid M.
4
Farkas, Walter
4
Guillén, Montserrat
4
Hurlin, Christophe
4
Islamaj, Ergys
4
Kose, M. Ayhan
4
Liu, Fangda
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Mora-Valencia, Andrés
4
Müller, Fernanda Maria
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Naeem, Muhammad Abubakr
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Tiwari, Aviral Kumar
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Ur Rehman, Mobeen
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4
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ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
International review of financial analysis
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Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
3
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
Saved in:
4
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
5
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
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6
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
7
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
8
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
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