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type:"article"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Volatilität"
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Search: subject_exact:"Portfolio performance"
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Volatilität
Portfolio selection
631
Portfolio-Management
631
Theorie
324
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324
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143
Risiko
142
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118
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118
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English
29
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Guan, Guohui
2
Li, Zhongfei
2
Liang, Zongxia
2
Zeng, Yan
2
Ajlouni, Ahmed AL
1
Amar, Amine Ben
1
Badaoui, Mohamed
1
Balli, Faruk
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Bao Doan
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Beljid, Makram
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1
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1
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1
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1
Galstyan, Vahagn
1
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1
Gong, Xiao-Li
1
Haselmann, Rainer
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Herwartz, Helmut
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Kam Fong Chan
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1
Melʹnikov, Aleksandr V.
1
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1
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1
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Insurance / Mathematics & economics
Journal of international money and finance
Pacific-Basin finance journal
Finance research letters
47
Journal of banking & finance
39
Energy economics
34
International review of financial analysis
31
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of financial economics
26
International review of economics & finance : IREF
25
The journal of asset management
25
Journal of risk and financial management : JRFM
19
Research in international business and finance
19
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Applied economics
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Economic modelling
16
European journal of operational research : EJOR
15
Journal of econometrics
15
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Risks : open access journal
13
The European journal of finance
13
International journal of finance & economics : IJFE
12
The journal of portfolio management : JPM
12
Journal of mathematical finance
11
Journal of risk
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
Computational economics
10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
8
Applied financial economics
8
European financial management : the journal of the European Financial Management Association
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial econometrics
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ECONIS (ZBW)
29
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1
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
2
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao
;
Xing, Ruina
;
Liu, Jiajun
;
Shao, Yifei
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
Saved in:
3
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
Saved in:
4
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran
;
Beljid, Makram
;
Chaibi, Anis
;
Ajlouni, …
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
Saved in:
5
The currency composition of international portfolio assets
Galstyan, Vahagn
;
Mehigan, Caroline
;
Mercado, Rogelio …
- In:
Journal of international money and finance
103
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012392610
Saved in:
6
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
7
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
8
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
9
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
10
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
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