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type_genre:"Article in journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risikomanagement"
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Search: subject_exact:"Portfolio optimization"
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Risikomanagement
Portfolio selection
159
Portfolio-Management
159
Theorie
64
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Capital income
58
Kapitaleinkommen
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Hammoudeh, Shawkat
5
Kang, Sang Hoon
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McAleer, Michael
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Mensi, Walid
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Haensly, Paul J.
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Reboredo, Juan Carlos
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Rodríguez, Yeny E.
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1
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
98
Journal of banking & finance
58
European journal of operational research : EJOR
52
Risks : open access journal
43
Journal of risk
39
Finance research letters
36
Journal of risk management in financial institutions
32
The journal of portfolio management : JPM
29
Quantitative finance
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International review of financial analysis
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The journal of portfolio management : a publication of Institutional Investor
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
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Journal of empirical finance
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Risiko-Manager
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Scandinavian actuarial journal
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The journal of investment strategies
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Finance and stochastics
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Journal of risk finance : the convergence of financial products and insurance
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Operations research
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The journal of credit risk : published quarterly by Incisive Media
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International journal of financial engineering
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Investment management and financial innovations
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Journal of econometrics
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Review of financial economics : RFE
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Risk and decision analysis
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Risk management : a journal of risk, crisis and disaster
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ASTIN bulletin : the journal of the International Actuarial Association
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
Low interest rates, bank's search-for-yield behavior and financial portfolio management
Lojak, Benjamin
;
Makarewicz, Tomasz
;
Proaño Acosta, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014246882
Saved in:
3
Lessons from naïve diversification about the risk-reward trade-off
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013413455
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
6
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
7
Diversified behavioral portfolio as an alternative to Modern Portfolio Theory
Rodríguez, Yeny E.
;
Gómez, Juan M.
;
Contreras, Javier
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188424
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
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:
10
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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