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~accessRights:"restricted"
~person:"Bernard, Carole"
~subject:"Investment Fund"
~subject:"Theorie"
~subject:"World"
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Bernard, Carole
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
18
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
Lee, Cheng F.
13
Prigent, Jean-Luc
13
Liang, Zongxia
12
Vanduffel, Steven
12
Zagst, Rudi
12
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11
Cui, Xiangyu
11
Kwon, Roy H.
11
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11
Soner, Halil Mete
11
Tan, Ken Seng
11
Chen, An
10
Chen, Zhiping
10
Kim, Woo Chang
10
Muhle-Karbe, Johannes
10
Pedersen, Lasse Heje
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Wong, Hoi Ying
10
Bouri, Elie
9
Clare, Andrew D.
9
Dai, Min
9
Dai, Zhifeng
9
Guan, Guohui
9
Guerard, John Baynard
9
Jang, Bong-Gyu
9
Kang, Sang Hoon
9
Ledoit, Olivier
9
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9
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9
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9
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1
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1
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1
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1
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1
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1
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1
Journal of the Operational Research Society
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ECONIS (ZBW)
11
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
3
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
4
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
5
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
6
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
7
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
8
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
9
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
10
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
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