//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Nguyen, Duc Khuong"
~person:"Tan, Ken Seng"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio-Management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
25
Portfolio-Management
25
Theorie
14
Theory
14
Risikomaß
9
Risk measure
9
Capital income
7
Kapitaleinkommen
7
Risikomanagement
7
Risk management
7
Risiko
5
Risk
5
Diversification
4
Hedging
4
Multivariate Verteilung
4
Multivariate distribution
4
Diversifikation
3
Pension fund
3
Pensionskasse
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Asset allocation
2
Ausreißer
2
Börsenkurs
2
CAPM
2
Conditional value at risk
2
Estimation
2
Europa
2
Europe
2
Foreign portfolio investment
2
Geldpolitik
2
Großbritannien
2
Impact assessment
2
Interest rate
2
Interest rate policy
2
Interest rates
2
Monetary policy
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
25
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Language
All
English
25
Author
All
Nguyen, Duc Khuong
Tan, Ken Seng
Fabozzi, Frank J.
34
Kang, Sang Hoon
29
Zaremba, Adam
27
Escobar, Marcos
25
Hammoudeh, Shawkat
21
Mensi, Walid
21
Tiwari, Aviral Kumar
21
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
17
Wong, Wing Keung
17
Young, Virginia R.
17
Satchell, Stephen
16
Bouri, Elie
15
Chen, An
15
Ur Rehman, Mobeen
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Auer, Benjamin R.
14
Bernard, Carole
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Yousaf, Imran
14
Zagst, Rudi
14
Capponi, Agostino
13
Cui, Xiangyu
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Dai, Zhifeng
12
Goodell, John W.
12
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Kwon, Roy H.
12
Li, Danping
12
Jang, Bong-Gyu
11
Lu, Xiaomeng
11
Post, Thierry
11
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
European journal of operational research : EJOR
2
Journal of banking & finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics
1
Economic modelling
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of Islamic accounting and business research
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Journal of sustainable finance & investment
1
Journal of the Operational Research Society : OR
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
OR spectrum : quantitative approaches in management
1
Review of quantitative finance and accounting
1
Scandinavian actuarial journal
1
The journal of asset management
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila
;
Kolkiewicz, Adam
;
Tan, Ken Seng
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Saved in:
2
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
3
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
4
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
5
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
6
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
7
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
8
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
9
Diversification in catastrophe insurance markets
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
10
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->