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~isPartOf:"Applied economics"
~isPartOf:"Financial markets and portfolio management"
~subject:"Portfolio selection"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
47
Multivariate distribution
47
Capital income
17
Kapitaleinkommen
17
Portfolio-Management
17
Theorie
17
Theory
17
Risikomaß
13
Risk measure
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Statistical distribution
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copula
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Aktienmarkt
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tail dependence
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Aktienindex
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Ausreißer
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Outliers
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Copula
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Estimation theory
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Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Koumba, Ur
2
Mba, Jules Clement
2
Shahzad, Syed Jawad Hussain
2
Ababio, Kofi A.
1
Al-Yahyaee, Khamis Hamed
1
Aloui, Chaker
1
Angelo, Claudio F. de
1
Ayala, Astrid
1
Barbi, Massimiliano
1
Bergmann, Daniel Reed
1
Blazsek, Szabolcs
1
Contani, Eduardo Augusto do Rosário
1
Ding, Xiaoyi
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Hanif, Waqas
1
Hoang, Thi Hong Van
1
Imai, Hiroyuki
1
Jammazi, Rania
1
Janabi, Mazin A. M. al
1
Jiang, Cuixia
1
Karnakar, Madhusudan
1
Kim, Jong-Min
1
Krauss, Christopher
1
Liu, Yezheng
1
Mba, Jules
1
Mensi, Walid
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Mwambi, Sutene
1
Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
1
Pindza, Edson
1
Quezada-Téllez, Luis Alberto
1
Reboredo, Juan Carlos
1
Romagnoli, Silvia
1
Salazar Flores, Yuri
1
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Applied economics
Financial markets and portfolio management
Insurance / Mathematics & economics
19
Journal of banking & finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Economic modelling
9
Energy economics
9
Finance research letters
8
European journal of operational research : EJOR
7
International review of financial analysis
7
Journal of empirical finance
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
Computational economics
5
Risks : open access journal
5
The European journal of finance
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Pacific-Basin finance journal
4
SFB 649 discussion paper
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of credit risk : published quarterly by Incisive Media
4
Agricultural finance review
3
Discussion paper / Deutsche Bundesbank
3
Finance and stochastics
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Reihe Quantitative Ökonomie : Ökon
3
The journal of asset management
3
The journal of fixed income
3
Tinbergen Institute research series
3
Working papers on finance
3
American journal of finance and accounting
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Econometrics : open access journal
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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ECONIS (ZBW)
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1
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
4
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
5
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
6
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
7
A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
Mba, Jules Clement
;
Mwambi, Sutene
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10012289624
Saved in:
8
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
9
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
10
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
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