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~isPartOf:"Applied economics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"Portfolio performance"
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Multivariate Verteilung
Portfolio selection
286
Portfolio-Management
286
Theorie
124
Theory
124
Capital income
62
Kapitaleinkommen
62
Risiko
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Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Shahzad, Syed Jawad Hussain
2
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1
Aloui, Chaker
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Angelo, Claudio F. de
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Ayala, Astrid
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Applied economics
Mathematical methods of operations research
Insurance / Mathematics & economics
19
Journal of banking & finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
9
Economic modelling
8
European journal of operational research : EJOR
7
Finance research letters
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International review of financial analysis
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Journal of empirical finance
7
Journal of risk
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Journal of risk and financial management : JRFM
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Quantitative finance
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The European journal of finance
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Computational economics
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Pacific-Basin finance journal
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SFB 649 discussion paper
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of credit risk : published quarterly by Incisive Media
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Agricultural finance review
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Discussion paper / Deutsche Bundesbank
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Finance and stochastics
3
Financial markets and portfolio management
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International journal of forecasting
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
3
Reihe Quantitative Ökonomie : Ökon
3
The journal of asset management
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The journal of fixed income
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Tinbergen Institute research series
3
Working papers on finance
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American journal of finance and accounting
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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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
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Emerging markets, finance and trade : EMFT
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
10
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
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