//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~subject:"Portfolio selection"
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_exact:"Multivariate Verteilung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Multivariate Verteilung
40
Multivariate distribution
40
Theorie
15
Theory
15
Capital income
14
Kapitaleinkommen
14
Portfolio-Management
13
Risikomaß
12
Risk measure
12
Statistical distribution
11
Statistische Verteilung
11
copula
11
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
tail dependence
6
Aktienmarkt
5
Börsenkurs
5
Risikomanagement
5
Risk management
5
Share price
5
Stock market
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Aktienindex
4
Ausreißer
4
Estimation theory
4
Forecasting model
4
Outliers
4
Prognoseverfahren
4
Risiko
4
Risk
4
Schätztheorie
4
Stock index
4
dependence structure
4
Copula
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Shahzad, Syed Jawad Hussain
2
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
Jammazi, Rania
1
Janabi, Mazin A. M. al
1
Jiang, Cuixia
1
Karnakar, Madhusudan
1
Krauss, Christopher
1
Liu, Yezheng
1
Mensi, Walid
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
1
Quezada-Téllez, Luis Alberto
1
Reboredo, Juan Carlos
1
Romagnoli, Silvia
1
Salazar Flores, Yuri
1
Savoia, José Roberto Ferreira
1
Shahbaz, Muhammand
1
Sharma, Udayan
1
Silva, Fabiana Lopes da
1
Stübinger, Johannes
1
Xu, Qifa
1
Yoon, Seong-min
1
more ...
less ...
Published in...
All
Applied economics
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
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
6
The European journal of finance
5
Computational economics
4
Pacific-Basin finance journal
4
Risks : open access 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
Financial markets and portfolio management
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 and trade : EMFT
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->