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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Economic modelling"
~subject:"Aktienmarkt"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Aktienmarkt
Stochastischer Prozess
Risikomaß
83
Risk measure
83
Theorie
50
Theory
50
Portfolio selection
36
Portfolio-Management
36
Risikomanagement
27
Risk management
27
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22
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22
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21
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21
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18
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Value at risk
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Chi, Xie
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Ji, Jingru
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Jiang, Kunliang
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Kang, Sang Hoon
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Shen, Yifan
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Dresdner Beiträge zu quantitativen Verfahren
Economic modelling
European journal of operational research : EJOR
29
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
13
Energy economics
12
International journal of theoretical and applied finance
11
Journal of risk and financial management : JRFM
11
Finance research letters
10
Risks : open access journal
10
Applied economics
9
Journal of international financial markets, institutions & money
9
Emerging markets review
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
INFORMS journal on computing : JOC
6
Journal of banking & finance
6
Journal of econometrics
6
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of the Operational Research Society
5
Computational Management Science : CMS
4
Discussion paper / Tinbergen Institute
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
International journal of production research
4
Journal of risk
4
Mathematics of operations research
4
Quantitative finance
4
Stock market volatility
4
Working paper
4
Annals of operations research
3
Applied economics letters
3
Astin bulletin : the journal of the International Actuarial Association
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance and stochastics
3
IMA journal of management mathematics
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International journal of financial engineering
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ECONIS (ZBW)
14
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1
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
2
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
3
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
4
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
5
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
6
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
7
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
8
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
9
Co-movements of GCC emerging stock markets : new evidence from wavelet coherence analysis
Aloui, Chaker
;
Hkiri, Besma
- In:
Economic modelling
36
(
2014
),
pp. 421-431
Persistent link: https://www.econbiz.de/10010415824
Saved in:
10
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
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