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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"Statistical distribution"
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Search: subject_exact:"Ungewißheit"
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Statistical distribution
Risiko
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90
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67
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67
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49
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Corradin, Fausto
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Casarin, Roberto
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Chow, K. Victor
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International journal of theoretical and applied finance
Quantitative finance
Working papers
Insurance / Mathematics & economics
46
Scandinavian actuarial journal
13
Journal of banking & finance
10
Risks : open access journal
10
Applied economics
7
Astin bulletin : the journal of the International Actuarial Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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ASTIN bulletin : the journal of the International Actuarial Association
5
European journal of operational research : EJOR
5
Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of economics & finance : IREF
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk
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Journal of risk and financial management : JRFM
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Bank of England Working Paper
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International review of financial analysis
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Journal of agricultural and applied economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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ECONIS (ZBW)
14
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
3
Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Corradin, Fausto
;
Sartore, Domenico
-
2018
Persistent link: https://www.econbiz.de/10011957311
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Tail risks in large portfolio selection : penalized quantile and expectile minimum deviation models
Giacometti, Rosella
;
Torri, Gabriele
;
Paterlini, Sandra
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 243-261
Persistent link: https://www.econbiz.de/10012424587
Saved in:
6
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
7
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
8
Weak dependence of CRRA on standard deviation in the case of truncated normal distribution of returns
Corradin, Fausto
;
Sartore, Domenico
-
2016
Persistent link: https://www.econbiz.de/10011636658
Saved in:
9
On the (ab)use of Omega?
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
-
2015
Persistent link: https://www.econbiz.de/10011632567
Saved in:
10
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
Saved in:
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