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~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Estimation theory
Kapitaleinkommen
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Risk
45
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30
Statistische Verteilung
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Estimation
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English
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Rösch, Daniel
2
Baek, Seungho
1
Bali, Turan G.
1
Bilson, John F.
1
Boubaker, Heni
1
Candelon, Bertrand
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
DiTraglia, Francis J.
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Gagnon, Marie-Hélène
1
Gerlach, Jeffrey R.
1
Girardi, Giulio
1
Gokcan, Suleyman
1
Hua, Jian
1
Härdle, Wolfgang
1
Kircher, Felix
1
León Valle, Ángel Manuel
1
Li, Yi
1
Liang, Bing
1
Lönnbark, Carl
1
Manzan, Sebastiano
1
Merlo, Luca
1
Moura, Guilherme Valle
1
Palomba, Giulio
1
Paulusch, Joachim
1
Pei, Pei
1
Petrella, Lea
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1
Power, Gabriel J.
1
Raponi, Valentina
1
Riccetti, Luca
1
Ruenzi, Stefan
1
Ruiz, Esther
1
Santos, André A. P.
1
Schlütter, Sebastian
1
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Journal of banking & finance
Insurance / Mathematics & economics
39
Journal of risk
29
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
21
Journal of econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of empirical finance
14
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
Journal of forecasting
13
Applied economics
12
Energy economics
12
Journal of financial econometrics
12
Quantitative finance
12
Risks : open access journal
12
The journal of risk model validation
12
Journal of risk and financial management : JRFM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Computational economics
8
European journal of operational research : EJOR
8
International review of economics & finance : IREF
8
Pacific-Basin finance journal
8
SFB 649 discussion paper
8
Economics letters
7
International journal of theoretical and applied finance
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
Econometric Institute research papers
6
Economic modelling
6
Finance and economics discussion series
6
International journal of monetary economics and finance
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of asset management
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ECONIS (ZBW)
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
5
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
6
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
7
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
8
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
9
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
10
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
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