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~isPartOf:"Journal of banking & finance"
~person:"Zhu, Shushang"
~subject:"Risikomaß"
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Risikomaß
Mathematical programming
2
Mathematische Optimierung
2
Portfolio selection
2
Portfolio-Management
2
Risk measure
2
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2
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2
Crash risk
1
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Financial crisis
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Greece
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Normal risk
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Risiko
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Risikomanagement
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Second-order cone programming
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Zhu, Shushang
Dias, Alexandra
3
Weiß, Gregor
3
Armstrong, John
2
Bernard, Carole
2
Brandtner, Mario
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Fermanian, Jean-David
2
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2
Koedijk, Kees
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Puccetti, Giovanni
2
Rockafellar, Ralph Tyrrell
2
Rösch, Daniel
2
Uryasev, Stan
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
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1
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1
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1
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1
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1
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1
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1
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1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baptista, Alexandre M.
1
Beirlant, Jan
1
Bellini, Fabio
1
Berens, Tobias
1
Biffi, Paola
1
Bilson, John F.
1
Bostandzic, Denefa
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Journal of banking & finance
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Journal of economic dynamics & control
1
Journal of risk
1
The journal of computational finance
1
The journal of investment strategies
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ECONIS (ZBW)
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1
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
2
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
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