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~isPartOf:"Journal of banking & finance"
~subject:"Portfolio selection"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
31
Multivariate distribution
31
Theorie
13
Theory
13
Portfolio-Management
11
Risikomaß
11
Risk measure
11
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9
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EU countries
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EU-Staaten
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Alcock, Jamie
1
Ascheberg, Marius
1
Bick, Björn
1
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1
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1
Chu, Ba
1
Dorn, Jochen
1
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1
Fortin, Ines
1
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1
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1
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1
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1
Reboredo, Juan Carlos
1
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1
Verbeek, Marno
1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
19
Applied economics
13
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
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ECONIS (ZBW)
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1
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
2
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
3
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
Saved in:
4
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
Saved in:
5
Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F.
;
Mazibas, Murat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009675549
Saved in:
6
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
7
Optimal asset allocation under linear loss aversion
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2974-2990
Persistent link: https://www.econbiz.de/10009374686
Saved in:
8
Recovering copulas from limited information and an application to asset allocation
Chu, Ba
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1824-1842
Persistent link: https://www.econbiz.de/10009247601
Saved in:
9
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
10
WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2553-2559
Persistent link: https://www.econbiz.de/10003795775
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