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~isPartOf:"Journal of risk"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio selection"
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Search: subject:"Expected Shortfall"
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Portfolio selection
Risikomaß
188
Risk measure
188
Portfolio-Management
82
Risk management
63
Risikomanagement
62
Theorie
52
Theory
52
ARCH model
47
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value-at-risk (VaR)
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Kang, Sang Hoon
4
Mensi, Walid
4
Al-Jarrah, Idries Mohammad Wanas
3
Al-Yahyaee, Khamis Hamed
3
Hammoudeh, Shawkat
3
Berger, Theo
2
Boudt, Kris
2
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2
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2
Tan, Chunzhi
2
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2
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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
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1
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1
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Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
60
Risks : open access journal
44
Finance research letters
39
Quantitative finance
34
Economic modelling
31
International review of financial analysis
28
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Applied economics
20
Journal of economic dynamics & control
20
The European journal of finance
19
Computational economics
18
Journal of empirical finance
18
The journal of risk model validation
18
Finance and stochastics
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
Operations research
16
International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
Econometric Institute research papers
13
International journal of forecasting
13
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Scandinavian actuarial journal
13
The journal of credit risk : published quarterly by Incisive Media
12
Energy economics
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
11
Operations research letters
11
Working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
82
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
4
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
Díaz Pérez, Antonio
;
Esparcia, Carlos
;
Huélamo, Diego
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014246895
Saved in:
5
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
6
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
7
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
8
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
9
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
10
Nonparametric versus parametric
expected
shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
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