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~person:"Ghorbel, Ahmed"
~subject:"Portfolio selection"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
11
Multivariate distribution
11
ARCH model
6
ARCH-Modell
6
Hedging
5
Portfolio-Management
5
Risikomaß
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Risk measure
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dependence structure
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hedge ratio
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tail dependence
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vine copula
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Ghorbel, Ahmed
Sahamkhadam, Maziar
8
Berger, Theo
7
Okhrin, Ostap
7
Tiwari, Aviral Kumar
7
Stephan, Andreas
6
Weigert, Florian
6
Hernandez, Jose Arreola
5
Härdle, Wolfgang
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Krauss, Christopher
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Mba, Jules Clement
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Reboredo, Juan Carlos
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Romagnoli, Silvia
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Satchell, Stephen
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Barbi, Massimiliano
4
Hammoudeh, Shawkat
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Han, Yingwei
4
Herbertsson, Alexander
4
Hoang, Thi Hong Van
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Huggenberger, Markus
4
Karmakar, Madhusudan
4
Shahzad, Syed Jawad Hussain
4
Zhao, Yang
4
Alcock, Jamie
3
Avdulaj, Krenar
3
Ayala, Astrid
3
Barunik, Jozef
3
Bedoui, Rihab
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Belkacem, Lotfi
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Blazsek, Szabolcs
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Bouri, Elie
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Cousin, Areski
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Crépey, Stéphane
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Di Clemente, Annalisa
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American journal of finance and accounting
2
Economic modelling
1
International Journal of Financial Markets and Derivatives : IJFMD
1
The journal of asset management
1
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Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
2
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
3
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
4
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
5
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
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