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~source:"econis"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Estimation theory
Portfolio selection
Risk
Risikomaß
401
Risk measure
401
Theorie
196
Theory
196
Portfolio-Management
119
Risikomanagement
107
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107
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65
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54
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476
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476
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166
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104
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4
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2
Chiou, Wan-jiun Paul
2
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2
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2
Härdle, Wolfgang
2
Johanning, Lutz
2
Lee, Jinwook
2
Monier, Stéphane
2
Noyan, Nilay
2
Ogryczak, Włodzimierz
2
Righi, Marcelo Brutti
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Songsak Sriboonchitta
2
Tian, Weizhong
2
Varsanyi, Zoltan
2
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2
Yu, Jing-Rung
2
Al Janabi, Mazin A. M.
1
Al-Qadasi, Adel Ali
1
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1
Ang, Marcus
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Bohdalová, Mária
1
Bonaccorso, Luca
1
Boudt, Kris
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Applied quantitative finance
5
Quantitative fund management
5
The VaR implementation handbook
5
Application of operations research to financial markets
3
Operations research models in banking management
3
Robustness in econometrics
3
Stock market volatility
3
Valuation, financial modeling, and quantitative tools
3
Advances of OR in commodities and financial modeling
2
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Developments in forecast combination and portfolio choice
2
Econometrics of risk
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
2
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
2
Risikomanagement
2
Risk management : a modern perspective
2
Risk management approaches in engineering applications
2
Stochastic optimization: theory and applications
2
Advances in banking technology and management : impacts of ICT and CRM
1
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications of management science ; 15
1
Applications of management science ; 16
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Business excellence and competitiveness in the Middle East and North Africa
1
Climate investing : new strategies and implementation challenges
1
Commercial banking risk management : regulation in the wake of the financial crisis
1
Computational intelligence applications in business : intelligence and big data analytics
1
Computational methods in decision-making, economics and finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computational techniques for banking and risk management
1
Consumer perception of product risks and benefits
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ECONIS (ZBW)
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1
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
2
Advancement of optimal portfolio models with short sales and transaction costs : methodology and effectiveness
Chiou, Wan-jiun Paul
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015050077
Saved in:
3
Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015045546
Saved in:
4
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
5
Got crypto? : evidence from Markowitz, Kataoka, and conditional
value-at-risk
models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
6
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
Saved in:
7
Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya
;
Kamate, Vidya
;
Nath, Siddhartha
-
2022
Persistent link: https://www.econbiz.de/10013197643
Saved in:
8
When it comes to risk, is Sukuk better than conventional bonds? : a comparative study of NASDAQ securities
Farah, Ahmed-Nur Ali
;
Avdukic, Alija
;
Khaleel, Fawad
- In:
Wealth Management and Investment in Islamic Settings : …
,
(pp. 283-312)
.
2022
Persistent link: https://www.econbiz.de/10013443763
Saved in:
9
Portfolio construction with climate risk measures
Le Guenedal, Théo
;
Roncalli, Thierry
- In:
Climate investing : new strategies and implementation …
,
(pp. 49-86)
.
2022
Persistent link: https://www.econbiz.de/10014249455
Saved in:
10
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
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