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~subject:"Portfolio selection"
~type_genre:"Book section"
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Portfolio selection
Statistical test
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Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Financial econometrics and empirical market microstructure
1
Regulierung oder Deregulierung der Finanzmärkte : mit 34 Tabellen
1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
The Oxford handbook of quantitative asset management
1
The analytics of risk model validation
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1
Minimum connectedness portfolios and the market for green bonds : advocating socially responsible investment (SRI) activity
Broadstock, David C.
;
Chatziantoniou, Ioannis
;
Gabauer, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 217-253)
.
2022
Persistent link: https://www.econbiz.de/10013283203
Saved in:
2
Measures and assessment of ALM risks in banks : case of Russia
Seryakova, Ekaterina
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 189-198)
.
2021
risk management, as well as scenarios for stress
testing
of liquidity risk. The second part focuses on the concept and …
Persistent link: https://www.econbiz.de/10012591708
Saved in:
3
Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
Bruneau, Catherine
;
Flageollet, Alexis
;
Peng, Zhun
-
2020
Persistent link: https://www.econbiz.de/10012165556
Saved in:
4
Stress-
testing
model for corporate borrower portfolios
Seleznev, Vladimir
;
Surzhko, Denis
;
Khovanskiy, Nikolay
- In:
Financial econometrics and empirical market microstructure
,
(pp. 279-284)
.
2015
Persistent link: https://www.econbiz.de/10011326617
Saved in:
5
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 217-268)
.
2013
Persistent link: https://www.econbiz.de/10010412564
Saved in:
6
Fund-of-Funds Construction by Statistical Multiple
Testing
Methods
Wolf, Michael
;
Wunderli, Dan
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882306
Saved in:
7
Copula choice with factor credit portfolio models
Hamerle, Alfred
;
Plank, Kilian
- In:
Statistical modelling and regression structures : …
,
(pp. 321-336)
.
2010
Persistent link: https://www.econbiz.de/10003964496
Saved in:
8
Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems
Oung, Vichett
- In:
The analytics of risk model validation
,
(pp. 91-111)
.
2008
Persistent link: https://www.econbiz.de/10003868689
Saved in:
9
Portfolio credit risk with backtesting in view
Bühler, Wolfgang
;
Engel, Christoph
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 403-437)
.
2006
Persistent link: https://www.econbiz.de/10003562027
Saved in:
10
Stress tests, maximum loss, and value at risk
Breuer, Thomas
;
Krenn, Gerald
;
Pistovcak, Filip
- In:
Regulierung oder Deregulierung der Finanzmärkte : mit …
,
(pp. 301-313)
.
2002
Persistent link: https://www.econbiz.de/10001681403
Saved in:
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