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~subject:"Portfolio selection"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
2,423
Multivariate distribution
2,420
Theorie
1,166
Theory
1,166
Risikomaß
461
Risk measure
460
Statistical distribution
447
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447
Portfolio-Management
432
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365
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357
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354
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316
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296
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232
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213
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207
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203
Welt
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195
Multivariate Analyse
187
Multivariate analysis
182
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177
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copula
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Sahamkhadam, Maziar
8
Berger, Theo
7
Okhrin, Ostap
7
Tiwari, Aviral Kumar
7
Stephan, Andreas
6
Weigert, Florian
6
Ghorbel, Ahmed
5
Hernandez, Jose Arreola
5
Härdle, Wolfgang
5
Krauss, Christopher
5
Mba, Jules Clement
5
Reboredo, Juan Carlos
5
Romagnoli, Silvia
5
Satchell, Stephen
5
Stübinger, Johannes
5
Barbi, Massimiliano
4
Hammoudeh, Shawkat
4
Han, Yingwei
4
Herbertsson, Alexander
4
Hoang, Thi Hong Van
4
Huggenberger, Markus
4
Karmakar, Madhusudan
4
Shahzad, Syed Jawad Hussain
4
Su, Xiaoshan
4
Zhao, Yang
4
Alcock, Jamie
3
Avdulaj, Krenar
3
Ayala, Astrid
3
Barunik, Jozef
3
Bedoui, Rihab
3
Belkacem, Lotfi
3
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3
Bouri, Elie
3
Cerrato, Mario
3
Chabi-Yo, Fousseni
3
Cousin, Areski
3
Crépey, Stéphane
3
Di Clemente, Annalisa
3
Fortin, Ines
3
Geman, Hélyette
3
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Insurance / Mathematics & economics
19
Applied economics
14
Journal of banking & finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Economic modelling
9
Energy economics
9
Finance research letters
8
European journal of operational research : EJOR
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
7
Computational economics
5
Risks : open access journal
5
The European journal of finance
5
Pacific-Basin finance 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 & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
432
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421
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
422
Credit Correlation : Life after Copulas
Lipton, Alexander
-
2007
Key Features:Contributors are practitioners and academics from leading institutions such as Citigroup, Lehmen Brothers, JP Morgan, University of Cambridge, Imperial College London and Stanford University.
Persistent link: https://www.econbiz.de/10012690954
Saved in:
423
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
424
Measuring portfolio value-at-risk by a Copula-Evt based approach
Di Clemente, Annalisa
;
Romano, Claudio
- In:
Studi economici : rivista quadrimestrale
60
(
2005
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10003795532
Saved in:
425
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
426
A note on the large homogeneous portfolio approximation with the student-t copula
Schlögl, Lutz
;
O'Kane, Dominic
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 577-584
Persistent link: https://www.econbiz.de/10003133291
Saved in:
427
Portfoliooptimierung unter Berücksichtigung höherer Momente
Guse, Frank
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013433016
Saved in:
428
Measuring and optimizing portfolio credit risk : a Copula-based approach
Di Clemente, Annalisa
;
Romano, Claudio A.
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 325-357
Persistent link: https://www.econbiz.de/10003690352
Saved in:
429
Characterizing dependence in financial series
Chollete, Lorán
-
2004
Persistent link: https://www.econbiz.de/10003549398
Saved in:
430
Hedge funds: a copula approach for risk management
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Risk measures for the 21st century
,
(pp. 303-320)
.
2004
Persistent link: https://www.econbiz.de/10002081631
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