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  • Search: subject:"Normal Tempered Stable distribution"
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Year of publication
Subject
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Statistical distribution 8 Statistische Verteilung 8 ARCH model 5 ARCH-Modell 5 Portfolio selection 5 Portfolio-Management 5 Theorie 5 Theory 5 portfolio optimization 5 multivariate normal tempered stable distribution 4 Normal tempered stable distribution 3 Option pricing theory 3 Optionspreistheorie 3 Risikomaß 3 Risk measure 3 ARMA-GARCH model 2 Capital income 2 Foster-Hart risk 2 GARCH model 2 Kapitaleinkommen 2 Markov regime-switching model 2 Risiko 2 Risikomanagement 2 Risk 2 Risk management 2 Volatility 2 Volatilität 2 conditional drawdown-at-risk 2 conditional value-at-risk 2 fat-tailed distribution 2 marginal contribution 2 normal tempered stable distribution 2 portfolio budgeting 2 portfolio risk 2 Aktienmarkt 1 Asset-Backed Securities 1 Asset-backed securities 1 Asset-liability management 1 Average Value-at-Risk (AVaR) 1 Bilanzstrukturmanagement 1
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Online availability
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Free 5 Undetermined 5 CC license 1
Type of publication
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Article 9 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 1 Working Paper 1
Language
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English 10 Undetermined 1
Author
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Kim, Young Shin 9 Kurosaki, Tetsuo 3 Rachev, Svetlozar T. 3 Fabozzi, Frank J. 2 Giacometti, Rosella 2 Mignacca, Domenico 2 Mittnik, Stefan 2 Peng, Cheng 2 Anand, Abhinav 1 Charfi, Sahar 1 Douady, Raphaël 1 Kim, Sung Ik 1 Li, Tiantian 1 Mselmi, Farouk 1 Mu, Yu 1 Roh, Kum-Hwan 1 Shao, Barret Pengyuan 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie 1
Published in...
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International journal of forecasting 1 International journal of theoretical and applied finance 1 Investment management and financial innovations 1 Journal of Risk and Financial Management 1 Journal of banking & finance 1 Journal of risk and financial management : JRFM 1 KIT Working Paper Series in Economics 1 Quantitative finance 1 Quantitative finance and economics 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working Paper Series in Economics 1
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Source
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ECONIS (ZBW) 8 EconStor 2 RePEc 1
Showing 11 - 11 of 11
Cover Image
Mean-CoAVaR optimization for global banking portfolios
Kurosaki, Tetsuo; Kim, Young Shin - In: Investment management and financial innovations 10 (2013) 2, pp. 15-20
Persistent link: https://www.econbiz.de/10010201114
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