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Risk measure
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Journal of banking & finance
Insurance / Mathematics & economics
105
European journal of operational research : EJOR
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55
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Finance research letters
39
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ECONIS (ZBW)
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61
Mean-variance portfolio selection wit "at-risk" constraints and discrete distributions
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3761-3781
Persistent link: https://www.econbiz.de/10003604663
Saved in:
62
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
Saved in:
63
Hedge fund portfolio construction : a comparison of static and dynamic approaches
Giamouridis, Daniel
;
Vrontos, Ionnis D.
- In:
Journal of banking & finance
31
(
2007
)
1
,
pp. 199-217
Persistent link: https://www.econbiz.de/10003403194
Saved in:
64
Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.
;
Goldberg, Lawrence G.
;
Hanweck, Gerald …
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
Saved in:
65
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
66
Dynamic portfolio selection with process control
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 317-339
Persistent link: https://www.econbiz.de/10003291264
Saved in:
67
The hidden dangers of historial simulation
Pritsker, Matthew
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003291321
Saved in:
68
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
69
Master funds in portfolio analysis with general deviation measures
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 743-778
Persistent link: https://www.econbiz.de/10003291372
Saved in:
70
Analysis of criteria VaR and CVaR
Kibzun, Andrej I.
;
Kuznetsov, Evgeniy A.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 779-796
Persistent link: https://www.econbiz.de/10003291381
Saved in:
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