//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
~subject:"Risk measure"
~person:"Kang, Sang Hoon"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"portfolio optimization"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
29
Portfolio-Management
29
Spillover effect
16
Spillover-Effekt
16
Volatility
13
Volatilität
13
Aktienmarkt
11
Hedging
11
Stock market
11
Risikomaß
9
Estimation
8
Schätzung
8
Welt
7
World
7
Downside risk
6
Oil price
6
Ölpreis
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
Virtual currency
5
Virtuelle Währung
5
Risikomanagement
4
Risk management
4
USA
4
United States
4
BRICS countries
3
BRICS-Staaten
3
Bank
3
Bitcoin
3
COVID-19
3
Commodity derivative
3
Commodity markets
3
Coronavirus
3
Diversification
3
Diversifikation
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Kang, Sang Hoon
Hammoudeh, Shawkat
18
Wang, Ruodu
17
Righi, Marcelo Brutti
12
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
McAleer, Michael
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Mensi, Walid
9
Rüschendorf, Ludger
9
Uryasev, Stan
9
Müller, Fernanda Maria
8
Vanduffel, Steven
8
Zhu, Shushang
8
Brandtner, Mario
7
Härdle, Wolfgang
7
Li, Duan
7
Mora-Valencia, Andrés
7
Tang, Qihe
7
Tiwari, Aviral Kumar
7
Alexander, Gordon J.
6
Bernard, Carole
6
Cai, Jun
6
Furman, Edward
6
Kim, Young Shin
6
Landsman, Zinoviy
6
Nguyen, Duc Khuong
6
Perote, Javier
6
Pérez Amaral, Teodosio
6
Baptista, Alexandre M.
5
Bellini, Fabio
5
Boonen, Tim J.
5
Cesarone, Francesco
5
Chen, Zhiping
5
Guillén, Montserrat
5
Karmakar, Madhusudan
5
Klüppelberg, Claudia
5
Koch Medina, Pablo
5
Kürsten, Wolfgang
5
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
1
Finance research letters
1
International review of financial analysis
1
Pacific-Basin finance journal
1
The world economy : the leading journal on international economic relations
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Ethical and unethical investments under extreme market conditions
Olofsson, Petter
;
Råholm, Anna
;
Uddin, Mohammed Gazi Salah
- In:
International review of financial analysis
78
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013255864
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
4
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
5
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
6
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->