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~isPartOf:"The journal of alternative investments"
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The journal of alternative investments
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
87
Economic modelling
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Energy economics
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
55
Journal of empirical finance
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Applied economics
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Journal of risk and financial management : JRFM
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Quantitative finance
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Journal of risk management in financial institutions
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International journal of theoretical and applied finance
46
The journal of operational risk
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Journal of forecasting
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The European journal of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Scandinavian actuarial journal
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Econometric Institute research papers
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1
Price change, volatility, and accurate VaR : evidence from the NSW and QLD power markets
Handika, Rangga
;
Khudri, T. B. M. Yusuf
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 82-95
Persistent link: https://www.econbiz.de/10011876289
Saved in:
2
Limits to diversification : tail risks in real estate portfolios
Stein, Michael
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10011745098
Saved in:
3
Semivolatility of returns as a measure of downside risk
Chambers, Donald Robert
;
Lu, Qin
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 68-74
Persistent link: https://www.econbiz.de/10011655929
Saved in:
4
Portfolio management with drawdown-based measures
Molyboga, Marat
;
L'Ahelec, Christophe
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 75-89
Persistent link: https://www.econbiz.de/10011655934
Saved in:
5
Matrix metrics : network-based systemic risk scoring
Das, Sanjiv R.
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 33-51
Persistent link: https://www.econbiz.de/10011471132
Saved in:
6
TRC networks and systemic risk
Lo, Andrew W.
;
Stein, Roger M.
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 52-67
Persistent link: https://www.econbiz.de/10011471134
Saved in:
7
Form PF and the systemic risk of hedge funds : risk-measurement precision for option portfolios
Flood, Mark D.
;
Monin, Phillip
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011471235
Saved in:
8
Drawdown control with a risk floor
Zhou, Joe
;
Shang, James
- In:
The journal of alternative investments
17
(
2014/15
)
4
,
pp. 79-94
Persistent link: https://www.econbiz.de/10011283648
Saved in:
9
Understanding the estimation risks of value at risk
Chambers, Donald Robert
;
Kelly, Michael A.
;
Lu, Qin
- In:
The journal of alternative investments
16
(
2013/14
)
3
,
pp. 64-85
Persistent link: https://www.econbiz.de/10010248328
Saved in:
10
A note on the use of modified value-at-risk
Cavenaile, Laurent
;
Lejeune, Thomas
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 79-83
Persistent link: https://www.econbiz.de/10009550869
Saved in:
11
Limited liability leverage (L3) : a new measure of leverage
Jorion, Philippe
;
Cherem, Mayer
- In:
The journal of alternative investments
13
(
2010/11
)
3
,
pp. 35-42
Persistent link: https://www.econbiz.de/10008839725
Saved in:
12
The StressVaR : a new risk concept for extreme risk and fund allocation
Coste, Cyril
;
Douady, Raphaël
;
Zovko, Ilija I.
- In:
The journal of alternative investments
13
(
2010/11
)
3
,
pp. 10-23
Persistent link: https://www.econbiz.de/10008839728
Saved in:
13
The value of liquidity from the hedge fund portfolio manager’s perspective
Gagnon, Martin
;
Laroche, Pierre
;
Rémillard, Bruno
- In:
The journal of alternative investments
13
(
2010/11
)
4
,
pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
Saved in:
14
The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent
;
Coën, Alain
;
Hübner, Georges
- In:
The journal of alternative investments
13
(
2010/11
)
4
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
Saved in:
15
Dynamic conditional correlation models in a multiple financial asset portfolio
Groth, Martin
;
Thåström, Per
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 8-20
Persistent link: https://www.econbiz.de/10003881609
Saved in:
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