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subject:"Portfolio selection"
~person:"Cerrato, Mario"
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Portfolio selection
Multivariate Verteilung
6
Multivariate distribution
6
Theorie
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ARCH model
3
ARCH-Modell
3
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Portfolio-Management
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Cerrato, Mario
Sahamkhadam, Maziar
8
Berger, Theo
7
Okhrin, Ostap
7
Tiwari, Aviral Kumar
7
Stephan, Andreas
6
Weigert, Florian
6
Ghorbel, Ahmed
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Hernandez, Jose Arreola
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Härdle, Wolfgang
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Krauss, Christopher
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Reboredo, Juan Carlos
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Romagnoli, Silvia
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Satchell, Stephen
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Stübinger, Johannes
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Barbi, Massimiliano
4
Hammoudeh, Shawkat
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Han, Yingwei
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Herbertsson, Alexander
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Hoang, Thi Hong Van
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Huggenberger, Markus
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Karmakar, Madhusudan
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Mba, Jules Clement
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Shahzad, Syed Jawad Hussain
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Zhao, Yang
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Alcock, Jamie
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Avdulaj, Krenar
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Ayala, Astrid
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Barunik, Jozef
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Bedoui, Rihab
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Belkacem, Lotfi
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Crépey, Stéphane
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Discussion papers / Adam Smith Business School, University of Glasgow
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International review of financial analysis
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Journal of empirical finance
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1
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
2
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
3
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
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