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subject:"Portfolio selection"
~person:"Cerrato, Mario"
~person:"Hlawatsch, Stefan"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Multivariate Verteilung
9
Multivariate distribution
9
Theorie
7
Theory
7
Portfolio-Management
6
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
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Capital income
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Time series analysis
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Copula
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Credit risk
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Dependence structure
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Finanzmathematik
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Foreign exchange management
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Forex factor
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GAS-based GHST copula
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Generalized autoregressive score
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Higher order comoments
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Hyperbolic generalized skewed t copula
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Cerrato, Mario
Hlawatsch, Stefan
Sahamkhadam, Maziar
8
Berger, Theo
7
Okhrin, Ostap
7
Tiwari, Aviral Kumar
7
Stephan, Andreas
6
Weigert, Florian
6
Ghorbel, Ahmed
5
Hernandez, Jose Arreola
5
Härdle, Wolfgang
5
Krauss, Christopher
5
Reboredo, Juan Carlos
5
Romagnoli, Silvia
5
Satchell, Stephen
5
Stübinger, Johannes
5
Barbi, Massimiliano
4
Hammoudeh, Shawkat
4
Han, Yingwei
4
Herbertsson, Alexander
4
Hoang, Thi Hong Van
4
Huggenberger, Markus
4
Karmakar, Madhusudan
4
Mba, Jules Clement
4
Shahzad, Syed Jawad Hussain
4
Zhao, Yang
4
Alcock, Jamie
3
Avdulaj, Krenar
3
Ayala, Astrid
3
Barunik, Jozef
3
Bedoui, Rihab
3
Belkacem, Lotfi
3
Blazsek, Szabolcs
3
Bouri, Elie
3
Chabi-Yo, Fousseni
3
Cousin, Areski
3
Crépey, Stéphane
3
Di Clemente, Annalisa
3
Fortin, Ines
3
Geman, Hélyette
3
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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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The international journal of finance
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ECONIS (ZBW)
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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
Portfolio management under asymmetric dependence and distribution
Hlawatsch, Stefan
;
Reichling, Peter
-
2010
Persistent link: https://www.econbiz.de/10008902551
Saved in:
4
Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan
;
Reichling, Peter
-
2010
Persistent link: https://www.econbiz.de/10008902555
Saved in:
5
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
Saved in:
6
Portfolio management under asymmetric dependence and distribution
Hlawatsch, Stefan
;
Reichling, Peter
- In:
The international journal of finance
23
(
2011
)
1
,
pp. 6645-6671
Persistent link: https://www.econbiz.de/10009655286
Saved in:
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