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subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~person:"Ghorbel, Ahmed"
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Portfolio selection
Statistische Verteilung
Multivariate Verteilung
11
Multivariate distribution
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ARCH model
6
ARCH-Modell
6
Hedging
5
Portfolio-Management
5
Risikomaß
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Risk measure
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Oil price
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Börsenkurs
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co-movement
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dependence structure
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hedge ratio
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oil price
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tail dependence
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vine copula
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Ghorbel, Ahmed
Okhrin, Ostap
17
Einmahl, John H. J.
11
Härdle, Wolfgang
9
Smith, Michael S.
9
Okhrin, Yarema
8
Sahamkhadam, Maziar
8
Segers, Johan
8
Tiwari, Aviral Kumar
8
Berger, Theo
7
Cossette, Hélène
7
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7
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Weiß, Gregor
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7
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6
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6
Hammoudeh, Shawkat
6
Hua, Lei
6
Koopman, Siem Jan
6
Krajina, Andrea
6
Laeven, Roger J. A.
6
Patton, Andrew J.
6
Romagnoli, Silvia
6
Schienle, Melanie
6
Stephan, Andreas
6
Su, Jianxi
6
Weigert, Florian
6
Chang, Kuang-Liang
5
Czado, Claudia
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Fantazzini, Dean
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Herwartz, Helmut
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Krauss, Christopher
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Ly, Sel
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Marceau, Etienne
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Nguyen, Duc Khuong
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American journal of finance and accounting
2
Economic modelling
1
International Journal of Financial Markets and Derivatives : IJFMD
1
The journal of asset management
1
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1
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
2
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
3
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
4
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
5
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
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