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~person:"Hammoudeh, Shawkat"
~subject:"Risikomaß"
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EMU and Portfolio Diversificat...
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Risikomaß
Portfolio selection
42
Portfolio-Management
42
Risk measure
22
Volatility
21
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19
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18
Aktienmarkt
15
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1995-2009
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Derivat
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Islamisches Finanzsystem
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Risk
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Arabische Golf-Staaten
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BRICS-Staaten
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22
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Hammoudeh, Shawkat
McAleer, Michael
51
Wang, Ruodu
23
Pérez Amaral, Teodosio
22
Rosazza Gianin, Emanuela
19
Fabozzi, Frank J.
16
Härdle, Wolfgang
16
Jiménez-Martín, Juan-Ángel
16
Rüschendorf, Ludger
15
Allen, David E.
14
Chang, Chia-Lin
14
Righi, Marcelo Brutti
14
Vries, Casper G. de
14
Brandtner, Mario
13
Fortin, Ines
13
Vanduffel, Steven
13
Janabi, Mazin A. M. al
12
Lucas, André
12
Hlouskova, Jaroslava
11
Albrecht, Peter
10
Bernard, Carole
10
Farkas, Walter
10
Hyung, Namwon
10
Mao, Tiantian
10
Mensi, Walid
10
Stoja, Evarist
10
Uryasev, Stan
10
Zhang, Xin
10
Kang, Sang Hoon
9
Kim, Young Shin
9
Müller, Fernanda Maria
9
Paolella, Marc S.
9
Rengifo, Erick W.
9
Stoyanov, Stoyan V.
9
Weigert, Florian
9
Zenios, Stauros Andrea
9
Zhu, Shushang
9
Alexander, Gordon J.
8
Bellini, Fabio
8
Cai, Jun
8
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Econometric Institute research papers
2
Journal of international financial markets, institutions & money
2
Working paper
2
Economic modelling
1
Emerging markets review
1
Energy economics
1
Finance research letters
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
22
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1
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
2
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
Saved in:
3
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:
4
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:
5
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
6
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
7
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
8
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
9
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
10
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
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