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Capital income
Risk
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Gupta, Rangan
48
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23
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23
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22
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19
Hammoudeh, Shawkat
18
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16
Chiang, Thomas C.
16
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15
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15
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14
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14
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12
Demirer, Rıza
12
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Finance research letters
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NBER working paper series
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Journal of banking & finance
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Journal of financial economics
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NBER Working Paper
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International review of financial analysis
62
Journal of empirical finance
61
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Energy economics
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The journal of real estate finance and economics
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The review of financial studies
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
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Economics letters
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Journal of econometrics
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The journal of asset management
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Risks : open access journal
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Applied financial economics
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Journal of financial markets
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Journal of international money and finance
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Applied economics letters
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CESifo working papers
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Cogent economics & finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
4,540
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1
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1
Fuzzy value-at-
risk
and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
2
Return
risk
map in a fuzzy environment
Brotons, José M.
;
Terceño, Antonio
- In:
Fuzzy economic review : the review of the International …
16
(
2011
)
2
,
pp. 33-57
Persistent link: https://www.econbiz.de/10009549477
Saved in:
3
Tail dependence in financial markets : a dynamic copula approach
Cortese, Federico Pasquale
- In:
Risks : open access journal
7
(
2019
)
4/116
,
pp. 1-14
in the computation of Value-at-
Risk
(VaR). Results show that copulas provide more sophisticated results in terms of the …
Persistent link: https://www.econbiz.de/10012127765
Saved in:
4
The importance of window size : a study on the required window size for optimal-quality market
risk
models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
5
Introducing global term structure in a
risk
parity framework
Stagnol, Lauren
-
2017
Persistent link: https://www.econbiz.de/10011738994
Saved in:
6
Overnight news and daily equity trading
risk
limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
7
Volatility vs. downside
risk
: optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
8
Systemic
risk
-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
9
A neural network with shared dynamics for multi‐step prediction of value‐at‐
risk
and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
10
Systematic tail
risk
Oordt, Maarten R. C. van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
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