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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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89
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73
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Prokopczuk, Marcel
14
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13
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8
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6
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5
Wese Simen, Chardin
5
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2
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2
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2
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2
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2
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2
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2
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2
Tharann, Björn
2
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2
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1
Bu, Ziwen
1
Burke, Simon P.
1
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1
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1
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1
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International review of financial analysis
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
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3
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ECONIS (ZBW)
35
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1
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
2
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
3
Model risk of expected shortfall
Lazar, Emese
;
Zhang, Ning
- In:
Journal of banking & finance
105
(
2019
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012163809
Saved in:
4
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
5
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
6
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels
Lazar, Emese
;
Pan, Jingqi
;
Wang, Shixuan
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548240
Saved in:
7
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
8
Measures of model risk for continuous-time finance models
Lazar, Emese
;
Qi, Shuyuan
;
Tunaru, Radu
-
2024
Persistent link: https://www.econbiz.de/10015338808
Saved in:
9
Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
Saved in:
10
Is commodity index investing profitable?
Fethke, Tobias
;
Prokopczuk, Marcel
-
2018
Persistent link: https://www.econbiz.de/10011869031
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