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~subject:"Portfolio selection"
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Operational risk : A Basel II+...
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Portfolio selection
Risikomaß
271
Risk measure
270
risk measures
229
Risk measures
221
Theorie
213
Theory
212
Risk
210
Risiko
209
Risk management
167
Risikomanagement
161
Messung
155
Measurement
154
Portfolio-Management
131
Multivariate Verteilung
81
Multivariate distribution
81
Bank risk
58
Bankrisiko
58
EVT
57
Statistical distribution
54
Statistische Verteilung
54
Risikomodell
45
Risk model
45
Stochastic process
44
Stochastischer Prozess
44
Vine copula
44
Mathematical programming
38
Mathematische Optimierung
38
Capital income
37
Kapitaleinkommen
37
ARCH model
35
ARCH-Modell
35
Operational risk
35
vine copula
35
GARCH
31
Operationelles Risiko
30
VaR
30
Volatility
29
Volatilität
29
Forecasting model
28
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Undetermined
78
Free
31
CC license
7
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Article
122
Book / Working Paper
10
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Article in journal
120
Aufsatz in Zeitschrift
120
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Conference paper
2
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2
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1
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1
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English
131
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Munari, Cosimo-Andrea
9
Righi, Marcelo Brutti
8
Koch Medina, Pablo
6
Farkas, Walter
5
Pichler, Alois
4
Sahamkhadam, Maziar
4
Stephan, Andreas
4
Karmakar, Madhusudan
3
Moresco, Marlon Ruoso
3
Müller, Fernanda Maria
3
Paul, Samit
3
Schlotter, Ruben
3
Tiwari, Aviral Kumar
3
Bedoui, Rihab
2
Bernardi, Mauro
2
Bignozzi, Valeria
2
Ceretta, Paulo Sergio
2
Cifuentes, Arturo
2
Cossette, Hélène
2
Delage, Erick
2
Feng, Runhuan
2
Gao, Niushan
2
Georghiou, Angelos
2
Lööf, Hans
2
Marceau, Etienne
2
Maruotti, Antonello
2
Munari, Cosimo
2
Möller, Philipp M.
2
Pagnoncelli, Bernardo K.
2
Paraschiv, Florentina
2
Petrella, Lea
2
Poursoltani, Mehran
2
Shapiro, Alexander
2
Trucíos, Carlos
2
Wang, Ruodu
2
Wong, Wing Keung
2
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alcock, Jamie
1
Allaj, Erindi
1
Alqahtani, Faisal
1
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Insurance / Mathematics & economics
11
Mathematics of operations research
5
Quantitative finance
5
Applied economics
4
Finance research letters
4
Journal of risk
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Operations research letters
4
Risks : open access journal
4
Insurance : mathematics and economics
3
Journal of banking & finance
3
Research paper series / Swiss Finance Institute
3
The North American journal of economics and finance : a journal of financial economics studies
3
Astin bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
Finance and stochastics
2
INFORMS journal on computing : JOC
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Journal of the Operational Research Society
2
Mathematics and financial economics
2
Multinational finance journal
2
Administrative Sciences : open access journal
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied mathematical finance
1
CESIS electronic working paper series
1
Computational management science
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
Discussion paper
1
Discussion paper / Department of Business and Management Science
1
ECARES working paper
1
Econometrics : open access journal
1
Economic modelling
1
Economics and business review
1
Economies : open access journal
1
Energy economics
1
Financial markets and portfolio management
1
Global business & economics review
1
Handbook of Insurance : Volume II
1
IMA journal of management mathematics
1
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ECONIS (ZBW)
131
RePEc
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1
Hedge funds portfolio optimisation using a vine copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
2
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
3
A hybrid risks-informed approach for the selection of supplier portfolio
Fang, Chao
;
Liao, Xiangxiang
;
Xie, Min
- In:
International journal of production research
54
(
2016
)
7/8
,
pp. 2019-2034
Persistent link: https://www.econbiz.de/10011495733
Saved in:
4
Navigating uncertainty : the impact of economic policy on corporate data asset allocation
Chen, Rongda
;
Tao, Kerun
;
Jin, Chenglu
;
Zhang, Jiacheng
; …
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015326874
Saved in:
5
Influence of external factors on the Taiwan Stock Exchange
Huang, Chin-wen
- In:
The international journal of business and finance …
8
(
2014
)
4
,
pp. 109-120
Persistent link: https://www.econbiz.de/10010361313
Saved in:
6
The impact of extreme values on the assessment of financial assets
Mansour, Sihem
;
Hellara, Slaheddine
- In:
International journal of monetary economics and finance
8
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011374612
Saved in:
7
Extreme risk modeling : an
EVT
-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
8
Co-movement, dependence structure and ethical investment funds under GFC
Luo, Hang
;
Bhatti, Muhammad Ishaq
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
Saved in:
9
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
10
Relative efficiency of component GARCH-
EVT
approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
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