//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling dependence in high di...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
731,387
Theory
716,477
Schätzung
39,846
Estimation
39,014
Welt
36,669
World
36,003
USA
34,626
United States
33,162
Zeitreihenanalyse
31,867
Time series analysis
30,858
Risiko
27,487
Risk
27,274
Geldpolitik
24,835
Portfolio-Management
24,683
Deutschland
24,638
Monetary policy
24,032
Germany
23,097
Prognoseverfahren
21,036
Forecasting model
20,687
Mathematische Optimierung
19,743
Mathematical programming
19,634
Schätztheorie
17,949
Wirtschaftswachstum
17,622
Estimation theory
17,534
Economic growth
17,024
Börsenkurs
16,001
Volatilität
15,799
Share price
15,757
Volatility
15,520
Konsumentenverhalten
12,866
Finanzmarkt
12,750
Kapitaleinkommen
12,733
Spieltheorie
12,722
Consumer behaviour
12,718
Capital income
12,688
Einkommensverteilung
12,592
Financial market
12,536
Experiment
12,285
Income distribution
12,214
more ...
less ...
Online availability
All
Free
8,578
Undetermined
6,049
CC license
392
Type of publication
All
Article
12,940
Book / Working Paper
11,494
Journal
25
Type of publication (narrower categories)
All
Article in journal
11,610
Aufsatz in Zeitschrift
11,610
Graue Literatur
3,478
Non-commercial literature
3,478
Arbeitspapier
3,159
Working Paper
3,159
Aufsatz im Buch
1,063
Book section
1,063
Hochschulschrift
984
Thesis
825
Lehrbuch
292
Textbook
271
Collection of articles of several authors
223
Sammelwerk
223
Bibliografie enthalten
159
Bibliography included
159
Collection of articles written by one author
157
Sammlung
157
Aufsatzsammlung
114
Conference paper
76
Konferenzbeitrag
76
Glossar enthalten
64
Glossary included
64
Konferenzschrift
56
Handbook
51
Handbuch
51
Conference proceedings
39
Mikroform
27
Systematic review
25
Übersichtsarbeit
25
Forschungsbericht
21
Case study
19
Fallstudie
19
Bibliografie
15
Amtsdruckschrift
12
CD-ROM, DVD
12
Government document
12
Mehrbändiges Werk
12
Multi-volume publication
12
Reprint
11
more ...
less ...
Language
All
English
23,112
German
1,158
French
79
Italian
53
Spanish
24
Polish
22
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Undetermined
3
Portuguese
2
Afrikaans
1
Finnish
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
Fabozzi, Frank J.
157
Maurer, Raimond
78
Platen, Eckhard
58
Gollier, Christian
55
McAleer, Michael
52
Satchell, Stephen
52
Korn, Ralf
48
Guidolin, Massimo
47
Ang, Andrew
46
Mitchell, Olivia S.
46
Uppal, Raman
46
Campbell, John Y.
43
Markowitz, Harry
43
Lo, Andrew W.
42
Post, Thierry
40
Härdle, Wolfgang
39
Wong, Wing Keung
39
Escobar, Marcos
37
Prigent, Jean-Luc
37
Račev, Svetlozar T.
37
Levy, Haim
36
Li, Duan
36
Vanduffel, Steven
36
Zagst, Rudi
36
Viceira, Luis M.
35
Wang, Ruodu
35
Lucas, André
34
Wong, Hoi Ying
34
Bodie, Zvi
33
Zhou, Guofu
33
Albrecht, Peter
32
Başak, Suleyman
31
Schenk-Hoppé, Klaus Reiner
31
Van Wincoop, Eric
31
Boudt, Kris
30
Kane, Alex
30
Kraft, Holger
30
Vries, Casper G. de
30
Hens, Thorsten
29
Paterlini, Sandra
29
more ...
less ...
Institution
All
National Bureau of Economic Research
286
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Center for Economic Research <Tilburg>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Mannheim
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
5
Goethe-Universität Frankfurt am Main
4
Lunds Universitet / Nationalekonomiska Institutionen
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Canterbury / Dept. of Economics and Finance
4
World Bank
4
Association for Investment Management and Research
3
Basel Committee on Banking Supervision
3
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
OECD
3
Springer-Verlag GmbH
3
Technische Universität Ilmenau
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
345
Journal of banking & finance
342
Insurance / Mathematics & economics
327
NBER working paper series
279
Finance research letters
277
NBER Working Paper
226
Working paper / National Bureau of Economic Research, Inc.
219
Journal of economic dynamics & control
195
International journal of theoretical and applied finance
173
Finance and stochastics
169
Quantitative finance
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Journal of financial economics
155
Management science : journal of the Institute for Operations Research and the Management Sciences
148
The journal of portfolio management : a publication of Institutional Investor
140
Journal of empirical finance
138
Research paper series / Swiss Finance Institute
137
Risks : open access journal
135
International review of financial analysis
130
Applied economics
116
Economic modelling
115
Economics letters
113
International review of economics & finance : IREF
112
The European journal of finance
111
The journal of finance : the journal of the American Finance Association
110
The review of financial studies
107
The North American journal of economics and finance : a journal of financial economics studies
103
Computational economics
102
The journal of asset management
101
Journal of risk and financial management : JRFM
96
Discussion paper / Centre for Economic Policy Research
93
Journal of risk
91
Swiss Finance Institute Research Paper
91
Discussion paper / Tinbergen Institute
88
The journal of portfolio management : JPM
88
Mathematics and financial economics
84
Discussion papers / CEPR
82
Working paper
76
SpringerLink / Bücher
74
Applied economics letters
73
more ...
less ...
Source
All
ECONIS (ZBW)
24,458
RePEc
1
Showing
1
-
10
of
24,459
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
2
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
3
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial
dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
4
Modeling
dependence
structure and forecasting portfolio value-at-risk with dynamic
copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
5
Modeling dependencies in finance using copulae
Härdle, Wolfgang
(
contributor
);
Okhrin, Ostap
(
contributor
)
-
2008
In this paper we provide a review of copula
theory
with applications to finance. We illustrate the idea on the …
Persistent link: https://www.econbiz.de/10003727552
Saved in:
6
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
7
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
8
Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael
;
Packham, Natalie
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 34-44
Persistent link: https://www.econbiz.de/10010526460
Saved in:
9
Tail
dependence
and heavy tailedness in extreme risks
Ji, Liuyan
;
Ken Seng Tan
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
10
Portfolio management with tail
dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->