Narrow search
Showing 1 - 10 of 272
Cover Image
Capturing downside risk in financial markets : the case of the Asian Crisis
Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 18 (1999) 6, pp. 853-870
Persistent link: https://www.econbiz.de/10001429195
Cover Image
Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - 1995
Persistent link: https://www.econbiz.de/10000909287
Cover Image
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel; Huisman, Ronald; Koedijk, Kees - In: Journal of banking & finance 25 (2001) 9, pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Cover Image
Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - In: Journal of empirical finance 7 (2000) 3/4, pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Cover Image
Diversification metldown or the impact of fat tails on conditional correlation?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - 2003
Persistent link: https://www.econbiz.de/10001892119
Cover Image
Investment beliefs : a positive approach to institutional investing
Koedijk, Kees; Slager, Alfred - 2011
Persistent link: https://www.econbiz.de/10008654595
Cover Image
Portfolio implications of systemic crises
Kole, Erik; Koedijk, Kees; Verbeek, Marno - In: Journal of banking & finance 30 (2006) 8, pp. 2347-2369
Persistent link: https://www.econbiz.de/10003355801
Cover Image
Selecting copulas for risk management
Kole, Erik; Koedijk, Kees; Verbeek, Marno - 2006
Persistent link: https://www.econbiz.de/10003322651
Cover Image
Selecting copulas for risk management
Kole, Erik; Koedijk, Kees; Verbeek, Marno - In: Journal of banking & finance 31 (2007) 8, pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Cover Image
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi - In: Journal of banking & finance 29 (2005) 12, pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873