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Hierarchical Risk Parity Using...
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Risikomaß
Portfolio-Management
51,476
Portfolio selection
51,130
Theorie
22,529
Theory
22,311
Kapitaleinkommen
9,162
Capital income
9,151
Anlageverhalten
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Risiko
6,470
Risk
6,469
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5,480
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5,419
Kapitalanlage
4,791
CAPM
4,739
Risikomanagement
4,723
Financial investment
4,563
Risk management
4,486
Börsenkurs
3,686
Share price
3,663
Welt
3,591
World
3,549
Risk measure
3,135
USA
3,089
United States
2,985
Schätzung
2,966
Volatilität
2,945
Aktienmarkt
2,944
Volatility
2,923
Estimation
2,914
Stock market
2,900
Hedging
2,635
Graphentheorie
2,604
Graph theory
2,572
Mathematische Optimierung
2,435
Mathematical programming
2,428
Finanzmarkt
2,178
Financial market
2,148
Finanzanalyse
2,097
Financial analysis
2,025
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Graue Literatur
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2
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1
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1
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German
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French
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McAleer, Michael
35
Wang, Ruodu
31
Al Janabi, Mazin A. M.
21
Fabozzi, Frank J.
19
Härdle, Wolfgang
19
Rosazza Gianin, Emanuela
19
Pérez Amaral, Teodosio
18
Righi, Marcelo Brutti
18
Hammoudeh, Shawkat
17
Vries, Casper G. de
17
Vanduffel, Steven
15
Munari, Cosimo-Andrea
14
Rüschendorf, Ludger
14
Allen, David E.
13
Hyung, Namwon
12
Brandtner, Mario
11
Csóka, Péter
11
Fortin, Ines
11
Hlouskova, Jaroslava
11
Jiménez-Martín, Juan-Ángel
11
Kim, Young Shin
11
Rengifo, Erick W.
11
Tsanakas, Andreas
11
Albrecht, Peter
10
Boonen, Tim J.
10
Farkas, Walter
10
Li, Duan
10
Mao, Tiantian
10
Račev, Svetlozar T.
10
Stoyanov, Stoyan V.
10
Zenios, Stauros Andrea
10
Bernard, Carole
9
Chen, Zhiping
9
Consigli, Giorgio
9
Furman, Edward
9
Landsman, Zinoviy
9
Paolella, Marc S.
9
Powell, Robert
9
Rösch, Daniel
9
Stoja, Evarist
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National Bureau of Economic Research
4
Basel Committee on Banking Supervision
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Friedrich-Schiller-Universität Jena
3
Springer Fachmedien Wiesbaden
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Angewandte Wissenschaften <Amberg
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Universität Augsburg
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
World Bank Group
1
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Insurance / Mathematics & economics
109
Journal of banking & finance
79
European journal of operational research : EJOR
77
Finance research letters
60
Journal of risk
56
Risks : open access journal
55
Quantitative finance
37
Economic modelling
36
International review of financial analysis
31
Journal of risk and financial management : JRFM
28
International journal of theoretical and applied finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of risk model validation
25
Applied economics
23
Computational economics
23
Research paper series / Swiss Finance Institute
22
Discussion paper / Tinbergen Institute
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Finance and stochastics
20
Journal of economic dynamics & control
20
Mathematics of operations research
20
Operations research
20
The European journal of finance
20
Research in international business and finance
19
Journal of empirical finance
18
Journal of forecasting
18
Operations research letters
17
The journal of credit risk : published quarterly by Incisive Media
16
Journal of econometrics
15
International journal of forecasting
14
International review of economics & finance : IREF
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Mathematics and financial economics
14
Scandinavian actuarial journal
14
Journal of mathematical finance
13
The journal of asset management
13
Working papers
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of international financial markets, institutions & money
12
Working paper
12
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ECONIS (ZBW)
3,140
EconStor
11
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
BASE
1
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1
Eccentricity in asset management
Kaya, Hakan
- In:
The journal of network theory in finance
1
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011374587
Saved in:
2
Portfolio creation using graph characteristics
Danko, Jakub
;
Soltes, Vincent
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 180-189
Persistent link: https://www.econbiz.de/10012002794
Saved in:
3
Proposal of creation of a portfolio with minimal risk
Soltes, Vincent
;
Danko, Jakub
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 107-115
Persistent link: https://www.econbiz.de/10011817630
Saved in:
4
Bitcoin risk modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
5
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
6
Fuzzy risk management for project financing
Mazzoleni, Piera
- In:
Soft computing for risk evaluation and management : …
,
(pp. 432-446)
.
2013
Persistent link: https://www.econbiz.de/10010188109
Saved in:
7
Risk in large claims insurance market with bipartite graph structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Operations research
64
(
2016
)
5
,
pp. 1159-1176
Persistent link: https://www.econbiz.de/10011594678
Saved in:
8
Detecting large risk-averse 2-clubs in graphs with random edge failures
Mahdavi Pajouh, Foad
;
Moradi, Esmaeel
;
Balasundaram, …
- In:
Applied optimization and data mining : dedicated to Dr. …
,
(pp. 55-73)
.
2017
Persistent link: https://www.econbiz.de/10011616174
Saved in:
9
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
10
A structured solution framework for fuzzy minimum spanning tree problem and its variants under different criteria
Wang, Ke
;
Zhou, Yulin
;
Tian, Guichao
;
Goh, Mark
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
4
,
pp. 497-528
Persistent link: https://www.econbiz.de/10012651810
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