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Risk management
Portfolio-Management
52,028
Portfolio selection
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Stock market
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Theorie
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8,413
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Fabozzi, Frank J.
32
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23
Wang, Ruodu
21
Hammoudeh, Shawkat
20
Bhansali, Vineer
16
McAleer, Michael
16
Roncalli, Thierry
16
Righi, Marcelo Brutti
15
Diebold, Francis X.
13
Rosazza Gianin, Emanuela
13
Härdle, Wolfgang
12
Martellini, Lionel
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Kakushadze, Zura
11
Schuermann, Til
11
Tiwari, Aviral Kumar
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10
Chen, An
10
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10
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Ken Seng Tan
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Springer Nature Switzerland AG
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Verlag Wissenschaft & Praxis Dr. Brauner GmbH
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1
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Bonn Graduate School of Economics
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CRC Press
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CRC Press LLC.
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Center for Economic Research <Tilburg>
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Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers <2008, Frankfurt am Main>
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1
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Frankfurt Business Media
1
Fundacja Uniwersytetu Ekonomicznego w Krakowie
1
Global Facility for Disaster Reduction and Recovery
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Insurance
126
Journal of banking & finance
80
Risks : open access journal
75
European journal of operational research : EJOR
68
Finance research letters
61
Journal of risk
48
International review of economics & finance : IREF
39
International review of financial analysis
39
Journal of risk management in financial institutions
37
The journal of portfolio management : JPM
32
Economic modelling
31
The journal of portfolio management : a publication of Institutional Investor
31
Quantitative finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk and financial management : JRFM
29
Wiley finance series
28
Applied economics
26
Journal of asset management
26
Research paper series / Swiss Finance Institute
26
IMF Staff Country Reports
22
Pacific-Basin finance journal
22
The journal of investing
22
The journal of risk model validation
22
IMF Working Papers
21
International journal of theoretical and applied finance
21
SpringerLink / Bücher
21
Scandinavian actuarial journal
20
The European journal of finance
20
The journal of credit risk : published quarterly by Incisive Media
20
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Computational economics
18
Discussion paper / Tinbergen Institute
18
Journal of empirical finance
18
Discussion paper
17
Global finance journal
17
Journal of international financial markets, institutions & money
17
NBER working paper series
17
Research in international business and finance
16
Sovereign wealth management
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ECONIS (ZBW)
4,765
RePEc
57
Other ZBW resources
8
BASE
2
USB Cologne (EcoSocSci)
1
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1
Applying three VaR approaches in measuring market risk of stock portfolio : the case study of VN-30 stock basket in HOSE
Nguyen Quang Thinh
;
Vo Thi Quy
- In:
Journal of economic development
24
(
2017
)
2
,
pp. 90-113
Persistent link: https://www.econbiz.de/10011804846
Saved in:
2
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
3
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
4
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
5
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Saved in:
6
Hull-White's value at risk model : case study of Baltic equities market
Radivojević, Nikola
;
Ćurčić, Nikola V.
; …
- In:
Journal of business economics and management
18
(
2017
)
5
,
pp. 1023-1041
Persistent link: https://www.econbiz.de/10011781020
Saved in:
7
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
8
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
9
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
10
Mining corporate portfolio optimization model with company's operational performance level and international risk
Njike, Achille N.
;
Kumral, Mustafa
- In:
Mineral economics : raw materials report
32
(
2019
)
3
,
pp. 307-315
Persistent link: https://www.econbiz.de/10012252400
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