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Theorie
Portfolio-Management
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27,849
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Fabozzi, Frank J.
147
Maurer, Raimond
86
Pestieau, Pierre
72
Platen, Eckhard
59
Gollier, Christian
56
Mitchell, Olivia S.
56
Campbell, John Y.
54
Korn, Ralf
49
Uppal, Raman
48
Guidolin, Massimo
47
Satchell, Stephen
47
Ang, Andrew
44
Lo, Andrew W.
44
Markowitz, Harry
43
Cremer, Helmuth
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Levy, Haim
40
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Başak, Suleyman
38
Shleifer, Andrei
37
Härdle, Wolfgang
36
Prigent, Jean-Luc
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35
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34
Li, Duan
34
Zagst, Rudi
34
Bodie, Zvi
33
Bonaparte, Yosef
33
Schenk-Hoppé, Klaus Reiner
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Vanduffel, Steven
32
Wang, Ruodu
32
Zhou, Guofu
32
Van Wincoop, Eric
31
Wong, Hoi Ying
31
Hens, Thorsten
30
Kane, Alex
30
Kraft, Holger
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Madan, Dilip B.
29
Račev, Svetlozar T.
29
Sentana, Enrique
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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International Center for Financial Asset Management and Engineering
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Springer Fachmedien Wiesbaden
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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European University Institute / Department of Law
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Universität Zürich / Institut für Schweizerisches Bankwesen
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OECD
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Edward Elgar Publishing
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Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
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Verlag Dr. Kovač
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World Bank
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Association for Investment Management and Research
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Birkbeck College / Department of Economics
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Erasmus Research Institute of Management
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Federal Reserve System / Division of Research and Statistics
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Foerder Institute for Economic Research <Tēl-Āvîv>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Theoretische Volkswirtschaftslehre <Hamburg>
3
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NBER working paper series
427
NBER Working Paper
346
European journal of operational research : EJOR
340
Working paper / National Bureau of Economic Research, Inc.
313
Journal of banking & finance
312
Insurance
305
Finance research letters
269
Journal of economic dynamics & control
224
Finance and stochastics
167
International journal of theoretical and applied finance
160
Mathematical finance : an international journal of mathematics, statistics and financial theory
160
Journal of financial economics
158
Quantitative finance
157
Management science : journal of the Institute for Operations Research and the Management Sciences
145
Journal of empirical finance
142
The journal of portfolio management : a publication of Institutional Investor
136
Discussion paper / Centre for Economic Policy Research
135
International review of financial analysis
135
Risks : open access journal
135
The journal of finance : the journal of the American Finance Association
135
International review of economics & finance : IREF
129
Economic modelling
128
Economics letters
127
Research paper series / Swiss Finance Institute
127
The European journal of finance
127
CESifo working papers
124
The review of financial studies
122
Computational economics
119
Applied economics
112
The North American journal of economics and finance : a journal of financial economics studies
104
Discussion papers / CEPR
93
SpringerLink / Bücher
91
Working paper
91
Applied economics letters
90
Journal of risk and financial management : JRFM
90
The journal of portfolio management : JPM
87
Swiss Finance Institute Research Paper
86
Journal of financial and quantitative analysis : JFQA
84
Discussion paper / Tinbergen Institute
82
Journal of asset management
79
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ECONIS (ZBW)
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EconStor
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ArchiDok
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RePEc
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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
Random walk and modelling stock return : evidence from international stock markets
Enow, Samuel Tabot
- In:
International Journal of Research in Business and …
12
(
2023
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10014323343
Saved in:
3
Life-cycle asset allocation and the peso problem : does ambiguity aversion matter?
Silva, Nuno
- In:
Review of behavioral finance : RBF
14
(
2021
)
5
,
pp. 718-732
Persistent link: https://www.econbiz.de/10013453745
Saved in:
4
An outperforming investment strategy under fractional Brownian motion
Liu, Qiang
;
Xiang, Yun
;
Zhao, Yonghong
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
Saved in:
5
Portfolio margining using PCA latent factors
Du, Shengwu
;
Nesmith, Travis D.
-
2025
Persistent link: https://www.econbiz.de/10015406665
Saved in:
6
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:
7
Modelling the downside risk potential of mutual fund
returns
Kumaran, Sunitha
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-32
Investors are becoming more sensitive about
returns
and losses, especially when the investments are exposed to downside …
Persistent link: https://www.econbiz.de/10013462061
Saved in:
8
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:
9
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:
10
Stock portfolio design and backtest overfitting
Bailey, David H.
;
Borwein, Jonathan M.
;
López de …
- In:
Journal of investment management : JOIM
15
(
2017
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011700609
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