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Optimal portfolio selection in...
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Koedijk, Kees
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Kool, Clemens
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Huisman, R.
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Mahieu, Ronald J.
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Journal of international money and finance
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Energy economics
14
Journal of International Money and Finance
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Journal of banking & finance
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CEPR Discussion Papers
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Journal of empirical finance
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ERES
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ERIM Report Series Reference
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Energy Economics
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Journal of Banking & Finance
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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
Saved in:
2
Extreme support for uncovered interest parity
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Nissen, …
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001338364
Saved in:
3
Financial market competition : the effects of transparency
Huisman, Ronald
- In:
De economist : Netherlands economic review ; quarterly …
146
(
1998
)
3
,
pp. 463-473
Persistent link: https://www.econbiz.de/10001338456
Saved in:
4
Continental factors in international real estate returns
Eichholtz, Piet
;
Huisman, Ronald
;
Koedijk, Kees
; …
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 493-509
Persistent link: https://www.econbiz.de/10001249225
Saved in:
5
The tail-fatness of FX returns reconsidered
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Palm, …
- In:
De economist : Netherlands economic review ; quarterly …
150
(
2002
)
3
,
pp. 299-312
Persistent link: https://www.econbiz.de/10001707164
Saved in:
6
Lead-lag relations between the Chinese carbon and energy markets : evidence from extreme climate shocks
Chen, Zhang-HangJian
;
Gao, Xiang
;
Huisman, Ronald
; …
- In:
Finance research letters
70
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015193332
Saved in:
7
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
Saved in:
8
Irving Fisher expectational errors, and the UIP puzzle
Campbell, Rachel
;
Koedijk, Kees
;
Lothian, James R.
; …
-
2007
Persistent link: https://www.econbiz.de/10003473627
Saved in:
9
Irving Fisher and the UIP puzzle : meeting the expectations a century later
Campbell, Rachel
;
Koedijk, Kees
;
Lothian, James R.
; …
-
2007
Persistent link: https://www.econbiz.de/10003651463
Saved in:
10
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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