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Risk control in maritime shipping investments
Skålnes, Jørgen
;
Fagerholt, Kjetil
;
Pantuso, Giovanni
; …
- In:
Omega : the international journal of management science
96
(
2020
),
pp. 1-15
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302
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
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303
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
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304
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
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305
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
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306
Systemic risk in financial institutions of BRICS : measurement and identification of firm-specific determinants
Zeb, Shumaila
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Rashid, Abdul
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Risk management : a journal of risk, crisis and disaster
21
(
2019
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4
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pp. 243-264
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307
Minimum risk versus capital and risk diversification strategies for portfolio construction
Cesarone, Francesco
;
Colucci, Stefano
- In:
Journal of the Operational Research Society
69
(
2018
)
2
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308
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
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Quantitative finance
21
(
2021
)
6
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pp. 1011-1025
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309
Financing a capital-constrained supply chain : equity or debt
He, Xiuli
;
Sethi, Suresh P.
;
Xu, Xun
;
Yan, Nina
- In:
Transportation research : an international journal
188
(
2024
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pp. 1-19
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310
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Waltz, Martin
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Quantitative finance
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