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2. Portfolio optimization for sustainable investments. (2024). Poddig, Thorsten ; Fieberg, Christian ; Varmaz, Armin.
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3. Disclosing and cooling-off: An analysis of insider trading rules. (2024). Yang, Liyan ; Deng, Jun ; Pan, Huifeng.
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5. Portfolio optimization under multivariate affine generalized hyperbolic distributions. (2022). Tan, Ken Seng ; Liu, Kai ; Wang, Chou-Wen.
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7. CRISPR Rice vs conventional rice dilemma of a Chinese farmer. (2022). Jin, Yan ; Drabik, Duan.
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9. Regime Switching Entropic Risk Measures on Crude Oil Pricing. (2021). Elliott, Robert J ; Seck, Babacar.
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10. Statistical Inference for the Tangency Portfolio in High Dimension. (2020). Mazur, Stepan ; Karlsson, Sune ; Muhinyuza, Stanislas.
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1. Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke. (2016). Brandtner, Mario.
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2. Performance Comparison Between Real Estate Securities and Real Estate Investment Using Stochastic Dominance and Mean-Variance Analysis. (2016). Buranasiri, Jiroj ; Nittayagasetwat, Aekkachai.
   In: International Conference on Economic Sciences and Business Administration.
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3. Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries. (2016). Hardle, Wolfgang Karl ; Chiang, Thomas C ; Chen, Cathy Yi-Hsuan.
   In: SFB 649 Discussion Papers.
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4. The economic value of controlling for large losses in portfolio selection. (2016). Dias, Alexandra.
   In: Journal of Banking & Finance.
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5. Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints. (2016). Liang, Zongxia ; Guan, Guohui.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:69:y:2016:i:c:p:224-237.

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6. Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. (2016). Xiong, Yan ; Gao, Jianjun ; Li, Duan.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:249:y:2016:i:2:p:647-656.

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7. A large CVaR-based portfolio selection model with weight constraints. (2016). Zhou, Yingying ; Niu, Xufeng ; Xu, Qifa ; Yu, Keming ; Jiang, Cuixia.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:59:y:2016:i:c:p:436-447.

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8. Mean-risk hedging strategies in electricity markets with limited liquidity. (2015). Woll, Oliver.
   In: ZEW Discussion Papers.
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9. Joint inference on market and estimation risks in dynamic portfolios. (2015). Zakoian, Jean-Michel ; Francq, Christian.
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   RePEc:pra:mprapa:68100.

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10. Asset Allocation Strategies Based On Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0199.

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11. Estimation of portfolio efficiency via DEA. (2015). Zhou, Zhongbao ; Liu, Wenbin ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:52:y:2015:i:c:p:107-118.

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12. Asset Allocation Strategies Based on Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: Papers.
    RePEc:arx:papers:1507.00250.

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13. Semiparametric estimation of multi-asset portfolio tail risk. (2014). Dias, Alexandra.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:398-408.

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14. Long-term U.S. infrastructure returns and portfolio selection. (2014). Drew, Michael ; Bornholt, Graham ; Bianchi, Robert ; Howard, Michael F..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:314-325.

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15. Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR. (2013). Wong, Wing-Keung ; Ma, Chenghu.
    In: Working Papers.
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16. Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms. (2013). Loubergé, Henri ; Louberge, Henri ; Gatopoulos, Georgios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:54-75.

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17. Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis. (2013). Brandtner, Mario.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5526-5537.

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18. Limiting losses may be injurious to your wealth. (2013). Grauer, Robert R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5088-5100.

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19. Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment. (2013). Xu, Weijun ; Zhang, Weiguo ; Li, Ting.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:12-17.

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20. Investing in Agriculture as an Asset Class. (2013). Wilson, William ; Larsen, Ryan ; Chen, Songjiao ; Dahl, Bruce L..
    In: Agribusiness & Applied Economics Report.
    RePEc:ags:nddaae:147053.

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21. Optimal portfolios with minimum capital requirements. (2012). Santos, Andre ; Ruiz, Esther ; Santos, André A. P., ; Nogales, Francisco J. ; van Dijk, Dick.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:1928-1942.

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22. Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests. (2012). Tara, Zabolotskyy ; Wolfgang, Schmid ; Taras, Bodnar .
    In: Statistics & Risk Modeling.
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23. VaR Limits for Pension Funds: An Evaluation. (2010). Chumacero, Romulo ; Berstein, Solange.
    In: MPRA Paper.
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24. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR. (2010). Wong, Wing-Keung ; Ma, Chenghu.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:207:y:2010:i:2:p:927-935.

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25. Different risk-adjusted fund performance measures: a comparison. (2009). Sainz, Jorge ; Grau, Pilar ; Grau-Carles, Pilar ; Doncel, Luis Miguel ; Otamendi, Javier .
    In: Economics Discussion Papers.
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26. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305.

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27. Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing. (2009). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:65-92.

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28. Mean-risk efficient portfolio analysis of demand response and supply resources. (2009). Deng, Shi-Jie ; Xu, LI.
    In: Energy.
    RePEc:eee:energy:v:34:y:2009:i:10:p:1523-1529.

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29. Integration of VaR and expected utility under departures from normality. (2009). Sherrick, Bruce ; Barry, Peter J. ; Zhao, Jianmei.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:40:y:2009:i:6:p:691-699.

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30. Equilibrium asset pricing with systemic risk. (2008). Danielsson, Jon ; Zigrand, Jean-Pierre.
    In: LSE Research Online Documents on Economics.
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31. Stochastic dominance analysis of Asian hedge funds. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok Fai.
    In: Pacific-Basin Finance Journal.
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32. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820.

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33. Portfolio choice beyond the traditional approach. (2007). Penaranda, Francisco .
    In: LSE Research Online Documents on Economics.
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34. Self-consistent asset pricing models. (2007). Malevergne, Yannick ; Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
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35. A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes. (2007). Malevergne, Yannick ; Sornette, D..
    In: Papers.
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36. Equilibrium asset pricing with systemic risk. (2006). Danielsson, Jon ; Zigrand, Jean-Pierre.
    In: LSE Research Online Documents on Economics.
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37. Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach. (2006). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1631-1660.

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38. Master funds in portfolio analysis with general deviation measures. (2006). Rockafellar, Tyrrell R. ; Uryasev, Stan ; Zabarankin, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:2:p:743-778.

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39. Théorie comportementale du portefeuille. Intérêt et limites. (2006). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
    In: Revue économique.
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40. Self-Consistent Asset Pricing Models. (2006). Malevergne, Yannick ; Sornette, D..
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41. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2005). Verbeek, Marno ; Rombouts, Jeroen.
    In: Computing in Economics and Finance 2005.
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42. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2005). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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43. Optimal Dynamic Trading Strategies with Risk Limits. (2004). He, Hua ; Isaenko, Sergei ; Cuoco, Domenico.
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44. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W..
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45. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability. (2004). Santa-Clara, Pedro ; Goyal, Amit ; Brandt, Michael W. ; Storud, Jonathan.
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46. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2004). Verbeek, Marno ; Rombouts, Jeroen.
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47. The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach. (2003). Tokat, Yesim ; Rachev, Svetlozar T. ; Schwartz, Eduardo S..
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48. Climate policy induced investments in developing countries: the implications of investment risks. (2002). Löschel, Andreas ; Böhringer, Christoph ; Bohringer, Christoph ; Loschel, Andreas.
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49. Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets. (2002). Malevergne, Yannick ; Sornette, D..
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50. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
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