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80篇 您的检索式:作者名="Koedijk"
    题名 作者 年代 出处 被引量
1Selecting copulas for risk management显示文摘Erik Kole Kees Koedijk Marno Verbeek 2007Journal of Banking and Finance2007,,8:2
2The tail index of exchange rate returns显示文摘 1990Journal of International Economics1990,29,:1
3Tail-index estimates in small samples显示文摘Huisman R Koedijk K Plam F 2001Journal of Business&Economic Statistics2001,19,2:1
4Optimal portfolio selection in a Value-at-Risk framework显示文摘Campbell R Huisman R Koedijk K 2001Journal of Banking & Finance2001,25,:1
5Optimal Portfolio Selection in a Value at Risk framework显示文摘Rachel Campbell Ronald Huisman Kees Koedijk 2010Journal of Banking and fi- nance2010,,25:1
6Optimal portfolio selection in a Value-at-Risk framework显示文摘Rachel Campbell Ronald Huisman Kees Koedijk 0,,09:1
7Quote disclosure and price discovery in multiple-dealer financial markets 显示文摘Flood M D Huisman R Koedijk K G Mahieu R J 1999The Review of Financial Stud- ies1999,12,1:1
8The tail index of exchange rate returns显示文摘Koedijk K G Schafgans M De Vries C G 1990Journal of International Economics1990,29,1:1
9Selecting copulas for risk management 显示文摘KOLE E KOEDIJK K VERBEEK M 2007Journal of Banking & Finance2007,31,8:1
10Selecting copulas for risk management显示文摘Erik Kole Kees Koedijk Marno Verbeek 2007Journal of Banking and Finance2007,,8:1
11Optimal port- folio selection in a value-at-risk framework 显示文摘Campbell R Huisman R Koedijk K 2001Journal of Banking & Finance2001,25,:1
12Tail-index estimates in small samples显示文摘Huisman R Koedijk K G Kool C J M 2001Journal of Business and Economic Statistics2001,19,1:1
13Optimal Portfolio Selection in a Value-at-Risk Framework显示文摘CAMPBELL R HUISMAN R KOEDIJK K G 2001Journal of Banking and finance2001,25,:1
14Optimal portfolio selection in a Value-at-Risk framework显示文摘CAMPBELL R HUISMAN R KOEDIJK K 0,,:1
15VaR-x: Fat tails in financial risk management显示文摘Huisman R Koedijk K G Pownall R A J 1998Journal of Risk1998,1,1:1
16Selecting Copulas for risk management显示文摘KOLE E KOEDIJK K VERBEEK M 0,,8:1
17Dividing the Pie: Asymmetrically informed dealers and market transparency显示文摘Flood M D Koedijk K C G Dijk M A V 2002ERIM Report Serices Reference2002,,:1
18Selecting copulas for risk management显示文摘Kole E Koedijk K Verbeek M 2007Journal of Banking and Finance2007,,31:1
19Tail index estimates in small samples显示文摘Huisman R Koedijk K Kool C 2001Journal of Business and Economic Statis- tics2001,19,2:1
20Capital structure policies in Europe: Survey evidence 显示文摘Brounen D De Jong A Koedijk K 2006Journal of Banking and Finance2006,30,:1
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