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subject:"Germany"
subject:"Risiko"
~accessRights:"restricted"
~person:"Wang, Ruodu"
~subject:"Asymmetrische Information"
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Germany
Risiko
Asymmetrische Information
Theorie
27
Theory
27
Risikomaß
21
Risk measure
21
Risk
20
Portfolio selection
15
Portfolio-Management
15
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14
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expected shortfall
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risk aggregation
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robustness
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Entscheidung unter Risiko
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Financial Engineering
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Wang, Ruodu
Gupta, Rangan
14
Righi, Marcelo Brutti
14
Boonen, Tim J.
13
Denuit, Michel
13
Eeckhoudt, Louis R.
12
Ahlert, Dieter
10
Breyer, Friedrich
10
Schmitz, Patrick W.
10
Vives, Xavier
10
Furman, Edward
9
Gersbach, Hans
9
Goerigk, Marc
9
Gollier, Christian
9
Wong, Wing Keung
9
Kuß, Alfred
8
Liu, Liqun
8
Werner, Hartmut
8
Yang, Jinqiang
8
Brandtner, Mario
7
Brümmerhoff, Dieter
7
Caliendo, Frank
7
Escudero, Laureano F.
7
Ghossoub, Mario
7
Huang, Xiaoxia
7
Kelly, Bryan T.
7
Kenning, Peter
7
Kit, Pong Wong
7
Kleinaltenkamp, Michael
7
Krueger, Dirk
7
Laeven, Roger J. A.
7
Liu, Haiyan
7
Mao, Tiantian
7
Menegatti, Mario
7
Müller, Fernanda Maria
7
Rosazza Gianin, Emanuela
7
Sell, Friedrich L.
7
Zhao, Ruiqing
7
Benhabib, Jess
6
Benhima, Kenza
6
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
3
Operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
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ECONIS (ZBW)
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1
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
4
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
6
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
Weak comonotonicity
Wang, Ruodu
;
Zitikis, Ričardas
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Saved in:
10
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
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