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subject:"Risiko"
subject:"Schätztheorie"
~person:"Krämer, Walter"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
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Risiko
Schätztheorie
Theorie
70
Theory
70
Risikomaß
25
Risk measure
25
Risk
21
Estimation theory
18
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
16
Risk management
16
Measurement
13
Messung
13
Value-at-Risk
8
Basel Accord
6
Basler Akkord
6
Probability theory
6
Statistical distribution
6
Statistische Verteilung
6
Wahrscheinlichkeitsrechnung
6
Aggregation
5
Expected Shortfall
5
Forecasting model
5
Prognoseverfahren
5
Risk aggregation
5
expected shortfall
5
Börsenkurs
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Share price
4
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
risk aggregation
4
Basel III
3
Capital income
3
Decision under risk
3
Dependence uncertainty
3
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39
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Aufsatz in Zeitschrift
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39
Graue Literatur
5
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5
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4
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4
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2
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Language
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English
37
German
2
Author
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Krämer, Walter
Wang, Ruodu
Eeckhoudt, Louis R.
38
Gollier, Christian
32
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
26
Baltagi, Badi H.
23
Gouriéroux, Christian
23
Viscusi, W. Kip
22
Chavas, Jean-Paul
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Giles, David E. A.
19
Ullah, Aman
19
Granger, C. W. J.
18
Horowitz, Joel
18
King, Maxwell L.
17
Kit, Pong Wong
17
Lee, Lung-fei
17
Denuit, Michel
16
Epstein, Larry G.
16
Gupta, Rangan
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Satchell, Stephen
15
Schmidt, Peter
15
Alghalith, Moawia
14
Kelejian, Harry H.
14
Righi, Marcelo Brutti
14
Rosazza Gianin, Emanuela
14
Schlesinger, Harris
14
Wakker, Peter P.
14
Wong, Wing Keung
14
Bai, Jushan
13
Bera, Anil K.
13
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Economics letters
5
Insurance / Mathematics & economics
5
Finance and stochastics
3
Mathematics of operations research
3
Operations research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Astin bulletin : the journal of the International Actuarial Association
1
Econometric reviews
1
Econometric theory
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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RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
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The review of economics and statistics
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ECONIS (ZBW)
39
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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
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