//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Rüschendorf, Ludger"
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Theorie
4
Theory
4
Risikomaß
3
Risk measure
3
Dependence uncertainty
2
Measurement
2
Messung
2
Model uncertainty
2
Risikomanagement
2
Risk management
2
Allocation
1
Allokation
1
Cantelli bound
1
Coherent risk measure
1
Convex risk measures
1
Distortion function
1
Factor analysis
1
Faktorenanalyse
1
Mathematical programming
1
Model risk
1
Modellierung
1
Positive dependence
1
Risk bounds
1
Risk factor models
1
Scientific modelling
1
USA
1
United States
1
VAR model
1
VAR-Modell
1
Value at risk
1
Value-at-Risk
1
Value-at-Risk (vaR)
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rüschendorf, Ludger
Young, Virginia R.
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Bi, Junna
1
Cai, Jun
1
Cairns, Andrew
1
Chen, Mi
1
Chen, Xu
1
Chen, Zhiping
1
Christensen, Bent Jesper
1
Dang, Duy Minh
1
Duarte, Thiago B.
1
Fahrenwaldt, Matthias
1
Forsyth, Peter A.
1
Guo, Junyi
1
Hambardzumyan, Hayk
1
Huang, Xiaoxia
1
Kiesel, Swen
1
Korn, Ralf
1
Laeven, Roger J. A.
1
Liang, Xiaoqing
1
Liang, Zongxia
1
Ling, Chengxiu
1
Liu, Yong-jun
1
Parra-Alvarez, Juan Carlos
1
Pelsser, Antoon André Jean
1
Peng, Xiaofan
1
Serrano, Rafael
1
Shen, Yang
1
Staden, Pieter M. van
1
Sun, Chaofan
1
Valladão, Davi M.
1
Veiga, Alvaro
1
Yang, Peng
1
Yang, Xiang-qun
1
Zeng, Yan
1
Zhang, Wei-guo
1
Zhao, Tianyi
1
Zhao, Xiaoyang
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->