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type_genre:"Article in journal"
~person:"Landsman, Zinoviy"
~subject:"Risiko"
~type_genre:"Conference paper"
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Portfolio selection
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optimal portfolio selection
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Landsman, Zinoviy
Wang, Ruodu
14
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Eeckhoudt, Louis R.
10
Gollier, Christian
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
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9
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9
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8
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8
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7
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6
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6
Guillén, Montserrat
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Luo, Yulei
6
Rösch, Daniel
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Tang, Qihe
6
Vanduffel, Steven
6
Wagner, Niklas F.
6
Yu, Willie
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Zaremba, Adam
6
Bellini, Fabio
5
Branger, Nicole
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Cai, Jun
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Chen, An
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Denuit, Michel
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Jarrow, Robert A.
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Laeven, Roger J. A.
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Liu, Haiyan
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Siu, Tak Kuen
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Tavakoli Baghdadabad, Mohammad Reza
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5
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4
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Insurance / Mathematics & economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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North American actuarial journal
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The European journal of finance
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1
Downside risk optimization with random targets and portfolio amplitude
Landsman, Zinoviy
;
Makov, Udi
;
Yao, Jing
;
Zhou, Ming
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1642-1663
Persistent link: https://www.econbiz.de/10013532255
Saved in:
2
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
Saved in:
3
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
4
The tail Stein's identity with applications to risk measures
Landsman, Zinoviy
;
Valdez, Emiliano
- In:
North American actuarial journal
20
(
2016
)
4
,
pp. 313-326
Persistent link: https://www.econbiz.de/10011721394
Saved in:
5
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Landsman, Zinoviy
;
Makov, Udi
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 94-98
Persistent link: https://www.econbiz.de/10009501696
Saved in:
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