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Search: subject_exact:"Risiko"
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Messung
Risiko
60
Risk
58
Theorie
39
Theory
39
Portfolio selection
18
Portfolio-Management
18
Risikomaß
17
Risk measure
17
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Mathematical programming
13
Mathematische Optimierung
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Robust statistics
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Robustes Verfahren
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Risk management
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Stochastic process
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Stochastischer Prozess
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Financial Engineering
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Simulation
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Entscheidung
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robust optimization
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Risikoaversion
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uncertainty
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Bayesian inference
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Wang, Ruodu
2
Bickel, J. Eric
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Embrechts, Paul
1
Kley, Oliver
1
Klüppelberg, Claudia
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Kou, Steven
1
Li, Jonathan Yu-Meng
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Peng, Xianhua
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Reinert, Gesine
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1
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Operations research
Insurance / Mathematics & economics
91
Finance and stochastics
30
European journal of operational research : EJOR
26
Risks : open access journal
23
Journal of banking & finance
22
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematics of operations research
17
Journal of risk
15
Finance research letters
14
International journal of theoretical and applied finance
14
Quantitative finance
12
International review of financial analysis
11
Scandinavian actuarial journal
11
Research paper series / Swiss Finance Institute
10
Discussion paper / Tinbergen Institute
8
Journal of mathematical finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Europäische Hochschulschriften / 5
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER working paper series
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Journal of mathematical economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
6
Working paper
6
Advances in mathematical economics
5
Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Economics letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of economic dynamics & control
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NBER Working Paper
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Operations research letters
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Swiss Finance Institute Research Paper
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The journal of portfolio management : JPM
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ECONIS (ZBW)
7
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1
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:
2
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:
3
Weighted scoring rules and convex risk measures
Smith, Zachary J.
;
Bickel, J. Eric
- In:
Operations research
70
(
2022
)
6
,
pp. 3371-3385
Persistent link: https://www.econbiz.de/10014307829
Saved in:
4
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Li, Jonathan Yu-Meng
- In:
Operations research
66
(
2018
)
6
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011971655
Saved in:
5
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
6
Risk in large claims insurance market with bipartite graph structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Operations research
64
(
2016
)
5
,
pp. 1159-1176
Persistent link: https://www.econbiz.de/10011594678
Saved in:
7
Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David
- In:
Operations research
62
(
2014
)
6
,
pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862
Saved in:
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