//--> //--> //--> //-->
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"
~type_genre:"Fallstudie"
~isPartOf:"Finance and stochastics"
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:"Risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risiko
71
Risk
71
Theorie
53
Theory
53
Measurement
30
Messung
30
Portfolio selection
27
Portfolio-Management
27
Risk measure
21
Risikomaß
20
Risikomanagement
14
Risk management
14
Stochastic process
12
Stochastischer Prozess
12
Hedging
10
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
Option pricing theory
8
Optionspreistheorie
8
Decision under risk
7
Entscheidung unter Risiko
7
CAPM
6
Model uncertainty
6
Time consistency
6
Transaction costs
6
Transaktionskosten
6
Zeitkonsistenz
6
Finanzmathematik
5
Martingal
5
Martingale
5
Mathematical finance
5
Risikoaversion
5
Risk aversion
5
Risk measures
5
Volatility
5
Volatilität
5
Erwartungsnutzen
4
Expected utility
4
Incomplete market
4
Mathematical programming
4
more ...
less ...
Online availability
All
Undetermined
33
Free
5
Type of publication
All
Article
71
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Aufsatz in Zeitschrift
71
Language
All
English
71
Author
All
Wang, Ruodu
4
Delbaen, Freddy
3
Feinstein, Zachary
3
Krätschmer, Volker
3
Muhle-Karbe, Johannes
3
Munari, Cosimo-Andrea
3
Nutz, Marcel
3
Embrechts, Paul
2
Fouque, Jean-Pierre
2
Frittelli, Marco
2
Herrmann, Sebastian
2
Jiao, Ying
2
Kabanov, Jurij M.
2
Kupper, Michael
2
Källblad, Sigrid
2
Schied, Alexander
2
Svindland, Gregor
2
Zariphopoulou-Souganidis, Thaleia
2
Ziegel, Johanna F.
2
Zähle, Henryk
2
Acciaio, Beatrice
1
Angelsberg, Gilles
1
Anthropelos, Michail
1
Ararat, Çağın
1
Arduca, Maria
1
Barrieu, Pauline
1
Beißner, Patrick
1
Bellini, Fabio
1
Belomestny, Denis
1
Bernard, Carole
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Bignozzi, Valeria
1
Bouchard, Bruno
1
Burzoni, Matteo
1
Cai, Jun
1
Carmona, René
1
Cascos, Ignacio
1
Chen, Yanhong
1
Cheridito, Patrick
1
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
348
European journal of operational research : EJOR
318
Finance research letters
314
Economics letters
308
Journal of banking & finance
229
Applied economics
215
Risks : open access journal
199
Journal of risk and uncertainty : JRU
194
Energy economics
192
International review of financial analysis
187
Economic modelling
169
Journal of economic behavior & organization : JEBO
169
Management science : journal of the Institute for Operations Research and the Management Sciences
169
International review of economics & finance : IREF
164
Journal of economic theory
158
Journal of economic dynamics & control
154
Applied economics letters
153
Journal of financial economics
144
American journal of agricultural economics
138
The review of financial studies
137
Pacific-Basin finance journal
124
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of risk and financial management : JRFM
123
Research in international business and finance
110
International journal of production research
102
Journal of monetary economics
100
European economic review : EER
93
International journal of production economics
92
Theory and decision : an international journal for multidisciplinary advances in decision science
92
Journal of empirical finance
91
Journal of international money and finance
90
Journal of mathematical economics
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
80
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
80
International journal of risk assessment and management : IJRAM
80
Journal of business research : JBR
78
Journal of international financial markets, institutions & money
78
The journal of real estate finance and economics
75
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
50
of
71
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
3
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
4
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
5
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
6
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
7
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
8
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
9
Multi-utility representations of incomplete preferences induced by set-valued risk measures
Munari, Cosimo-Andrea
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10012433513
Saved in:
10
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
11
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
12
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
13
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
14
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
15
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
16
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
Saved in:
17
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
18
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
Saved in:
19
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
20
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
21
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan
;
Leung, Denny H.
;
Munari, Cosimo-Andrea
; …
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 395-415
Persistent link: https://www.econbiz.de/10011945798
Saved in:
22
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick
;
Riedel, Frank
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 603-620
Persistent link: https://www.econbiz.de/10011945876
Saved in:
23
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
24
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
25
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
26
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
27
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
28
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
29
Equilibrium in risk-sharing games
Anthropelos, Michail
;
Kardaras, Constantinos
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 815-865
Persistent link: https://www.econbiz.de/10011944429
Saved in:
30
Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 873-930
Persistent link: https://www.econbiz.de/10011944452
Saved in:
31
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.
;
Pistorius, M.
;
Stadje, M.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
Saved in:
32
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
33
Consistent price systems under model uncertainty
Bouchard, Bruno
;
Nutz, Marcel
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
Saved in:
34
Weakly time consistent concave valuations and their dual representations
Roorda, Berend
;
Schumacher, Johannes M.
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
Saved in:
35
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
36
Risk measures with the CxLS property
Delbaen, Freddy
;
Bellini, Fabio
;
Bignozzi, Valeria
; …
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
Saved in:
37
Risk measures for processes and BSDEs
Penner, Irina
;
Réveillac, Anthony
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
Saved in:
38
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
39
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
40
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
41
Superreplication under model uncertainty in discrete time
Nutz, Marcel
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
Saved in:
42
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
43
Optimal hedging of demographic risk in life insurance
Norberg, Ragnar
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
Saved in:
44
Singular risk-neutral valuation equations
Costantini, Cristina
;
Papi, Marco
;
D'Ippoliti, Fernanda
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10009544668
Saved in:
45
Pricing growth-rate risk
Hansen, Lars Peter
;
Scheinkman, José Alexandre
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009423262
Saved in:
46
Optimal investment with counterparty risk : a default-density model approach
Jiao, Ying
;
Pham, Huyen
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 725-753
Persistent link: https://www.econbiz.de/10009423272
Saved in:
47
On a class of law invariant convex risk measures
Angelsberg, Gilles
;
Delbaen, Freddy
;
Kaelin, Ivo
; …
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
Saved in:
48
Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik
;
Lindskog, Filip
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
Saved in:
49
On measuring nonlinear risk with scarce observations
Cherny, Alexander
;
Douady, Raphael
;
Molčanov, …
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 375-395
Persistent link: https://www.econbiz.de/10010216489
Saved in:
50
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->