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subject:"Risikomaß"
language:"eng"
~subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
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Risikomaß
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214
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79
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52
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Boonen, Tim J.
3
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European journal of operational research : EJOR
Insurance / Mathematics & economics
96
Journal of banking & finance
64
Risks : open access journal
53
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41
Journal of risk management in financial institutions
33
Economic modelling
32
Working paper / National Bureau of Economic Research, Inc.
32
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31
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28
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24
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22
International review of financial analysis
22
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21
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20
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19
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18
International journal of risk assessment and management : IJRAM
17
International review of economics & finance : IREF
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International journal of forecasting
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
2
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
3
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
4
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
5
Loss function-based change point detection in risk measures
Lazar, Emese
;
Wang, Shixuan
;
Xue, Xiaohan
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
Saved in:
6
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
7
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
9
Simulation methods for robust risk assessment and the distorted mix approach
Kim, Sojung
;
Weber, Stefan
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 380-398
Persistent link: https://www.econbiz.de/10013206852
Saved in:
10
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
11
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
12
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
13
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
14
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
15
Filtering for risk assessment of interbank network
Simaan, Majeed
;
Gupta, Aparna
;
Kar, Koushik
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
Saved in:
16
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
Ling, Aifan
;
Sun, Jie
;
Wang, Meihua
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10012239481
Saved in:
17
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
18
Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
Saved in:
19
Reverse sensitivity testing : what does it take to break the model?
Pesenti, Silvana M.
;
Millossovich, Pietro
;
Tsanakas, Andreas
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 654-670
Persistent link: https://www.econbiz.de/10011990176
Saved in:
20
Risk tomography
Prékopa, András
;
Lee, Jinwook
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
Saved in:
21
Measuring exposure to dependence risk with random Bernstein copula scenarios
Tavin, Bertrand
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 873-888
Persistent link: https://www.econbiz.de/10011882643
Saved in:
22
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10011864407
Saved in:
23
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
Saved in:
24
Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
Saved in:
25
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
26
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
27
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
28
Exploring dependency based probabilistic supply chain risk measures for prioritising interdependent risks and strategies
Qazi, Abroon
;
Quigley, John
;
Dickson, Alex
;
Ekici, …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011644912
Saved in:
29
Handling uncertainty in agricultural supply chain management : a state of the art
Borodin, Valeria
;
Bourtembourg, Jean
;
Hnaien, Faicel
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 348-359
Persistent link: https://www.econbiz.de/10011508902
Saved in:
30
Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman
;
Eshghi, Kourosh
;
Bahramgiri, Mohsen
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011477376
Saved in:
31
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
32
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
33
Hedging Conditional Value at Risk with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
34
Assessing financial model risk
Barrieu, Pauline
;
Scandolo, Giacomo
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
Saved in:
35
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Saved in:
36
A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan
;
Wang, Xuancheng
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 861-871
Persistent link: https://www.econbiz.de/10010486931
Saved in:
37
Restricted risk measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
Saved in:
38
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
39
A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.
;
Oliveira, Fernando S.
;
Liret, Anne
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
Saved in:
40
A management oriented approach to reduce a project duration and its risk (variability)
Madadi, M.
;
Iranmanesh, Hossein
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 751-761
Persistent link: https://www.econbiz.de/10009526588
Saved in:
41
Evaluation of credit risk based on firm performance
Psillaki, Maria
;
Tsolas, Ioannis E.
;
Margaritis, Dimitris
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 873-881
Persistent link: https://www.econbiz.de/10003959881
Saved in:
42
Manufacturer cooperation in supplier development under risk
Talluri, Srinivas
;
Narasimhan, Ram
;
Chung, Wenming
- In:
European journal of operational research : EJOR
207
(
2010
)
1
,
pp. 165-173
Persistent link: https://www.econbiz.de/10003997185
Saved in:
43
Integrated risk management for an electricity producer
Falbo, Paolo
;
Felletti, Daniele
;
Stefani, Silvana
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1620-1627
Persistent link: https://www.econbiz.de/10008702089
Saved in:
44
How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten
;
Scherpereel, Peter
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
Saved in:
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