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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
379
Theory
379
Risk
348
Risiko
343
Risk measure
218
Risikomaß
217
Risk management
217
Risikomanagement
216
Portfolio-Management
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137
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Statistical distribution
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91
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Stochastischer Prozess
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38
Life insurance
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Altersvorsorge
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Multivariate Verteilung
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Multivariate distribution
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Estimation theory
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Schätztheorie
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Hedging
29
Risikoaversion
28
Risk aversion
28
Insurance
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Pension fund
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Pensionskasse
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Mao, Tiantian
6
Tang, Qihe
5
Wang, Ruodu
5
Cossette, Hélène
4
Furman, Edward
4
Marceau, Etienne
4
Rüschendorf, Ludger
4
Tan, Ken Seng
4
Yang, Fan
4
Cai, Jun
3
Chiu, Mei Choi
3
Dhaene, Jan
3
Guillén, Montserrat
3
Laeven, Roger J. A.
3
Landsman, Zinoviy
3
Li, Jinzhu
3
Regis, Luca
3
Santolino, Miguel
3
Tsanakas, Andreas
3
Wong, Hoi Ying
3
Belles-Sampera, Jaume
2
Bellini, Fabio
2
Boonen, Tim J.
2
Chen Zhou
2
Chen, An
2
Cheung, Eric C. K.
2
Cheung, Ka Chun
2
Delsing, G. A.
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Farkas, Walter
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Hu, Taizhong
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Ignatieva, Ekaterina
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2
Li, Bin
2
Li, Jackie
2
Liang, Zongxia
2
Lin, Liyuan
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2
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Insurance / Mathematics & economics
Journal of banking & finance
148
European journal of operational research : EJOR
117
Finance research letters
100
Risks : open access journal
88
International review of financial analysis
73
Journal of risk
68
NBER working paper series
60
The journal of asset management
59
Journal of risk and financial management : JRFM
57
The North American journal of economics and finance : a journal of financial economics studies
57
Quantitative finance
55
Economic modelling
50
Journal of empirical finance
49
Applied economics
47
Discussion paper / Tinbergen Institute
45
International journal of theoretical and applied finance
44
Journal of economic dynamics & control
44
International review of economics & finance : IREF
43
The journal of portfolio management : a publication of Institutional Investor
43
Wiley finance series
43
Journal of financial economics
41
NBER Working Paper
41
The European journal of finance
39
Working paper / National Bureau of Economic Research, Inc.
39
Journal of risk management in financial institutions
38
The journal of portfolio management : JPM
38
Research paper series / Swiss Finance Institute
37
Finance and stochastics
36
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Economics letters
31
SpringerLink / Bücher
31
Research in international business and finance
30
Discussion paper / Centre for Economic Policy Research
29
Finance India : the quarterly journal of Indian Institute of Finance
28
Scandinavian actuarial journal
28
Energy economics
26
Investment management and financial innovations
26
Journal of investment management : JOIM
26
The journal of investing
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ECONIS (ZBW)
176
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1
Risk
concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
2
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
3
Reducing model
risk
via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
4
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
5
Capital allocation for portfolios with non-linear
risk
aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
6
Efficient option
risk
measurement with reduced model
risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
7
Characterization of acceptance sets for co-monotone
risk
measures
Rieger, Marc Oliver
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 147-152
Persistent link: https://www.econbiz.de/10011712430
Saved in:
8
Haezendonck-Goovaerts
risk
measure with a heavy tailed loss
Liu, Qing
;
Peng, Liang
;
Wang, Xing
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011774767
Saved in:
9
Tail subadditivity of distortion
risk
measures and multivariate tail distortion
risk
measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
Dependent
risk
models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
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