//--> //--> //-->
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
isPartOf:"International journal of production economics"
subject:"Risk management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of operational risk"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Yang, Fan"
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 management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Capital income
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Risiko
2
Risk
2
Statistical distribution
2
Statistische Verteilung
2
Asymptotic analysis
1
Asymptotic expansions
1
Ausreißer
1
Copula
1
Diversification
1
Estimation
1
Estimation theory
1
Expectiles
1
Extreme value statistics
1
Extreme values
1
FGM copula
1
Generalized shortfall risk measure
1
Heavy tail
1
Heavy tails
1
Joint Expected Shortfall
1
Measurement
1
Messung
1
Multivariate regularly variation
1
Outliers
1
Portfolio optimization
1
Regular variation
1
Schätztheorie
1
Second-order regular variation
1
Tail dependence
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Yang, Fan
McConnell, Patrick
9
Cossette, Hélène
7
Parast, Mahour Mellat
7
Shevchenko, Pavel V.
7
Mao, Tiantian
6
Cohen, Ruben D.
5
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
Ivanov, Dmitry
5
Laeven, Roger J. A.
5
Li, Johnny Siu-Hang
5
Marceau, Etienne
5
Sherris, Michael
5
Tan, Ken Seng
5
Tang, Qihe
5
Wang, Neng
5
Cai, Jun
4
Cheng, T. C. E.
4
Cheung, Ka Chun
4
Chi, Yichun
4
Hu, Taizhong
4
Li, Jianping
4
Migueis, Marco
4
Mitic, Peter
4
Peters, Gareth W.
4
Stulz, René M.
4
Tang, Ou
4
Wagner, Stephan M.
4
Wang, Ruodu
4
Almeida, Heitor
3
Asimit, Alexandru V.
3
Bolton, Patrick
3
Boonen, Tim J.
3
Curti, Filippo
3
Denuit, Michel
3
Froot, Kenneth
3
Furman, Edward
3
Govindan, Kannan
3
more ...
less ...
Published in...
All
International journal of production economics
Insurance / Mathematics & economics
The journal of operational risk
Working paper / National Bureau of Economic Research, Inc.
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
3
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->