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isPartOf:"The journal of alternative investments"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Messung"
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Search: subject_exact:"Portfoliomanagement"
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Messung
Portfolio selection
716
Portfolio-Management
716
Theorie
375
Theory
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Risiko
151
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151
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130
Risk management
130
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Mao, Tiantian
4
Landsman, Zinoviy
3
Wang, Ruodu
3
Belles-Sampera, Jaume
2
Bellini, Fabio
2
Cai, Jun
2
Cossette, Hélène
2
Guillén, Montserrat
2
Hu, Taizhong
2
Ignatieva, Ekaterina
2
Laeven, Roger J. A.
2
Marceau, Etienne
2
Rosazza Gianin, Emanuela
2
Rüschendorf, Ludger
2
Santolino, Miguel
2
Shen, Qingjie
2
Svindland, Gregor
2
Trufin, Julien
2
Tsanakas, Andreas
2
Wang, Ying
2
Zhang, Yiying
2
Ahn, Jae Youn
1
Asimit, Alexandru
1
Barrio, Eustasio del
1
Beirlant, Jan
1
Bello, A. J.
1
Bernhard, Carole
1
Bignozzi, Valeria
1
Boonen, Tim J.
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Buitendag, S.
1
Cairns, Andrew
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Canna, Gabriele
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Centrone, Francesca
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Chaoubi, Ihsan
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Chen, Yuyu
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Cheung, Eric C. K.
1
Cheung, Ka Chun
1
Cornilly, D.
1
Cui, Wei
1
Dhaene, Jan
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The journal of alternative investments
Insurance / Mathematics & economics
The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
18
Journal of banking & finance
18
Risks : open access journal
18
International journal of theoretical and applied finance
17
Quantitative finance
15
Journal of risk
14
Finance and stochastics
12
Finance research letters
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Mathematics and financial economics
9
Mathematics of operations research
8
The journal of portfolio management : JPM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Operations research
6
Research paper series / Swiss Finance Institute
6
Scandinavian actuarial journal
6
Astin bulletin : the journal of the International Actuarial Association
5
International review of financial analysis
5
Journal of risk and financial management : JRFM
5
Risk measures for the 21st century
5
Applied economics
4
Computational economics
4
Europäische Hochschulschriften / 5
4
Journal of mathematical finance
4
AFI
3
ASTIN bulletin : the journal of the International Actuarial Association
3
Applied economics letters
3
Bank- und finanzwirtschaftliche Forschungen
3
Computational management science
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / The Pensions Institute, Cass Business School, City University
3
Discussion paper / Tinbergen Institute
3
Discussion papers of interdisciplinary research project 373
3
Economic modelling
3
Financial markets and asset pricing
3
INFORMS journal on computing : JOC
3
International journal of financial engineering
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ECONIS (ZBW)
55
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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
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
3
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
5
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
6
Similar risks have similar prices : a useful and exact quantification
Mildenhall, Stephen J.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 203-210
Persistent link: https://www.econbiz.de/10013349010
Saved in:
7
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
8
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
9
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
10
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
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