//--> //--> //--> //-->
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
person:"Kürsten, Wolfgang"
~person:"Račev, Svetlozar T."
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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:"Conditional value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Risikomaß
22
Risk measure
22
Theory
17
Portfolio selection
9
Portfolio-Management
9
Risiko
8
Risk
8
Measurement
7
Messung
7
Risikomanagement
5
Risk management
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Decision under risk
4
Entscheidung unter Risiko
4
Risikoaversion
4
Risk aversion
4
Stochastic process
4
Stochastischer Prozess
4
ARMA model
3
ARMA-Modell
3
Ausreißer
3
Outliers
3
Spectral risk measures
3
Aktienindex
2
Conditional value-at-risk
2
Decision analysis
2
Entropic risk measure
2
Erwartungsnutzen
2
Estimation
2
Expected utility
2
Reinsurance
2
Rückversicherung
2
Schätzung
2
Stock index
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
15
German
2
Author
All
Kürsten, Wolfgang
Račev, Svetlozar T.
Wang, Ruodu
24
Righi, Marcelo Brutti
15
Rosazza Gianin, Emanuela
14
Rüschendorf, Ludger
12
Boonen, Tim J.
11
Brandtner, Mario
11
Cheung, Ka Chun
11
Embrechts, Paul
10
Fabozzi, Frank J.
10
Furman, Edward
10
Tan, Ken Seng
10
Landsman, Zinoviy
9
Mao, Tiantian
9
Rudloff, Birgit
9
Daníelsson, Jón
8
Gerlach, Richard
8
Härdle, Wolfgang
8
Munari, Cosimo-Andrea
8
Müller, Fernanda Maria
8
Puccetti, Giovanni
8
Vanduffel, Steven
8
Asimit, Alexandru V.
7
Bernard, Carole
7
Cai, Jun
7
Chen, Zhiping
7
Chi, Yichun
7
Jarrow, Robert A.
7
Pichler, Alois
7
Su, Jianxi
7
Tang, Qihe
7
Bellini, Fabio
6
Dhaene, Jan
6
Dowd, Kevin
6
Guillén, Montserrat
6
Herrera, Rodrigo
6
Hu, Taizhong
6
Kim, Young Shin
6
Laeven, Roger J. A.
6
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Annals of operations research
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Insurance / Mathematics & economics
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of empirical finance
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
3
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
4
Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 156-167
Persistent link: https://www.econbiz.de/10010469143
Saved in:
5
Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
6
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
7
Consistent modeling of risk averse behavior with spectral risk measures : Wächter/Mazzoni revisited
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 394-399
Persistent link: https://www.econbiz.de/10011645033
Saved in:
8
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
9
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
10
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->