//--> //--> //--> //-->
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:"Powell, Robert"
~accessRights:"restricted"
~person:"Wang, Ruodu"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
25
Risk measure
25
Theorie
22
Theory
22
Portfolio selection
16
Portfolio-Management
16
Risiko
16
Risk
16
Risikomanagement
15
Risk management
15
Measurement
12
Messung
12
Value-at-Risk
7
Basel Accord
5
Basler Akkord
5
Expected Shortfall
5
Statistical distribution
5
Statistische Verteilung
5
expected shortfall
5
Pareto optimality
3
Risk aggregation
3
risk aggregation
3
robustness
3
value-at-risk
3
ARCH model
2
ARCH-Modell
2
Aggregation
2
Aktienmarkt
2
Ausreißer
2
Bank risk
2
Bankrisiko
2
Basel III
2
Dependence uncertainty
2
Expected shortfall
2
Financial Engineering
2
Financial services
2
Finanzdienstleistung
2
Outliers
2
Pareto efficiency
2
Pareto-Optimum
2
more ...
less ...
Online availability
All
Undetermined
Free
37
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Powell, Robert
Wang, Ruodu
Righi, Marcelo Brutti
18
Hammoudeh, Shawkat
14
Mensi, Walid
14
Boonen, Tim J.
13
Brandtner, Mario
13
Härdle, Wolfgang
12
Kang, Sang Hoon
11
Tan, Ken Seng
11
Tiwari, Aviral Kumar
11
Cai, Jun
10
Ji, Qiang
10
Müller, Fernanda Maria
10
Gupta, Rangan
9
Jiang, Cuixia
9
Mao, Tiantian
9
Pichler, Alois
9
Rüschendorf, Ludger
9
Xu, Qifa
9
Cheung, Ka Chun
8
Chi, Yichun
8
Furman, Edward
8
Gerlach, Richard
8
Hoga, Yannick
8
Kumar, Dilip
8
Kürsten, Wolfgang
8
Munari, Cosimo-Andrea
8
Rosazza Gianin, Emanuela
8
Shahzad, Syed Jawad Hussain
8
Al-Yahyaee, Khamis Hamed
7
Bianchi, Michele Leonardo
7
Landsman, Zinoviy
7
Mora-Valencia, Andrés
7
Peng, Liang
7
Vanduffel, Steven
7
Adrian, Tobias
6
Asimit, Alexandru V.
6
Bellini, Fabio
6
Bernard, Carole
6
Bouri, Elie
6
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Mathematics of operations research
3
Operations research
3
Applied economics
2
Finance and stochastics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of Asian economics
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
4
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
5
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:
6
Risk measures induced by efficient insurance contracts
Wang, Qiuqi
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
Saved in:
7
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
8
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
9
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:
10
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->