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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Risk management
48
Risikomanagement
47
Risikomaß
30
Risk measure
30
Portfolio selection
26
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21
Risk
21
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19
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10
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31
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Aufsatz in Zeitschrift
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32
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11
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32
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Hammoudeh, Shawkat
McAleer, Michael
Wang, Ruodu
Broll, Udo
16
Fabozzi, Frank J.
13
Tan, Ken Seng
12
Embrechts, Paul
11
Mao, Tiantian
10
Bhansali, Vineer
9
Alexander, Gordon J.
8
Dionne, Georges
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Boonen, Tim J.
7
Cai, Jun
7
Gatzert, Nadine
7
Godin, Frédéric
7
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Martellini, Lionel
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Mitra, Sovan
6
Puccetti, Giovanni
6
Zhu, Shushang
6
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The North American journal of economics and finance : a journal of financial economics studies
7
Insurance / Mathematics & economics
4
Applied economics
2
Finance and stochastics
2
International review of economics & finance : IREF
2
Mathematics of operations research
2
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2
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1
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ECONIS (ZBW)
32
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1
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:
2
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:
3
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:
4
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:
5
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
6
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
7
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
10
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
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