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subject:"Portfolio-Management"
~isPartOf:"Operations research"
~subject:"Bayesian inference"
~subject:"Probability theory"
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Search: subject_exact:"Wagnis"
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Portfolio-Management
Bayesian inference
Probability theory
Risiko
58
Risk
58
Theorie
39
Theory
39
Portfolio selection
18
Risikomaß
17
Risk measure
17
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Mathematical programming
13
Mathematische Optimierung
13
Robust statistics
13
Robustes Verfahren
13
Risikomanagement
12
Risk management
12
Stochastic process
10
Stochastischer Prozess
10
Financial Engineering
8
Simulation
8
Decision
7
Entscheidung
7
Measurement
7
Messung
7
robust optimization
7
Risikoaversion
6
Risk aversion
6
Estimation theory
5
Schätztheorie
5
Wahrscheinlichkeitsrechnung
4
uncertainty
4
Bayes-Statistik
3
Estimation
3
Financial engineering
3
Inventory model
3
Lagerhaltungsmodell
3
Modellierung
3
Nichtparametrisches Verfahren
3
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24
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24
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24
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English
24
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Wang, Ruodu
3
Embrechts, Paul
2
Atamtürk, Alper
1
Athanasopoulou, Marialena
1
Baillon, Aurélien
1
Barton, Russell R.
1
Bayati, Mohsen
1
Bensoussan, Alain
1
Bleichrodt, Han
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chen, Jingnan
1
Consiglio, Andrea
1
Corsi, Fulvio
1
Cui, Xiangyu
1
Delage, Erick
1
Dunson, David B.
1
Edirisinghe, Chanaka
1
Emirmahmutoglu, Aysil
1
Erce, Aitor
1
Fuh, Cheng-der
1
Gavilán, Ángel
1
Goh, Joel
1
Guo, Shaoyan
1
Gómez, Andrés
1
Hall, Nicholas G.
1
Hoe, SingRu
1
Hsu, Ya-hui
1
Hu, Inchi
1
Huang, Rachel J.
1
Jaspersen, Johannes G.
1
Jeong, Jaehwan
1
Kim, Joohyun
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Li, Jonathan Yu-Meng
1
Lillo, Fabrizio
1
Liu, Guangwu
1
Liu, Haiyan
1
Long, Daniel Zhuoyu
1
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Operations research
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
89
Journal of banking & finance
71
Risks : open access journal
67
Finance research letters
65
NBER working paper series
53
International review of financial analysis
43
The journal of asset management
38
Journal of financial economics
37
NBER Working Paper
37
International review of economics & finance : IREF
34
Quantitative finance
34
Journal of empirical finance
33
Working paper / National Bureau of Economic Research, Inc.
33
Finance and stochastics
30
Scandinavian actuarial journal
30
Applied economics
29
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper / Tinbergen Institute
28
Economic modelling
28
Economics letters
28
International journal of theoretical and applied finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of portfolio management : a publication of Institutional Investor
27
Research paper series / Swiss Finance Institute
26
Journal of economic dynamics & control
25
Journal of risk
25
Discussion paper / Centre for Economic Policy Research
23
Discussion papers / CEPR
22
Journal of risk and financial management : JRFM
22
The European journal of finance
21
Applied economics letters
20
Mathematics and financial economics
20
Discussion paper
18
Energy economics
18
Journal of economic theory
18
Journal of mathematical economics
17
The journal of investing
17
Journal of international financial markets, institutions & money
16
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ECONIS (ZBW)
24
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1
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
2
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
3
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
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
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:
6
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
7
A risk extended version of Merton's optimal consumption and portfolio selection
Bensoussan, Alain
;
Hoe, SingRu
;
Kim, Joohyun
;
Yan, Zhongfeng
- In:
Operations research
70
(
2022
)
2
,
pp. 815-829
Persistent link: https://www.econbiz.de/10013365795
Saved in:
8
When risk perception gets in the way : probability weighting and underprevention
Baillon, Aurélien
;
Bleichrodt, Han
;
Emirmahmutoglu, Aysil
- In:
Operations research
70
(
2022
)
3
,
pp. 1371-1392
Persistent link: https://www.econbiz.de/10013365887
Saved in:
9
Risk management for sustainable sovereign debt financing
Zenios, Stauros Andrea
;
Consiglio, Andrea
; …
- In:
Operations research
69
(
2021
)
3
,
pp. 755-773
Persistent link: https://www.econbiz.de/10012546866
Saved in:
10
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
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