//--> //--> //--> //-->
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
subject:"Risiko"
subject:"Welt"
~accessRights:"restricted"
~person:"Stoja, Evarist"
~person:"Wang, Ruodu"
~subject:"Statistical distribution"
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:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Welt
Statistical distribution
Risikomanagement
19
Risk management
19
Risikomaß
18
Risk measure
18
Risk
17
Theorie
15
Theory
15
Portfolio selection
12
Portfolio-Management
12
Measurement
9
Messung
9
Value-at-Risk
5
Basel Accord
4
Basler Akkord
4
expected shortfall
4
robustness
4
Ausreißer
3
Bank risk
3
Bankrisiko
3
Financial services
3
Finanzdienstleistung
3
Outliers
3
Risk aggregation
3
risk aggregation
3
Aggregation
2
Basel III
2
Dependence uncertainty
2
Expected Shortfall
2
Expected shortfall
2
Forecasting model
2
Pareto optimality
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Robust statistics
2
Robustes Verfahren
2
Statistische Verteilung
2
risk sharing
2
more ...
less ...
Online availability
All
Undetermined
Free
21
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Stoja, Evarist
Wang, Ruodu
Li, Jianping
9
Ji, Qiang
7
Mao, Tiantian
7
Qazi, Abroon
7
Boonen, Tim J.
6
Cai, Jun
6
Naeem, Muhammad Abubakr
6
Righi, Marcelo Brutti
6
Zhu, Xiaoqian
6
Chaudhry, Sajid M.
5
Cossette, Hélène
5
Ghadge, Abhijeet
5
Li, Johnny Siu-Hang
5
Marceau, Etienne
5
Mitic, Peter
5
Sornette, Didier
5
Wei, Lu
5
Brandtner, Mario
4
Broll, Udo
4
Cheng, T. C. E.
4
Chernov, Dmitry
4
Clarke, Daniel
4
Furman, Edward
4
Gaudenzi, Barbara
4
Goodell, John W.
4
Guillén, Montserrat
4
Hammoudeh, Shawkat
4
Hassan, M. Kabir
4
Islamaj, Ergys
4
Kose, M. Ayhan
4
Lam, Jasmine Siu Lee
4
Li, Donghui
4
Liu, Haiyan
4
Loisel, Stéphane
4
Mirakhor, Abbas
4
Mitra, Sovan
4
Müller, Fernanda Maria
4
Müllner, Jakob
4
Quigley, John
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Mathematics of operations research
3
Finance and stochastics
2
Journal of international financial markets, institutions & money
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
International journal of forecasting
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
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
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->