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subject:"Risikomanagement"
~accessRights:"restricted"
~person:"Wang, Ruodu"
~subject:"Financial services"
~subject:"Szenariotechnik"
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Risikomanagement
Financial services
Szenariotechnik
Risk management
16
Risikomaß
15
Risk measure
15
Risiko
14
Risk
14
Theorie
14
Theory
14
Portfolio selection
11
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11
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9
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5
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expected shortfall
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robustness
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risk aggregation
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risk sharing
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value at risk
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value-at-risk
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Wang, Ruodu
Ivanov, Dmitry
52
Dolgui, Alexandre
22
Li, Jianping
17
Choi, Tsan-Ming
15
Gatzert, Nadine
14
Parast, Mahour Mellat
14
Sawik, Tadeusz
14
Acharya, Viral V.
13
Zhu, Xiaoqian
13
Broll, Udo
12
Wu, Desheng Dash
12
Hammoudeh, Shawkat
11
Mirakhor, Abbas
11
Paul, Sanjoy Kumar
11
Sokolov, Boris
11
Tan, Ken Seng
11
Clarke, Daniel
10
Dionne, Georges
10
Gleißner, Werner
10
Govindan, Kannan
10
Hassan, M. Kabir
10
Kouvelis, Panos
10
Li, Johnny Siu-Hang
10
Liu, Shan
10
Olson, David L.
10
Boonen, Tim J.
9
Fabozzi, Frank J.
9
Gaudenzi, Barbara
9
Grima, Simon
9
Hunziker, Stefan
9
Naeem, Muhammad Abubakr
9
Talluri, Srinivas
9
Blackhurst, Jennifer
8
Chen, An
8
Durst, Susanne
8
Gunasekaran, Angappa
8
Ji, Qiang
8
Mensi, Walid
8
Qazi, Abroon
8
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Insurance / Mathematics & economics
3
Mathematics of operations research
3
Finance and stochastics
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
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Risks : open access journal
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ECONIS (ZBW)
16
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1
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
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
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
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