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subject:"Risikomanagement"
~person:"Wang, Ruodu"
~type:"article"
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Search: subject_exact:"Risk management"
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Risikomanagement
Risk management
18
Risikomaß
17
Risk measure
17
Risiko
16
Risk
16
Theorie
15
Theory
15
Portfolio selection
12
Portfolio-Management
12
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11
Messung
11
Basel Accord
5
Basler Akkord
5
Value-at-Risk
5
Bank risk
4
Bankrisiko
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Financial services
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Finanzdienstleistung
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expected shortfall
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robustness
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Risk aggregation
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risk aggregation
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Basel III
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risk sharing
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value at risk
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value-at-risk
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18
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Wang, Ruodu
Gleißner, Werner
58
Ivanov, Dmitry
51
Broll, Udo
31
Romeike, Frank
30
Fabozzi, Frank J.
26
Dolgui, Alexandre
22
Gatzert, Nadine
22
Wagner, Stephan M.
22
Mußhoff, Oliver
21
Dionne, Georges
20
Bode, Christoph
18
Sawik, Tadeusz
18
Wiedemann, Arnd
18
Embrechts, Paul
17
Hammoudeh, Shawkat
17
Li, Jianping
17
McAleer, Michael
17
Eling, Martin
16
McConnell, Patrick
16
Schuermann, Til
16
Turvey, Calum Greig
16
Blackhurst, Jennifer
15
Choi, Tsan-Ming
15
Liu, Shan
15
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Schöning, Stephan
14
Stulz, René M.
14
Tan, Ken Seng
14
Finger, Robert
13
Henke, Michael
13
Henschel, Thomas
13
Hussainey, Khaled
13
Li, Johnny Siu-Hang
13
Olson, David L.
13
Paul, Sanjoy Kumar
13
Schulte-Mattler, Hermann
13
Sherris, Michael
13
Wahl, Jack E.
13
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
3
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
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North American actuarial journal
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Risks : open access journal
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ECONIS (ZBW)
18
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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
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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