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type_genre:"Article in journal"
~person:"Wang, Ruodu"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
Risk
Risiko
25
Theorie
22
Theory
22
Risikomaß
19
Risk measure
19
Risikomanagement
16
Risk management
16
Portfolio-Management
15
Measurement
14
Messung
14
Aggregation
6
Risk aggregation
5
risk aggregation
5
Basel Accord
4
Basler Akkord
4
Decision under risk
4
Entscheidung unter Risiko
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Value-at-Risk
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Bank risk
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Bankrisiko
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Dependence uncertainty
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Risk measures
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Robust statistics
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Robustes Verfahren
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Statistical distribution
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expected shortfall
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robustness
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Basel III
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Decision under uncertainty
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Entscheidung unter Unsicherheit
2
Erwartungsnutzen
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Expected Shortfall
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Expected shortfall
2
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Financial Engineering
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Financial services
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Article in journal
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25
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3
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3
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25
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Wang, Ruodu
Gupta, Rangan
97
Viscusi, W. Kip
50
Eeckhoudt, Louis R.
42
Gollier, Christian
41
Bahmani-Oskooee, Mohsen
30
Demirer, Rıza
28
Lee, Chien-chiang
28
Gozgor, Giray
27
Hammoudeh, Shawkat
26
Balcilar, Mehmet
24
Chavas, Jean-Paul
24
Ji, Qiang
24
Wong, Wing Keung
23
Demir, Ender
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Kit, Pong Wong
21
Chiang, Thomas C.
20
Righi, Marcelo Brutti
20
Shogren, Jason F.
20
Weber, Martin
20
Bali, Turan G.
19
Balli, Faruk
19
Denuit, Michel
19
Fabozzi, Frank J.
19
Yin, Libo
19
Epstein, Larry G.
18
Hammitt, James K.
18
Quiggin, John C.
18
Salisu, Afees A.
18
Boonen, Tim J.
17
Menegatti, Mario
17
Su, Chi-Wei
17
Turvey, Calum Greig
17
Xuan Vinh Vo
17
Alghalith, Moawia
16
Bouri, Elie
16
Broll, Udo
16
Dequech, David
16
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Insurance / Mathematics & economics
5
Finance and stochastics
4
Mathematics of operations research
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
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ECONIS (ZBW)
25
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25
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1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
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
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
6
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:
7
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:
8
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
9
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:
10
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:
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