//--> //--> //--> //-->
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
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Operations research letters"
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:"Lower partial moments"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
40
Risk measure
40
Theorie
24
Theory
24
Portfolio selection
16
Portfolio-Management
16
Risiko
9
Risk
9
Measurement
8
Messung
8
Risikomanagement
8
Risk management
8
ARCH model
7
ARCH-Modell
7
Conditional value-at-risk
7
Mathematical programming
6
Mathematische Optimierung
6
Estimation
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Risikoaversion
3
Risk aversion
3
Robust statistics
3
Robustes Verfahren
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Anleihe
2
Bond
2
Decision under risk
2
Decision under uncertainty
2
Dynamische Wirtschaftstheorie
2
more ...
less ...
Online availability
All
Undetermined
16
Free
12
Type of publication
All
Article
28
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
12
Working Paper
12
Graue Literatur
10
Non-commercial literature
10
Language
All
English
40
Author
All
Bauwens, Luc
4
Shapiro, Alexander
3
Giot, Pierre
2
Küçükyavuz, Simge
2
Petitjean, Mikael
2
Rombouts, Jeroen V. K.
2
Ahmed, Shabbir
1
Atamtürk, Alper
1
Ben Omrane, Walid
1
Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
Braione, Manuela
1
Carpantier, Jean-François
1
Chen, Xi
1
Chen, Zhi
1
Coroneo, Laura
1
Dong, Linjia
1
Ehrenmann, Andreas
1
Eling, Martin
1
Gao, Fuqing
1
Hanawal, Manjesh K.
1
Hong, L. Jeff
1
Jagannathan, Krishna
1
Jiménez, Inés
1
Karan, Cagatay
1
Ke, Jiannan
1
Kolla, Ravi Kumar
1
Kromer, Eduard
1
Kuhn, Daniel
1
Kwon, Roy H.
1
Lassance, Nathan
1
Lee, Jinwook
1
Li, Jonathan Y.
1
Li, Xiaolong
1
Lim, Andrew E. B.
1
Lin, Qihang
1
Maehara, Takanori
1
Meraklı, Merve
1
Mora-Valencia, Andrés
1
Moresco, Marlon Ruoso
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Operations research letters
Insurance / Mathematics & economics
217
Journal of banking & finance
182
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
2
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
3
Hedging-based utility risk measure customized for individual investors
Dong, Linjia
;
Yang, Zhaojun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
Saved in:
4
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
5
Minimum Rényi entropy portfolios
Lassance, Nathan
;
Vrins, Frédéric
-
2019
Persistent link: https://www.econbiz.de/10011993497
Saved in:
6
A revised approach for risk-averse multi-armed bandits under CVaR criterion
Najakorn Khajonchotpanya
;
Xue, Yilin
;
Rujeerapaiboon, Napat
- In:
Operations research letters
49
(
2021
)
4
,
pp. 465-472
Persistent link: https://www.econbiz.de/10012649007
Saved in:
7
Socially responsible merchant operations : comparison of shutdown-averse CVaR and anticipated regret policies
Trivella, Alessio
;
Nadarajah, Selvaprabu
- In:
Operations research letters
49
(
2021
)
4
,
pp. 553-558
Persistent link: https://www.econbiz.de/10012649036
Saved in:
8
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
9
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
10
Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong
;
Ke, Jiannan
- In:
Operations research letters
47
(
2019
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->