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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Kuhn, Daniel"
~person:"Scaillet, Olivier"
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Robust statistics
6
Robustes Verfahren
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Risikomaß
5
Risk measure
5
distributionally robust optimization
4
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Kuhn, Daniel
Scaillet, Olivier
Sim, Melvyn
6
Rolle, Jean-Daniel
4
Wiesemann, Wolfram
4
Besbes, Omar
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Delage, Erick
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Ghose, Anindya
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Hong, L. Jeff
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Jagabathula, Srikanth
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Lim, Andrew E. B.
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Alós-Ferrer, Carlos
2
Ansari, Asim
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Bandi, Chaithanya
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Bastani, Hamsa
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Bertsimas, Dimitris
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Blanchet, Jose
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Bradlow, Eric T.
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Chick, Stephen E.
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Cire, Andre A.
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Denuit, Michel
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Ebbes, Peter
2
Gur, Yonatan
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Hoesli, Martin
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Ipeirotis, Panagiotis G.
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Lam, Henry
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Macnamara, Gregory
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Mamani, Hamed
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Musalem, Andrés
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Olivares, Marcelo
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Qi, Jin
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Ramdas, Kamalini
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Saban, Daniela
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Simchi-Levi, David
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Stewart, Neil
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Trichakis, Nikolaos
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Xiong, Peng
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Yu, Cindy
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
20
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
Swiss Finance Institute Research Paper
14
FAME research paper series
10
Journal of econometrics
7
Operations research
4
Mathematics of operations research
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Operations research letters
2
Research paper / International Center for Financial Asset Management and Engineering
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Computational Management Science : CMS
1
Econometric theory
1
European journal of operational research : EJOR
1
FINRISK Working Paper Series
1
INFORMS journal on computing : JOC
1
IRES discussion papers
1
International journal of forecasting
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Optimal financial decision making under uncertainty
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
Working Paper
1
Working Paper No. 583
1
Working paper / Centre for Financial Research
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ECONIS (ZBW)
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1
From data to decisions : distributionally robust optimization is optimal
Parys, Bart P. G. van
;
Mohajerin Esfahani, Peyman
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3387-3402
Persistent link: https://www.econbiz.de/10012606903
Saved in:
2
Distributionally robust mechanism design
Koçyiğit, Çağıl
;
Iyengar, Garud
;
Kuhn, Daniel
; …
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 159-189
Persistent link: https://www.econbiz.de/10012156572
Saved in:
3
"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
Saved in:
4
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
5
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
6
Interdiction games on Markovian PERT networks
Gutin, Eli
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 999-1017
Persistent link: https://www.econbiz.de/10011284886
Saved in:
7
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
Saved in:
8
Testing for concordance ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687882
Saved in:
9
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825715
Saved in:
10
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
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