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~isPartOf:"Insurance / Mathematics & economics"
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Search: subject_exact:"Risikomaß"
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Risikomaß
228
Risk measure
228
Theorie
180
Theory
180
Risk
127
Risiko
126
Portfolio selection
108
Portfolio-Management
108
Measurement
105
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105
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98
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96
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79
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79
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32
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32
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31
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31
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24
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24
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24
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23
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231
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Cheung, Ka Chun
7
Mao, Tiantian
7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
6
Tang, Qihe
6
Asimit, Alexandru V.
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Boonen, Tim J.
4
Cai, Jun
4
Cossette, Hélène
4
Eling, Martin
4
Sordo, Miguel A.
4
Su, Jianxi
4
Yang, Fan
4
Bellini, Fabio
3
Chi, Yichun
3
Dhaene, Jan
3
Guillou, Armelle
3
Hua, Lei
3
Ignatieva, Ekaterina
3
Kim, Joseph H. T.
3
Laeven, Roger J. A.
3
Li, Jinzhu
3
Ling, Chengxiu
3
Liu, Fangda
3
Marceau, Etienne
3
Peng, Liang
3
Pitselis, Georgios
3
Rosazza Gianin, Emanuela
3
Rüschendorf, Ludger
3
Sordo, M. A.
3
Tsanakas, Andreas
3
Wang, Xing
3
Wei, Yunran
3
Weng, Chengguo
3
Zhuang, Sheng Chao
3
Assa, Hirbod
2
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Discussion paper
Insurance / Mathematics & economics
Journal of banking & finance
181
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
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32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
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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
Operations research letters
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ECONIS (ZBW)
231
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1
The nonsense of bitcoin 1n portfolio analysis
Shalit, Haim
-
2024
Persistent link: https://www.econbiz.de/10014486908
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
4
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran
;
Zitikis, Ric̆ardas
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
5
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
6
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
7
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
8
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
9
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
10
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
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