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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Operations research"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"coherent risk measures"
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Estimation theory
Stochastischer Prozess
coherent risk measures
Risikomaß
135
Risk measure
135
Theorie
104
Theory
104
Portfolio selection
77
Portfolio-Management
77
Risiko
68
Risk
68
Risikomanagement
44
Risk management
44
Mathematical programming
40
Mathematische Optimierung
40
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37
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37
Stochastic process
32
Robust statistics
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Robustes Verfahren
19
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14
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14
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12
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11
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10
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Portfolio optimization
10
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10
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10
Schätztheorie
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Credit risk
8
Decision under uncertainty
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Dynamic programming
8
Entscheidung unter Unsicherheit
8
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8
Kreditrisiko
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8
Markov-Kette
8
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41
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Shapiro, Alexander
3
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2
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2
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1
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1
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1
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1
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European journal of operational research : EJOR
Operations research
Insurance / Mathematics & economics
43
Journal of risk
23
Journal of econometrics
18
International journal of theoretical and applied finance
15
Risks : open access journal
14
Journal of risk and financial management : JRFM
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
10
Journal of banking & finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Computational economics
9
Finance research letters
9
Quantitative finance
9
Journal of mathematical finance
8
Mathematics of operations research
8
Dresdner Beiträge zu quantitativen Verfahren
7
INFORMS journal on computing : JOC
7
International journal of forecasting
7
Journal of financial econometrics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
SFB 649 discussion paper
6
The journal of operational risk
6
Working papers / TSE : WP
6
Applied economics
5
International journal of production research
5
Journal of the Operational Research Society
5
Operations research letters
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working papers
5
Working papers series in theoretical and applied economics
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Annals of operations research
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
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ECONIS (ZBW)
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio
value-at-risk
measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
5
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
Saved in:
6
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
7
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Bushaj, Sabah
;
Büyüktahtakın, İ. Esra
;
Haight, Robert G.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1094-1110
Persistent link: https://www.econbiz.de/10013207229
Saved in:
8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
9
A vehicle routing problem with distribution uncertainty in deadlines
Zhang, Dali
;
Li, Dong
;
Sun, Hailin
;
Hou, Liwen
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012495440
Saved in:
10
Estimating
Value-at-Risk
and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
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