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~isPartOf:"INFORMS journal on computing : JOC"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Risikomaß
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INFORMS journal on computing : JOC
Operations research
Insurance / Mathematics & economics
104
European journal of operational research : EJOR
28
Risks : open access journal
28
Journal of risk
25
Journal of banking & finance
21
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International journal of theoretical and applied finance
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10
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International review of financial analysis
9
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8
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Research paper series / Swiss Finance Institute
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The journal of operational risk
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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International review of economics & finance : IREF
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Risk measures for the 21st century
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Applied economics
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Journal of mathematical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın
;
Meimanjan, Nurtai
- In:
Operations research
71
(
2023
)
6
,
pp. 2130-2145
Persistent link: https://www.econbiz.de/10014445030
Saved in:
2
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:
3
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:
4
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
5
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
6
Risk averse shortest paths : a computational study
Chicoisne, Renaud
;
Ordóñez, Fernando
;
Espinoza, Daniel
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 539-553
Persistent link: https://www.econbiz.de/10011948091
Saved in:
7
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Li, Jonathan Yu-Meng
- In:
Operations research
66
(
2018
)
6
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011971655
Saved in:
8
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
9
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
10
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
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