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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Decision under risk"
~subject:"Risk management"
~subject:"Robust statistics"
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Decision under risk
Risk management
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Risikomaß
28
Risk measure
28
Portfolio selection
15
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15
Risiko
13
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13
Theorie
12
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12
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Delage, Erick
2
Kuhn, Daniel
2
Ban, Gah-Yi
1
Banulescu-Radu, Denisa
1
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1
Ben-Tal, Aharon
1
Chun, So Yeon
1
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1
Du, Zaichao
1
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1
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1
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1
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1
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
99
Journal of banking & finance
53
Risks : open access journal
53
European journal of operational research : EJOR
50
Journal of risk
40
Economic modelling
28
Finance research letters
27
The journal of operational risk
27
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
23
Quantitative finance
21
Journal of risk management in financial institutions
20
The journal of risk model validation
20
International review of financial analysis
17
Discussion paper / Tinbergen Institute
15
Finance and stochastics
15
International journal of theoretical and applied finance
15
Research paper series / Swiss Finance Institute
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of risk and financial management : JRFM
13
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International journal of forecasting
12
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Journal of empirical finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International journal of production research
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Operations research letters
10
Research in international business and finance
10
Scandinavian actuarial journal
10
Applied economics letters
9
International journal of finance & economics : IJFE
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Journal of mathematical finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
14
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1
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
2
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
3
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:
4
Option-implied intrahorizon value at risk
Leippold, Markus
;
Vasiljević, Nikola
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
Saved in:
5
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
6
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
7
"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:
8
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
9
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
10
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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