//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics and financial economics"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Robuste Schätzung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Entscheidung unter Unsicherheit
Risk measure
Robust statistics
7
Robustes Verfahren
7
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
Decision under uncertainty
3
Mathematical programming
3
Mathematische Optimierung
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Risikoaversion
2
Risk aversion
2
Robust optimization
2
Ambiguity
1
Ambiguity averse preferences
1
Analysis
1
Backward stochastic differential equations
1
Capital income
1
Control theory
1
Convex risk measures
1
Decision under risk
1
Differential games
1
Duality theory
1
Ellipsoidal uncertainty on mean returns
1
Entscheidung unter Risiko
1
Experiment
1
GANs
1
HJBI equation
1
Hamilton-Jacobi-Bellman-Isaacs equation
1
Kapitaleinkommen
1
Knightian uncertainty
1
Kontrolltheorie
1
Martingal
1
Martingale
1
Mathematical analysis
1
Measurement
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bellini, Fabio
1
Biagini, Sara
1
Guo, Ivan
1
Laeven, Roger J. A.
1
Langrené, Nicolas
1
Loeper, Grégoire
1
Ning, Wei
1
Pınar, Mustafa Ç.
1
Rosazza Gianin, Emanuela
1
Tsujimura, Motoh
1
Yoshioka, Hidekazu
1
more ...
less ...
Published in...
All
Mathematics and financial economics
European journal of operational research : EJOR
72
Operations research
23
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Journal of economic theory
11
International journal of production research
10
Operations research letters
10
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Insurance / Mathematics & economics
8
Omega : the international journal of management science
8
Decision making under deep uncertainty : from theory to practice
7
INFORMS journal on computing : JOC
7
Journal of economic dynamics & control
7
Mathematics of operations research
7
Computational Management Science : CMS
6
Discussion paper / Center for Economic Research, Tilburg University
6
EURO journal on computational optimization
6
Finance and stochastics
5
International journal of production economics
5
Mathematical methods of operations research
5
Networks and spatial economics : a journal of infrastructure modeling and computation
5
OR spectrum : quantitative approaches in management
5
CentER Discussion Paper Series
4
Economic modelling
4
INFORMS journal on optimization
4
International transactions in operational research : a journal of the International Federation of Operational Research Societies
4
Journal of banking & finance
4
Les cahiers du GERAD
4
Quantitative economics : QE ; journal of the Econometric Society
4
RAIRO / Operations research
4
Annals of finance
3
CESifo Working Paper Series
3
CESifo working papers
3
Computational economics
3
IMA journal of management mathematics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of scheduling
3
Journal of the Operational Research Society
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust consumption model when the intensity of technological progress is ambiguous
Tsujimura, Motoh
;
Yoshioka, Hidekazu
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10014226249
Saved in:
2
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
3
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
4
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->