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Search: subject_exact:"Unsicherheit"
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Risk measure
Risiko
58
Risk
58
Theorie
39
Theory
39
Portfolio selection
18
Portfolio-Management
18
Risikomaß
17
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Mathematical programming
13
Mathematische Optimierung
13
Robust statistics
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Measurement
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robust optimization
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uncertainty
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Bayesian inference
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Estimation
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Wang, Ruodu
3
Embrechts, Paul
2
Atamtürk, Alper
1
Broadie, Mark
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chen, Jingnan
1
Delage, Erick
1
Du, Yiping
1
Edirisinghe, Chanaka
1
Ferris, Michael C.
1
Fuh, Cheng-der
1
Guo, Shaoyan
1
Gómez, Andrés
1
Hsu, Ya-hui
1
Hu, Inchi
1
Jeong, Jaehwan
1
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Klüppelberg, Claudia
1
Kou, Steven
1
Li, Jonathan Yu-Meng
1
Liu, Guangwu
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Liu, Haiyan
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Maccheroni, Fabio
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Moallemi, Ciamac C.
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Noyan, Nilay
1
Peng, Xianhua
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Operations research
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
52
Risks : open access journal
48
Journal of banking & finance
45
Finance research letters
36
Journal of risk
27
Quantitative finance
27
Finance and stochastics
21
Mathematics of operations research
21
International review of financial analysis
19
Economic modelling
18
Energy economics
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
International journal of theoretical and applied finance
16
Applied economics
15
International review of economics & finance : IREF
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk management in financial institutions
9
Operations research letters
9
The European journal of finance
9
The journal of risk model validation
9
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
8
Applied economics letters
7
International journal of risk assessment and management : IJRAM
7
Journal of econometrics
7
Journal of economic dynamics & control
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ECONIS (ZBW)
17
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17
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1
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
2
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
3
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:
4
Dynamic risked equilibrium
Ferris, Michael C.
;
Philpott, Andy
- In:
Operations research
70
(
2022
)
3
,
pp. 1933-1952
Persistent link: https://www.econbiz.de/10013366305
Saved in:
5
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:
6
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
7
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
8
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
9
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:
10
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
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