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~isPartOf:"Operations research letters"
~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
54
Risk measure
54
Theorie
39
Theory
39
Portfolio selection
28
Portfolio-Management
28
Risiko
27
Risk
27
Measurement
17
Messung
17
Mathematical programming
16
Mathematische Optimierung
16
Risikomanagement
14
Risk management
14
Robust statistics
12
Robustes Verfahren
12
Conditional value-at-risk
7
Stochastic process
7
Estimation
6
Schätzung
6
Optimization
5
Schätztheorie
5
ARCH model
4
ARCH-Modell
4
Dynamic programming
4
Dynamische Optimierung
4
Financial Engineering
4
Markov chain
4
Markov-Kette
4
Risikoaversion
4
Risk aversion
4
robust optimization
4
value-at-risk
4
Decision under risk
3
Decision under uncertainty
3
Entscheidung unter Risiko
3
Entscheidung unter Unsicherheit
3
Experiment
3
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English
13
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Hong, L. Jeff
2
Shapiro, Alexander
2
Ahmed, Shabbir
1
Broadie, Mark
1
Chun, So Yeon
1
Delage, Erick
1
Du, Yiping
1
Gao, Fuqing
1
Georghiou, Angelos
1
Juneja, Sandeep
1
Küçükyavuz, Simge
1
Li, Jonathan Yu-Meng
1
Liu, Guangwu
1
Liu, Junyi
1
Moallemi, Ciamac C.
1
Noyan, Nilay
1
Pang, Jong-shi
1
Poursoltani, Mehran
1
Rudolf, Gábor
1
Shapiro, Alex
1
Sun, Lihua
1
Ugurlu, K.
1
Uryasev, Stan
1
Wang, Wei
1
Wang, Ying
1
Wu, Hao-Hsiang
1
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Operations research letters
Operations research
Insurance / Mathematics & economics
43
European journal of operational research : EJOR
34
Journal of risk
23
Journal of econometrics
18
International journal of theoretical and applied finance
15
Risks : open access journal
15
The journal of risk model validation
13
Finance research letters
12
Journal of risk and financial management : JRFM
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
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
International journal of production research
6
Journal of forecasting
6
SFB 649 discussion paper
6
The journal of operational risk
6
Working papers / TSE : WP
6
Applied economics
5
Journal of the Operational Research Society
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
5
Annals of operations research
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Econometrics : open access journal
4
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ECONIS (ZBW)
13
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1
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
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:
3
An exact method for constrained maximization of the conditional
value-at-risk
of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
9
Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
Saved in:
10
Conditional
value-at-risk
and average
value-at-risk
: estimation and asymptotics
Chun, So Yeon
;
Shapiro, Alex
;
Uryasev, Stan
- In:
Operations research
60
(
2012
)
4
,
pp. 739-756
Persistent link: https://www.econbiz.de/10009627501
Saved in:
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