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~isPartOf:"Quantitative finance"
~subject:"Entscheidung unter Unsicherheit"
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Entscheidung unter Unsicherheit
Robust statistics
15
Robustes Verfahren
15
Theorie
13
Theory
13
Portfolio selection
11
Portfolio-Management
11
Risikomaß
6
Risk measure
6
Distributionally robust optimization
4
Mathematical programming
4
Mathematische Optimierung
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Risiko
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Risk
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Statistical distribution
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Statistische Verteilung
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Decision under uncertainty
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Measurement
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Messung
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Portfolio optimization
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Risikomanagement
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Risk management
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Statistical method
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Statistische Methode
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Asset allocation
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CAPM
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Experiment
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Option pricing theory
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Optionspreistheorie
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Risk measures
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Robust optimization
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Robustness
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Statistical ambiguity
2
Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Bergen, V.
1
Escobar, Marcos
1
Falk, Thorsten
1
García-Feijóo, Luis
1
Lütkebohmert-Holtz, Eva
1
Rubtsov, A.
1
Sester, Julian
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Viale, Ariel M.
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Zagst, Rudi
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Quantitative finance
European journal of operational research : EJOR
62
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Operations research
14
Journal of economic theory
11
International journal of production research
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
8
Decision making under deep uncertainty : from theory to practice
7
INFORMS journal on computing : JOC
7
Mathematics of operations research
7
Operations research letters
7
Computational Management Science : CMS
6
Omega : the international journal of management science
6
EURO journal on computational optimization
5
Insurance / Mathematics & economics
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
Discussion paper / Center for Economic Research, Tilburg University
4
International transactions in operational research : a journal of the International Federation of Operational Research Societies
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Les cahiers du GERAD
4
Quantitative economics : QE ; journal of the Econometric Society
4
Annals of finance
3
CESifo Working Paper Series
3
CESifo working papers
3
CentER Discussion Paper Series
3
IMA journal of management mathematics
3
Journal of the Operational Research Society
3
Mathematics and financial economics
3
RAIRO / Operations research
3
Robustness analysis in decision aiding, optimization, and analytics
3
Technological forecasting & social change : an international journal
3
Transportation research / E : an international journal
3
Annals of operations research
2
CEMMAP working papers / Centre for Microdata Methods and Practice
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CFS working paper series
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ECONIS (ZBW)
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A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
2
Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
3
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
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