//--> //--> //--> //-->
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
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Wang, Ruodu"
~subject:"ARCH model"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Risikomaß
Theorie
117
Theory
117
Portfolio selection
95
Portfolio-Management
95
Risk measure
45
USA
38
United States
38
Risiko
36
Risk
36
Option pricing theory
35
Optionspreistheorie
35
Risk management
35
Risikomanagement
34
Statistical distribution
30
Statistische Verteilung
30
CAPM
28
Stochastic process
26
Stochastischer Prozess
26
Volatility
26
Volatilität
26
Capital income
24
Kapitaleinkommen
24
Credit risk
21
Estimation
21
Kreditrisiko
21
Measurement
21
Messung
21
Schätzung
21
Derivat
18
Derivative
18
Risikoprämie
18
Risk premium
18
Forecasting model
17
Prognoseverfahren
17
Welt
16
World
16
Asset-Backed Securities
14
Asset-backed securities
14
Börsenkurs
14
more ...
less ...
Online availability
All
Undetermined
32
Free
1
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
55
Working Paper
9
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
Czech
English
Author
All
Fabozzi, Frank J.
Wang, Ruodu
Ma, Feng
67
McAleer, Michael
65
Gupta, Rangan
52
Hammoudeh, Shawkat
42
Bouri, Elie
38
Kumar, Dilip
35
Kang, Sang Hoon
34
Tiwari, Aviral Kumar
33
Zhang, Yaojie
33
McMillan, David G.
29
Mensi, Walid
28
Nguyen, Duc Khuong
28
Serletis, Apostolos
28
Wang, Yudong
28
Caporin, Massimiliano
27
Hamori, Shigeyuki
25
Yoon, Seong-min
25
Degiannakis, Stavros
24
Francq, Christian
23
Liang, Chao
23
Wei, Yu
23
Ji, Qiang
22
Righi, Marcelo Brutti
22
Chiang, Thomas C.
21
Hafner, Christian M.
21
Zakoïan, Jean-Michel
21
Lucey, Brian M.
20
Wu, Xinyu
20
Choudhry, Taufiq
19
Floros, Christos
19
Guesmi, Khaled
19
Račev, Svetlozar T.
19
Teräsvirta, Timo
19
Živkov, Dejan
19
Bali, Turan G.
18
Chang, Chia-Lin
18
Chen, Cathy W. S.
18
Chevallier, Julien
18
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
Journal of banking & finance
6
Finance and stochastics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Annals of economics and finance
2
Computational economics
2
International journal of theoretical and applied finance
2
Annals of operations research
1
Astin bulletin : the journal of the International Actuarial Association
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Review of quantitative finance and accounting
1
Risks : open access journal
1
The journal of alternative investments : JAI
1
The journal of asset management
1
The journal of fixed income
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
2
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
Saved in:
3
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
4
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
5
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
6
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
7
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
8
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
9
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
10
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->