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~person:"Gollier, Christian"
~person:"Landsman, Zinoviy"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Gollier, Christian
Landsman, Zinoviy
Wang, Ruodu
14
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
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9
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Kakushadze, Zura
8
Rüschendorf, Ludger
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Satchell, Stephen
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Furman, Edward
7
Bali, Turan G.
6
Brandtner, Mario
6
Guillén, Montserrat
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Luo, Yulei
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Rösch, Daniel
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Tang, Qihe
6
Vanduffel, Steven
6
Wagner, Niklas F.
6
Yu, Willie
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Zaremba, Adam
6
Bellini, Fabio
5
Branger, Nicole
5
Cai, Jun
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Chen, An
5
Denuit, Michel
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Hammoudeh, Shawkat
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Jarrow, Robert A.
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Laeven, Roger J. A.
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Maurer, Raimond
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Siu, Tak Kuen
5
Tavakoli Baghdadabad, Mohammad Reza
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Xu, Huifu
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Journal of risk and uncertainty : JRU
4
Insurance / Mathematics & economics
2
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1
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1
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ECONIS (ZBW)
16
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1
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1
Downside risk optimization with random targets and portfolio amplitude
Landsman, Zinoviy
;
Makov, Udi
;
Yao, Jing
;
Zhou, Ming
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1642-1663
Persistent link: https://www.econbiz.de/10013532255
Saved in:
2
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
Saved in:
3
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
4
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
5
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
6
The tail Stein's identity with applications to risk measures
Landsman, Zinoviy
;
Valdez, Emiliano
- In:
North American actuarial journal
20
(
2016
)
4
,
pp. 313-326
Persistent link: https://www.econbiz.de/10011721394
Saved in:
7
Risk and choice : a research saga
Gollier, Christian
;
Hammitt, James K.
;
Treich, Nicolas
- In:
Journal of risk and uncertainty : JRU
47
(
2013
)
2
,
pp. 129-145
Persistent link: https://www.econbiz.de/10010222381
Saved in:
8
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Landsman, Zinoviy
;
Makov, Udi
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 94-98
Persistent link: https://www.econbiz.de/10009501696
Saved in:
9
Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian
- In:
Journal of public economics
92
(
2008
)
5/6
,
pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
Saved in:
10
Increased risk-bearing with background risk
Gollier, Christian
(
contributor
); …
- In:
Topics in theoretical economics
6
(
2006
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003302624
Saved in:
1
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