//--> //--> //-->
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
~subject:"Kreditrisiko"
~subject:"Markov chain"
~subject:"Portfolio-Management"
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: person:"Pflug, Georg Ch"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Markov chain
Portfolio-Management
Theorie
30
Theory
30
Mathematical programming
18
Mathematische Optimierung
18
Stochastic process
11
Stochastischer Prozess
11
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
Risikomaß
9
Risk measure
8
Risiko
7
Risk
7
Portfolio selection
6
Dynamic programming
5
Risikomanagement
5
Dynamische Optimierung
4
Measurement
4
Messung
4
Risk management
4
Robust statistics
4
Robustes Verfahren
4
Statistical distribution
4
Statistische Verteilung
4
Credit risk
3
Decision under risk
3
Distributional robustness
3
Entscheidung unter Risiko
3
Markov-Kette
3
Model error
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic optimization
3
Wasserstein distance
3
Bilevel optimization
2
Correlation
2
Credit rating
2
Electric power engineering
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
9
Author
All
Pflug, Georg
9
Kaniovski, Yuri M.
3
Pichler, Alois
3
Boreiko, D. V.
2
Wozabal, David
2
Dempster, Michael A. H.
1
Maier, Sebastian
1
Mitra, Gautam
1
Polak, John W.
1
more ...
less ...
Published in...
All
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Chapman & Hall/CRC financial mathematics series
1
Computational economics
1
Quantitative fund management
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
2
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
3
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
Saved in:
4
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
5
Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10011694781
Saved in:
6
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg
;
Pichler, Alois
;
Wozabal, David
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 410-417
Persistent link: https://www.econbiz.de/10009511313
Saved in:
7
Ambiguity in portfolio selection
Pflug, Georg
;
Wozabal, David
- In:
Quantitative fund management
,
(pp. 377-391)
.
2009
Persistent link: https://www.econbiz.de/10003797018
Saved in:
8
Quantitative fund management
Dempster, Michael A. H.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003684347
Saved in:
9
Risk assessment for credit portfolios : a coupled Markov chain model
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2303-2323
Persistent link: https://www.econbiz.de/10003522921
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->