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~subject:"Lernprozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Fallstudie"
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Search: subject_exact:"VaR (Value at Risk)"
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Lernprozess
Risikomaß
4,397
Risk measure
4,397
Theorie
2,036
Theory
2,036
Portfolio selection
1,708
Portfolio-Management
1,708
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1,347
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1,339
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1,338
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1,336
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724
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723
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723
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723
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708
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708
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648
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646
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639
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639
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529
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529
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520
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520
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328
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326
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326
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326
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314
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313
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313
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312
Bank risk
298
Bankrisiko
298
Estimation theory
290
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290
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279
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264
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259
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259
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Bedoui, Rihab
1
Benkraiem, Ramzi
1
Bier, Monika
1
Boudabsa, Lotfi
1
Coache, Anthony
1
Delage, Erick
1
Fan, Minjie
1
Filipović, Damir
1
Guesmi, Khaled
1
Jaimungal, Sebastian
1
Kedidi, Islem
1
Li, Duan
1
Li, Jonathan Yu-Meng
1
Liu, Junyi
1
Marzban, Saeed
1
Najakorn Khajonchotpanya
1
Nocetti, Diego
1
Pang, Jong-shi
1
Rujeerapaiboon, Napat
1
Vahn, Gah-Yi
1
Wu, Qi
1
Xue, Yilin
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Zhu, Shushang
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Journal of economic dynamics & control
2
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Operations research letters
1
Quantitative finance
1
Technological forecasting & social change : an international journal
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ECONIS (ZBW)
11
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Reinforcement learning with dynamic convex risk measures
Coache, Anthony
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10014514792
Saved in:
3
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
4
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:
5
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
6
A revised approach for risk-averse multi-armed bandits under CVaR criterion
Najakorn Khajonchotpanya
;
Xue, Yilin
;
Rujeerapaiboon, Napat
- In:
Operations research letters
49
(
2021
)
4
,
pp. 465-472
Persistent link: https://www.econbiz.de/10012649007
Saved in:
7
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
8
On dynamic Knightian uncertainty models : time-consistency and optimal behavior
Bier, Monika
-
2010
Persistent link: https://www.econbiz.de/10009152069
Saved in:
9
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
10
New approaches to robustness and learning in data-driven portfolio optimization
Vahn, Gah-Yi
-
2012
Persistent link: https://www.econbiz.de/10011815719
Saved in:
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