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McAleer, Michael
96
Härdle, Wolfgang
53
Wang, Ruodu
52
Allen, David E.
45
Fabozzi, Frank J.
41
Pérez Amaral, Teodosio
36
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Daníelsson, Jón
31
Powell, Robert
31
Vanduffel, Steven
30
Stoja, Evarist
29
Rosazza Gianin, Emanuela
28
Račev, Svetlozar T.
27
Al Janabi, Mazin A. M.
26
Dowd, Kevin
26
Lucas, André
26
Chang, Chia-Lin
24
Stoyanov, Stoyan V.
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Brandtner, Mario
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
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Rüschendorf, Ludger
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Caporin, Massimiliano
21
Cheung, Ka Chun
21
Dhaene, Jan
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Tsanakas, Andreas
21
Uryasev, Stan
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Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Huschens, Stefan
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
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Munari, Cosimo-Andrea
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National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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European Central Bank
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University of Canterbury / Dept. of Economics and Finance
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Friedrich-Schiller-Universität Jena
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Springer-Verlag GmbH
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Federal Reserve Bank of San Francisco
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HFDF <2, 1998, Zürich>
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International Center for Financial Asset Management and Engineering
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1
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1
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1
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Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
132
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
International review of economics & finance : IREF
39
Research in international business and finance
39
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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ECONIS (ZBW)
8,294
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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951
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960
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951
Distributionally robust reinsurance with value-at-risk and
conditional
value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
952
Online portfolio selection with long-short term forecasting
Li, Roujia
;
Liu, Jia
- In:
Operations research forum
3
(
2022
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013461950
Saved in:
953
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
954
Deep learning for efficient frontier calculation in finance
Warin, Xavier
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
Saved in:
955
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
956
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Bushaj, Sabah
;
Büyüktahtakın, İ. Esra
;
Haight, Robert G.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1094-1110
Persistent link: https://www.econbiz.de/10013207229
Saved in:
957
Minimizing
conditional
value-at-risk
under a modified basestock policy
Li, Bo
;
Arreola-Risa, Antonio
- In:
Production and operations management : the flagship …
31
(
2022
)
4
,
pp. 1822-1838
Persistent link: https://www.econbiz.de/10013273848
Saved in:
958
Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur
;
Shahzad, Syed Jawad Hussain
;
Uddin, …
- In:
The energy journal
43
(
2022
)
1
,
pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
Saved in:
959
Value of inventory pooling with limited demand information and risk aversion
Xue, Weili
;
Ma, Lijun
;
Liu, Yanchu
;
Lin, Meiyan
- In:
Decision sciences
53
(
2022
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10013164965
Saved in:
960
Scenario-based stochastic model for supplier selection and order allocation under disruption risk and quantity discount
Hamdi, Faiza
;
Masmoudi, Faouzi
- In:
International journal of risk assessment and management …
25
(
2022
)
1/2
,
pp. 84-102
Persistent link: https://www.econbiz.de/10014227076
Saved in:
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