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~person:"Korn, Ralf"
~person:"Eeckhoudt, Louis R."
~subject:"Risk"
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Search: subject_exact:"Portfolioanalyse"
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Risk
Portfolio selection
70
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70
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57
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14
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11
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11
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Korn, Ralf
Eeckhoudt, Louis R.
Wang, Ruodu
22
Fabozzi, Frank J.
18
Gollier, Christian
18
Maurer, Raimond
18
Engle, Robert F.
16
Kelly, Bryan T.
16
Rosazza Gianin, Emanuela
16
Giglio, Stefano
15
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14
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13
Bali, Turan G.
12
Huang, Xiaoxia
12
Satchell, Stephen
12
Mao, Tiantian
11
Albrecht, Peter
10
Csóka, Péter
10
Diebold, Francis X.
10
Furman, Edward
10
Kakushadze, Zura
10
Liu, Haiyan
10
Weber, Martin
10
Fugazza, Carolina
9
Guidolin, Massimo
9
Guiso, Luigi
9
Heathcote, Jonathan
9
Härdle, Wolfgang
9
Lucas, André
9
Luo, Yulei
9
Nicodano, Giovanna
9
Perri, Fabrizio
9
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9
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9
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9
Bellini, Fabio
8
Bollerslev, Tim
8
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8
Hsu, Jason C.
8
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8
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Journal of risk and uncertainty : JRU
2
Discussion paper / LSE Financial Markets Group
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic theory
1
Journal of mathematical economics
1
La finance et les nouveaux modèles de décision dans l'incertain et dans le risque
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
OR spectrum : quantitative approaches in management
1
The Geneva risk and insurance review
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
14
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1
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
2
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
3
Risk, ambiguity, and the value of diversification
Berger, Loïc
;
Eeckhoudt, Louis R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1639-1647
Persistent link: https://www.econbiz.de/10012506017
Saved in:
4
Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
5
Downside risk neutral probabilities
Pierre Chaigneau, Pierre
;
Eeckhoudt, Louis R.
-
2016
Persistent link: https://www.econbiz.de/10011529561
Saved in:
6
Restricted increases in risk aversion and their application
Eeckhoudt, Louis R.
;
Liu, Liqun
;
Meyer, Jack
- In:
Economic theory : official journal of the Society for …
64
(
2017
)
1
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011723693
Saved in:
7
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
Saved in:
8
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel
;
Eeckhoudt, Louis R.
;
Liu, Liqun
;
Meyer, Jack
- In:
The Geneva risk and insurance review
41
(
2016
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Saved in:
9
Risk aversion, prudence, and asset allocation : a review and some new developments
Denuit, Michel
;
Eeckhoudt, Louis R.
- In:
Theory and decision : an international journal for …
80
(
2016
)
2
,
pp. 227-243
Persistent link: https://www.econbiz.de/10011593667
Saved in:
10
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
11
Decreasing downside risk aversion and background risk
Crainich, David
;
Eeckhoudt, Louis R.
;
Le Courtois, Olivier
- In:
Journal of mathematical economics
53
(
2014
),
pp. 59-63
Persistent link: https://www.econbiz.de/10011297143
Saved in:
12
La théorie duale des choix risqués et la diversification : quelques réflexions
Eeckhoudt, Louis R.
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001337644
Saved in:
13
The interaction between the demands for insurance and insurable assets
Eeckhoudt, Louis R.
- In:
Journal of risk and uncertainty : JRU
14
(
1997
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10001215686
Saved in:
14
Demand for risk assets and the monotone probability ratio order
Eeckhoudt, Louis R.
- In:
Journal of risk and uncertainty : JRU
11
(
1995
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10001193357
Saved in:
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