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subject:"Portfolio-Management"
~person:"Kara, Güray"
~person:"Hu, Jian-Qiang"
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Portfolio-Management
Portfolio selection
3
Sensitivity analysis
3
Sensitivitätsanalyse
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Risk measure
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Decision under uncertainty
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Kara, Güray
Hu, Jian-Qiang
Hitaj, Asmerilda
5
Fu, Michael
3
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Mastrogiacomo, Elisa
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Peng, Yijie
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Scaillet, Olivier
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Consigli, Giorgio
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Deng, Geng
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Lei, Lei
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Mercuri, Lorenzo
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Abbas, Karim
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Ammann, Manuel
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Barrieu, Pauline
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Borgonovo, Emanuele
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Brito, Rui Pedro
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Cao, Xi-Ren
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Chen, Zhiyong
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Cheurfa, Fatah
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Christ, Korbinian
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Coqueret, Guillaume
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Diamandis, Panayotis F.
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Dupačová, Jitka
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Fischer, Matthias
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Glasserman, Paul
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Glynn, Peter W.
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Hu, Jianqiang
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Júdice, Pedro
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
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Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
3
Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray
;
Özmen, Ayşe
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
1
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
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