//--> //--> //-->
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:"Portfolio-Management"
~isPartOf:"Operations research"
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: subject_exact:"Wagnis"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Risiko
58
Risk
58
Theorie
39
Theory
39
Portfolio selection
18
Risikomaß
17
Risk measure
17
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Mathematical programming
13
Mathematische Optimierung
13
Robust statistics
13
Robustes Verfahren
13
Risikomanagement
12
Risk management
12
Stochastic process
10
Stochastischer Prozess
10
Financial Engineering
8
Simulation
8
Decision
7
Entscheidung
7
Measurement
7
Messung
7
robust optimization
7
Risikoaversion
6
Risk aversion
6
Estimation theory
5
Schätztheorie
5
Probability theory
4
Wahrscheinlichkeitsrechnung
4
uncertainty
4
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Financial engineering
3
Inventory model
3
Lagerhaltungsmodell
3
Modellierung
3
Nichtparametrisches Verfahren
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Wang, Ruodu
3
Embrechts, Paul
2
Atamtürk, Alper
1
Athanasopoulou, Marialena
1
Bensoussan, Alain
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chen, Jingnan
1
Consiglio, Andrea
1
Corsi, Fulvio
1
Cui, Xiangyu
1
Delage, Erick
1
Edirisinghe, Chanaka
1
Erce, Aitor
1
Fuh, Cheng-der
1
Gavilán, Ángel
1
Guo, Shaoyan
1
Gómez, Andrés
1
Hall, Nicholas G.
1
Hoe, SingRu
1
Hsu, Ya-hui
1
Hu, Inchi
1
Jeong, Jaehwan
1
Kim, Joohyun
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Li, Jonathan Yu-Meng
1
Lillo, Fabrizio
1
Liu, Guangwu
1
Liu, Haiyan
1
Long, Daniel Zhuoyu
1
Maccheroni, Fabio
1
Marmi, Stefano
1
Moshammer, Edmund
1
Noyan, Nilay
1
Qi, Jin
1
Reinert, Gesine
1
Rudolf, Gábor
1
Schied, Alexander
1
Shi, Yun
1
more ...
less ...
Published in...
All
Operations research
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
76
Journal of banking & finance
71
Finance research letters
57
Risks : open access journal
57
NBER working paper series
53
International review of financial analysis
41
The journal of asset management
38
NBER Working Paper
37
Journal of financial economics
35
Journal of empirical finance
33
Quantitative finance
33
International review of economics & finance : IREF
32
Working paper / National Bureau of Economic Research, Inc.
32
The North American journal of economics and finance : a journal of financial economics studies
29
Economic modelling
27
Finance and stochastics
27
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
26
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
24
Economics letters
23
Journal of risk
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Research paper series / Swiss Finance Institute
23
Discussion paper / Centre for Economic Policy Research
22
Journal of economic dynamics & control
22
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Mathematics and financial economics
20
Scandinavian actuarial journal
20
Discussion papers / CEPR
17
The journal of investing
17
Journal of international financial markets, institutions & money
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied economics letters
15
Discussion paper
15
Energy economics
15
Journal of investment management : JOIM
15
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
2
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
3
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
4
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
5
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
6
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
7
A risk extended version of Merton's optimal consumption and portfolio selection
Bensoussan, Alain
;
Hoe, SingRu
;
Kim, Joohyun
;
Yan, Zhongfeng
- In:
Operations research
70
(
2022
)
2
,
pp. 815-829
Persistent link: https://www.econbiz.de/10013365795
Saved in:
8
Risk management for sustainable sovereign debt financing
Zenios, Stauros Andrea
;
Consiglio, Andrea
; …
- In:
Operations research
69
(
2021
)
3
,
pp. 755-773
Persistent link: https://www.econbiz.de/10012546866
Saved in:
9
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
10
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
11
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Li, Jonathan Yu-Meng
- In:
Operations research
66
(
2018
)
6
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011971655
Saved in:
12
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
13
When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification
Corsi, Fulvio
;
Marmi, Stefano
;
Lillo, Fabrizio
- In:
Operations research
64
(
2016
)
5
,
pp. 1073-1088
Persistent link: https://www.econbiz.de/10011594641
Saved in:
14
Risk in large claims insurance market with bipartite graph structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Operations research
64
(
2016
)
5
,
pp. 1159-1176
Persistent link: https://www.econbiz.de/10011594678
Saved in:
15
Simulating risk contributions of credit portfolios
Liu, Guangwu
- In:
Operations research
63
(
2015
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
Saved in:
16
Managing underperformance risk in project portfolio selection
Hall, Nicholas G.
;
Long, Daniel Zhuoyu
;
Qi, Jin
;
Sim, Melvyn
- In:
Operations research
63
(
2015
)
3
,
pp. 660-675
Persistent link: https://www.econbiz.de/10011292938
Saved in:
17
Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David
- In:
Operations research
62
(
2014
)
6
,
pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862
Saved in:
18
Efficient simulation of value at risk with heavy-tailed risk factors
Fuh, Cheng-der
;
Hu, Inchi
;
Hsu, Ya-hui
;
Wang, Ren-her
- In:
Operations research
59
(
2011
)
6
,
pp. 1395-1406
Persistent link: https://www.econbiz.de/10009487167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->