Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
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
Optimal Insurance for Prudent...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Robust portfolio decisions
2
Robust statistics
2
Robustes Verfahren
2
Theorie
2
Theory
2
Asymmetric dependence
1
Capital income
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Expected utility
1
Financial crisis
1
Finanzkrise
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Mixture R-vine copula uncertainty
1
R-vine copula change-point detection
1
R-vine copulas
1
Regime switching
1
Risiko
1
Risikoaversion
1
Risikomanagement
1
Risk
1
Risk aversion
1
Risk management
1
Subjective risk aversion
1
Worst-case CVaR
1
Worst-case spectral risk measures
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Su, Xiaoshan
2
Bai, Manying
1
Han, Yingwei
1
Li, Yuhan
1
Published in...
All
Economic modelling
Finance : revue de l'Association Française de Finance
7
Asia-Pacific financial markets
3
Asia-Pacific journal of risk and insurance : APJRI
3
Journal of economic dynamics & control
3
Journal of mathematical economics
3
Asia-Pacific Financial Markets
2
Insurance / Mathematics & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risks : open access journal
2
The Geneva Risk and Insurance Review
2
The Geneva risk and insurance review
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working Papers / HAL
2
Working Papers / IÉSEG School of Management, Université Catholique de Lille
2
AMSE Working Papers
1
Asia Pacific financial markets
1
Asian Finance Association (AsianFA) 2018 Conference
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Insurance: Mathematics and Economics
1
Journal of Economic Dynamics and Control
1
Journal of Mathematical Economics
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of financial markets
1
Journal of risk and uncertainty
1
Mathematical Finance, 23(1), 143-168 (2013)
1
Mathematical Social Sciences
1
Mathematical social sciences
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative Finance
1
Risks
1
Series in quantitative finance
1
The journal of derivatives : JOD
1
Working Paper
1
World Scientific Books
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
2
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
