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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomaß"
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Risikomaß
Portfolio selection
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Mao, Tiantian
7
Tang, Qihe
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Wang, Ruodu
5
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4
Cossette, Hélène
4
Furman, Edward
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Hu, Taizhong
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Insurance / Mathematics & economics
Journal of banking & finance
107
Risks : open access journal
75
European journal of operational research : EJOR
74
Journal of risk
68
Finance research letters
54
Economic modelling
46
International review of financial analysis
37
The North American journal of economics and finance : a journal of financial economics studies
37
Discussion paper / Tinbergen Institute
36
Quantitative finance
36
Journal of risk and financial management : JRFM
34
The journal of risk model validation
34
Energy economics
32
Applied economics
30
International journal of theoretical and applied finance
30
The journal of operational risk
30
Journal of empirical finance
27
The European journal of finance
27
Journal of risk management in financial institutions
24
Computational economics
23
Journal of economic dynamics & control
23
Research in international business and finance
22
International review of economics & finance : IREF
21
Finance and stochastics
20
International journal of forecasting
20
Research paper series / Swiss Finance Institute
20
Journal of econometrics
19
Journal of mathematical finance
19
Working papers
18
Journal of international financial markets, institutions & money
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Operations research
17
SpringerLink / Bücher
17
The journal of asset management
16
The journal of credit risk : published quarterly by Incisive Media
16
Econometric Institute research papers
15
Applied economics letters
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Mathematics and financial economics
14
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1
Capital allocation based on the tail covariance premium adjusted
Wang, Min
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
Saved in:
2
Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan
;
Buitendag, S.
;
Barrio, Eustasio del
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 79-100
Persistent link: https://www.econbiz.de/10012419249
Saved in:
3
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
4
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
5
Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.
;
Peters, Gareth W.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
Saved in:
6
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
7
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Saved in:
8
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
9
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
10
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
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