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Comparison and robustification...
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Zagst, Rudi
22
Werner, Ralf
5
Escobar, Marcos
2
Kalin, Dieter
2
Kolbe, Andreas
2
Schmid, Bernd
2
Seco, Luis
2
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1
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1
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1
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1
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1
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1
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1
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Finanzmarkt und Portfolio-Management
2
The journal of asset management
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of operations research
1
Applied mathematical finance
1
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
Financial markets and portfolio management
1
International review of financial analysis
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of empirical finance
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of risk management in financial institutions
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research, Management science : OR MS ; the international literature digest
1
Review of derivatives research
1
The European journal of finance
1
The journal of alternative investments
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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OLC EcoSci
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Cascading: an adjusted exchange method for robust conic programming
Werner, Ralf
- In:
Central European journal of operations research : CEJOR …
16
(
2008
)
2
,
pp. 179-189
Persistent link: https://www.econbiz.de/10009866745
Saved in:
2
Book reviews
Werner, Ralf
- In:
OR spectrum : quantitative approaches in management
27
(
2005
)
1
,
pp. 165
Persistent link: https://www.econbiz.de/10006810114
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3
The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing
Kalemanova, Anna
;
Schmid, Bernd
;
Werner, Ralf
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 80-93
Persistent link: https://www.econbiz.de/10007723405
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4
On saddle points in nonconvex semi-infinite programming
Guerra-Vázquez, Francisco
;
Rückmann, Jan-J.
;
Werner, Ralf
- In:
Journal of global optimization : an international …
54
(
2012
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10010034732
Saved in:
5
Towards reliable efficient frontiers
Schoettle, Katrin
;
Werner, Ralf
- In:
The journal of asset management
7
(
2006-07
)
2
,
pp. 128-141
Persistent link: https://www.econbiz.de/10007297411
Saved in:
6
B: OPTIMAL ALLOCATION - Portfolio optimization: Volatility constraints versus shortfall constraints Bc:230
Kalin, Dieter
;
Zagst, Rudi
- In:
Operations research, Management science : OR MS ; the …
39
(
1999
)
5
,
pp. 511-512
Persistent link: https://www.econbiz.de/10006517956
Saved in:
7
Using scenario analysis for risk management
Zagst, Rudi
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 97
Persistent link: https://www.econbiz.de/10006561469
Saved in:
8
Monotonicity and Bounds for Convex Stochastic Control Models
Rieder, Ulrich
;
Zagst, Rudi
- In:
Zeitschrift für Operations-Research : ZOR ; …
39
(
1994
)
2
,
pp. 187-208
Persistent link: https://www.econbiz.de/10006638021
Saved in:
9
Effiziente Value at Risk Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10006099517
Saved in:
10
Univariate GARCH-Modelle zur Schätzung des Beta-Faktors
Zagst, Rudi
;
Hermann, Frank
;
Schmid, Wolfgang
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10006101247
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