//--> //--> //-->
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
~subject:"Mathematical programming"
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
Value-at-Risk bounds with two-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
34
Theory
34
Portfolio selection
25
Portfolio-Management
25
Risikomaß
23
Risk measure
23
Risiko
21
Risk
21
Risk management
12
Risikomanagement
11
Value-at-Risk
7
Measurement
6
Messung
6
Stochastic process
6
Stochastischer Prozess
6
Allocation
5
Allokation
5
Credit risk
5
Dependence uncertainty
5
Kreditrisiko
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Option pricing theory
4
Optionspreistheorie
4
Positive dependence
4
expected shortfall
4
model uncertainty
4
Basel 3.5
3
Cost-efficient strategies
3
Esscher transform
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Hedging
3
Mathematische Optimierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Rearrangement algorithm
3
Risk aggregation
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
3
Author
All
Rüschendorf, Ludger
2
Bank, Peter
1
Bernard, Carole
1
Cornilly, Dries
1
Lux, Thibaut
1
Mainik, Georg
1
Papapantoleon, Antonis
1
Puccetti, Giovanni
1
Vanduffel, Steven
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
2
On optimal portfolio diversification with respect to extreme risks
Mainik, Georg
;
Rüschendorf, Ludger
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 593-623
Persistent link: https://www.econbiz.de/10008823689
Saved in:
3
Fair allocation of indivisible goods with minimum inequality or minimum envy
Cornilly, Dries
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 741-752
Persistent link: https://www.econbiz.de/10013259929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->