//--> //--> //--> //-->
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:"Risikomaß"
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
On the optimal boundary of a t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Theorie
53,691
Theory
52,784
Portfolio-Management
51,712
Portfolio selection
51,366
Mathematische Optimierung
28,363
Mathematical programming
28,313
Stochastischer Prozess
19,585
Stochastic process
19,138
Kapitaleinkommen
9,786
Capital income
9,768
Anlageverhalten
9,045
Behavioural finance
8,939
Risiko
8,438
Risk
8,418
Suchtheorie
7,482
Search theory
7,316
Volatilität
7,108
Volatility
7,026
Investmentfonds
5,576
CAPM
5,565
Schätzung
5,549
Investment Fund
5,511
Estimation
5,379
Risikomanagement
5,338
Risk management
5,082
Optionspreistheorie
5,048
Option pricing theory
4,967
Kapitalanlage
4,860
Börsenkurs
4,689
USA
4,670
Share price
4,626
Financial investment
4,623
United States
4,494
Welt
4,186
World
4,124
Algorithmus
4,114
Algorithm
4,087
Risk measure
3,477
Scheduling-Verfahren
3,437
more ...
less ...
Online availability
All
Undetermined
1,269
Free
1,114
CC license
109
Type of publication
All
Article
2,391
Book / Working Paper
1,111
Type of publication (narrower categories)
All
Article in journal
2,216
Aufsatz in Zeitschrift
2,216
Graue Literatur
407
Non-commercial literature
407
Working Paper
394
Arbeitspapier
381
Aufsatz im Buch
134
Book section
134
Hochschulschrift
95
Thesis
72
Collection of articles of several authors
17
Sammelwerk
17
Collection of articles written by one author
12
Lehrbuch
12
Sammlung
12
Textbook
11
Conference paper
10
Konferenzbeitrag
10
Aufsatzsammlung
8
Handbook
4
Handbuch
4
Case study
3
Fallstudie
3
Ratgeber
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Systematic review
2
Übersichtsarbeit
2
Accompanied by computer file
1
Bibliografie
1
Biografie
1
Biography
1
Einführung
1
Elektronischer Datenträger als Beilage
1
Festschrift
1
Glossar enthalten
1
Glossary included
1
Guidebook
1
Mehrbändiges Werk
1
more ...
less ...
Language
All
English
3,386
German
109
French
4
Italian
2
Polish
1
Spanish
1
Author
All
McAleer, Michael
40
Wang, Ruodu
32
Fabozzi, Frank J.
22
Al Janabi, Mazin A. M.
21
Rosazza Gianin, Emanuela
21
Härdle, Wolfgang
19
Righi, Marcelo Brutti
19
Vanduffel, Steven
19
Pérez Amaral, Teodosio
18
Hammoudeh, Shawkat
17
Vries, Casper G. de
17
Rüschendorf, Ludger
16
Munari, Cosimo-Andrea
15
Račev, Svetlozar T.
14
Allen, David E.
13
Zenios, Stauros Andrea
13
Hyung, Namwon
12
Kim, Young Shin
12
Pichler, Alois
12
Stoyanov, Stoyan V.
12
Bernard, Carole
11
Brandtner, Mario
11
Csóka, Péter
11
Fortin, Ines
11
Hlouskova, Jaroslava
11
Jiménez-Martín, Juan-Ángel
11
Mao, Tiantian
11
Rengifo, Erick W.
11
Shapiro, Alexander
11
Tsanakas, Andreas
11
Albrecht, Peter
10
Boonen, Tim J.
10
Caporin, Massimiliano
10
Farkas, Walter
10
Li, Duan
10
Uryasev, Stan
10
Balbás de la Corte, Alejandro
9
Chen, Zhiping
9
Consigli, Giorgio
9
Furman, Edward
9
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
Springer Fachmedien Wiesbaden
3
University of Canterbury / Dept. of Economics and Finance
3
Universität Mannheim
2
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Angewandte Wissenschaften <Amberg
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
1
University of York / Department of Economics and Related Studies
1
Universität Augsburg
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
World Bank Group
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
94
Journal of banking & finance
81
Finance research letters
61
Risks : open access journal
61
Journal of risk
57
Quantitative finance
38
Economic modelling
36
International journal of theoretical and applied finance
35
Journal of risk and financial management : JRFM
33
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of risk model validation
27
Applied economics
26
Computational economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Operations research
24
Discussion paper / Tinbergen Institute
23
Operations research letters
23
Research paper series / Swiss Finance Institute
23
Finance and stochastics
22
Mathematics of operations research
22
The European journal of finance
22
Journal of economic dynamics & control
21
Journal of econometrics
20
Mathematics and financial economics
20
Research in international business and finance
20
Journal of forecasting
19
Journal of empirical finance
18
International journal of forecasting
17
Working paper
17
Journal of mathematical finance
16
Scandinavian actuarial journal
16
The journal of credit risk : published quarterly by Incisive Media
16
International review of economics & finance : IREF
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Energy economics
14
The journal of asset management
14
Computers & operations research : and their applications to problems of world concern ; an international journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
3,481
EconStor
13
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
BASE
1
Showing
1
-
10
of
3,502
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
;
Liu, Rui Peng
;
Shapiro, Alexander
- In:
Operations research
70
(
2022
)
4
,
pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
Saved in:
2
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
3
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
4
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
5
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
6
Distributionally robust stochastic optimal control
Shapiro, Alexander
;
Li, Yan
- In:
Operations research letters : a journal of INFORMS …
60
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015358918
Saved in:
7
Distributionally robust optimal control and MDP modeling
Shapiro, Alexander
- In:
Operations research letters
49
(
2021
)
5
,
pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
Saved in:
8
Optimal consumption and investment with bounded downside risk for power utility functions
Klüppelberg, Claudia
;
Pergamenchtchikov, Serguei
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 133-170)
.
2009
Persistent link: https://www.econbiz.de/10003948439
Saved in:
9
Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Saved in:
10
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->