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~subject:"Risk measure"
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Risk measure
Theorie
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36
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34
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30
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10
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10
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English
13
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Zenios, Stauros Andrea
13
Consiglio, Andrea
4
Lotfi, Somayyeh
4
Athanasopoulou, Marialena
1
D'Ecclesia, Rita Laura
1
Erce, Aitor
1
Gavilán, Ángel
1
Kaut, Michal
1
Lofti, Somayyeh
1
Moshammer, Edmund
1
Rasmussen, Kourosh M.
1
Szegö, Emilia
1
Szegö, Giorgio P.
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Topaloglou, Nikolas
1
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ECONIS (ZBW)
13
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Practical financial optimization : decision making for financial engineers
Zenios, Stauros Andrea
;
Zenios, Stauros Andrea
-
2007
-
1. publ.
Persistent link: https://www.econbiz.de/10002795544
Saved in:
2
CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
Saved in:
3
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
Review of managerial science : RMS
18
(
2024
)
7
,
pp. 2115-2140
Persistent link: https://www.econbiz.de/10015134061
Saved in:
4
Stability analysis of portfolio management with conditional value-at-risk
Kaut, Michal
;
Valdimirou, Hercules
;
Wallace, Stein W.
; …
- In:
Quantitative fund management
,
(pp. 315-335)
.
2009
Persistent link: https://www.econbiz.de/10003797005
Saved in:
5
Optimal mortgage loan diversification
Rasmussen, Kourosh M.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003729165
Saved in:
6
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh
;
Zenios, Stauros Andrea
-
2016
-
Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
Saved in:
7
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
8
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10011864407
Saved in:
9
Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena
;
Consiglio, Andrea
;
Erce, Aitor
; …
-
2018
Persistent link: https://www.econbiz.de/10011948222
Saved in:
10
Contingent convertible bonds for sovereign debt risk management
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of globalization and development
9
(
2018
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012003110
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