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:"Risk measure"
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
Lower bound approximation to b...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
24
Theory
24
Portfolio selection
17
Portfolio-Management
17
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Credit risk
6
Kreditrisiko
6
Mathematical programming
6
Mathematische Optimierung
6
Nutzen
5
Utility
5
Volatility
4
Volatilität
4
Convergence rate
3
Convertible bond
3
Dynamic programming
3
Insolvency
3
Insolvenz
3
Risikomaß
3
S-shaped utility
3
Transaction costs
3
Transaktionskosten
3
Turnpike property
3
Wandelanleihe
3
Agency theory
2
Altersvorsorge
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Correlation
2
Credit derivative
2
Deep neural network
2
Dividend
2
Dividende
2
Dual control
2
Dual representation
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Zheng, Harry
3
Dong, Yinghui
1
Gu, Jia-Wen
1
Steffensen, Mogens
1
Published in...
All
European journal of operational research : EJOR
1
Mathematical methods of operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient frontier of utility and CVaR
Zheng, Harry
- In:
Mathematical methods of operations research
70
(
2009
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003881246
Saved in:
2
Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui
;
Zheng, Harry
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 341-356
Persistent link: https://www.econbiz.de/10012153681
Saved in:
3
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
