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Risk measures based on behavio...
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Risk measure
Risk
60,687
Risiko
60,316
Theorie
54,337
Theory
53,727
Portfolio-Management
51,712
Portfolio selection
51,366
Messung
26,698
Measurement
26,455
Risikomanagement
16,180
Risk management
15,792
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12,028
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12,009
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10,029
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9,905
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9,862
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9,742
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8,402
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8,096
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7,978
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7,797
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7,775
Börsenkurs
6,748
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6,693
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6,688
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6,509
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6,474
Investmentfonds
5,803
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5,725
Entscheidung unter Unsicherheit
5,536
Decision under uncertainty
5,528
Kapitalanlage
5,299
Financial investment
4,976
Experiment
4,960
Risikoaversion
4,921
Risk aversion
4,868
Prospect theory
4,700
Prospect Theory
4,697
risk
4,623
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4,422
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2,705
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215
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McAleer, Michael
91
Härdle, Wolfgang
53
Wang, Ruodu
53
Allen, David E.
44
Fabozzi, Frank J.
37
Pérez Amaral, Teodosio
36
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Daníelsson, Jón
31
Vanduffel, Steven
30
Stoja, Evarist
29
Powell, Robert
27
Račev, Svetlozar T.
27
Rosazza Gianin, Emanuela
27
Al Janabi, Mazin A. M.
26
Dowd, Kevin
26
Lucas, André
26
Chang, Chia-Lin
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Cheung, Ka Chun
21
Dhaene, Jan
21
Tsanakas, Andreas
21
Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Huschens, Stefan
20
Stoyanov, Stoyan V.
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
Dionne, Georges
19
Munari, Cosimo-Andrea
19
Brandtner, Mario
18
Polanski, Arnold
18
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National Bureau of Economic Research
11
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
European Central Bank
5
HAL
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
3
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Federal Reserve Bank of San Francisco
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
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1
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Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Econometrisch Instituut <Rotterdam>
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Commission / Joint Research Centre
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
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Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
131
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
Research in international business and finance
39
International review of economics & finance : IREF
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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ECONIS (ZBW)
8,281
RePEc
30
EconStor
4
Other ZBW resources
1
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1
Risk
sharing with lambda value at
risk
Liu, Peng
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 313-333
Persistent link: https://www.econbiz.de/10015211691
Saved in:
2
The average
risk
sharing problem under
risk
measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
3
Decision-making under
risk
: when is utility-maximization equivalent to
risk
-minimization?
Ruscitti, Francesco
;
Dubey, Ram Sewak
;
Laguzzi, Giorgio
- In:
Theory and decision : an international journal for …
97
(
2024
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10015126871
Saved in:
4
Comparative and qualitative robustness for law-invariant
risk
measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
5
Insurance premium-based shortfall
risk
measure induced by cumulative prospect theory
Zhang, Sainan
;
Xu, Huifu
- In:
Computational management science
19
(
2022
)
4
,
pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
Saved in:
6
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
7
The natural Banach space for version independent
risk
measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
Saved in:
8
Entropy based
risk
measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
9
Risk
measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
10
A functional Itô's calculus approach to convex
risk
measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
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