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Risk measures based on behavio...
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Fabozzi, Frank J.
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72
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71
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60
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59
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48
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Economics letters
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337
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199
International journal of theoretical and applied finance
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Applied economics letters
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International review of financial analysis
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International review of economics & finance : IREF
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Discussion paper
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Theory and decision : an international journal for multidisciplinary advances in decision science
143
Journal of mathematical economics
141
The journal of finance : the journal of the American Finance Association
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
53,718
ArchiDok
3
Other ZBW resources
3
BASE
2
RePEc
1
Showing
1
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date (oldest first)
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
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:
6
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:
7
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:
8
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:
9
Optimal portfolio in the presence of transaction costs and convex
risk
measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
10
Aumann-Serrano index of
risk
in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
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