//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Operations research letters"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
56
Risk measure
56
Theorie
33
Theory
33
Portfolio selection
27
Portfolio-Management
27
Risiko
22
Risk
22
Measurement
16
Messung
16
Risikomanagement
16
Risk management
16
Robust statistics
10
Robustes Verfahren
10
Mathematical programming
9
Mathematische Optimierung
9
Estimation
8
Schätzung
8
Conditional value-at-risk
7
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Operations Research
7
Operations research
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Bank risk
4
Bankrisiko
4
Credit risk
4
Decision under risk
4
Entscheidung unter Risiko
4
Financial services
4
Finanzdienstleistung
4
Kreditrisiko
4
Risikoaversion
4
Risk aversion
4
Financial crisis
3
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Kuhn, Daniel
4
Shapiro, Alexander
3
Wiesemann, Wolfram
3
Brown, David B.
2
Delage, Erick
2
Hong, L. Jeff
2
Küçükyavuz, Simge
2
Lim, Andrew E. B.
2
Rujeerapaiboon, Napat
2
Sim, Melvyn
2
Staum, Jeremy
2
Yang, Jian
2
Ahmed, Shabbir
1
Anthonisz, Sean A.
1
Atamtürk, Alper
1
Ban, Gah-Yi
1
Banulescu-Radu, Denisa
1
Bauer, Daniel
1
Ben-Tal, Aharon
1
Berkowitz, Jeremy
1
Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
Broadie, Mark
1
Chen, Chen
1
Chen, Xi
1
Chen, Zhi
1
Christoffersen, Peter F.
1
Chun, So Yeon
1
De Giorgi, Enrico
1
De Waegenaere, Anja
1
Demetrescu, Matei
1
Dong, Linjia
1
Du, Yiping
1
Du, Zaichao
1
El Karoui, Noureddine
1
Eling, Martin
1
Escanciano, Juan Carlos
1
Fu, Michael
1
Gao, Fuqing
1
Gao, George P.
1
more ...
less ...
Published in...
All
Operations research letters
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
90
Energy economics
71
Economic modelling
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
69
Discussion paper / Tinbergen Institute
63
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of econometrics
44
Journal of forecasting
41
Computational economics
38
MPRA Paper
37
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
SFB 649 discussion paper
35
Research paper series / Swiss Finance Institute
34
Journal of international financial markets, institutions & money
33
Journal of economic dynamics & control
32
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
2
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
3
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
4
"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
Saved in:
5
Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong
;
Ke, Jiannan
- In:
Operations research letters
47
(
2019
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
Saved in:
6
Option-implied intrahorizon value at risk
Leippold, Markus
;
Vasiljević, Nikola
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
Saved in:
7
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
8
Asset pricing with downside liquidity risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
Saved in:
9
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
10
A closed-form solution of the Black-Litterman model with conditional value at risk
Pang, Tao
;
Karan, Cagatay
- In:
Operations research letters
46
(
2018
)
1
,
pp. 103-108
Persistent link: https://www.econbiz.de/10011807965
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->