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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International journal of production economics"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"SpringerLink / Bücher"
~person:"Bovenberg, Ary Lans"
~person:"Melenberg, Bertrand"
~subject:"Learning process"
~subject:"Mathematische Optimierung"
~subject:"Pricing strategy"
~subject:"Theorie"
~subject:"risk measure"
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Portfolio selection
Learning process
Mathematische Optimierung
Pricing strategy
Theorie
risk measure
Theory
49
Finanzpolitik
8
Fiscal policy
8
Environmental policy
7
Optimal taxation
7
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7
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7
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4
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48
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1
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48
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34
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49
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Bovenberg, Ary Lans
Melenberg, Bertrand
Tijs, Stef
80
Borm, Peter
76
Kleijnen, Jack P. C.
73
Talman, Dolf
64
Kort, Peter M.
41
Brânzei, Rodica
40
Hertog, Dirk den
37
Hamers, Herbert
35
Herings, Peter Jean-Jacques
35
Hendrickx, Ruud L. P.
31
Boone, Jan
27
Damme, Eric E. C. van
26
Laan, Gerard van der
26
Soest, Arthur van
25
Engwerda, Jacob Christiaan
24
Werker, Bas J. M.
24
De Waegenaere, Anja
23
Fudenberg, Drew
23
Steel, Mark F. J.
23
Yang, Zaifu
23
Eijffinger, Sylvester C. W.
22
Nijman, Theodore E.
21
Norde, Henk
20
Raa, Thijs ten
20
Rustichini, Aldo
20
Benhabib, Jess
19
Huizinga, Harry
19
Jackson, Matthew O.
19
Meijdam, Lex
19
Voorneveld, Mark
19
Cheng, T. C. E.
18
Le Breton, Michel
18
Levine, David K.
18
Ploeg, Frederick van der
18
Potters, Jan
18
Samuelson, Larry
18
Brink, René van den
17
Magnus, Jan R.
17
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Center for Economic Research <Tilburg>
10
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Journal of economic theory
Discussion paper / Center for Economic Research, Tilburg University
International journal of production economics
Mathematical methods of operations research
SpringerLink / Bücher
Discussion paper / Centre for Economic Policy Research
16
Journal of public economics
13
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9
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7
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7
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6
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6
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5
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5
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5
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4
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4
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3
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3
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New directions in the economic theory of the environment
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Quantitative economics for environmental policy : workshop, Tuesday, March 22, 1994, Tinbergen Institute
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Working paper series / Center for Economic Research and Graduate Education, Faculty of Social Sciences, Charles University / Center for Economic Research and Graduate Education, Charles University
2
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
2
Annual review of economics
1
Behavioral and distributional effects of environmental policy
1
CCSO working papers : working paper series of the CCSO Center for Economic Research
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo Working Paper Series
1
CPB report : quarterly review of CPB Netherlands Bureau for Economic Policy Analysis
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ECONIS (ZBW)
49
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1
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Saved in:
2
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
3
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
4
Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
-
2011
Persistent link: https://www.econbiz.de/10008988371
Saved in:
5
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
-
2011
Persistent link: https://www.econbiz.de/10009152559
Saved in:
6
Efficiency costs of meeting industry-distributional constraints under environmental permits and taxes
Bovenberg, Ary Lans
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828796
Saved in:
7
Tax policy and labor market performance
Bovenberg, Ary Lans
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830076
Saved in:
8
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
9
Semi-parametric models for satisfaction with income
Bellemare, Charles
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
Saved in:
10
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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