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person:"Batten, Jonathan A."
subject:"Aufsatzsammlung"
~accessRights:"restricted"
~person:"Wang, Ruodu"
~subject:"Finanzdienstleistung"
~subject:"Finanzintermediation"
~subject:"Risk measure"
~subject:"non-interest expense"
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Aufsatzsammlung
Finanzdienstleistung
Finanzintermediation
Risk measure
non-interest expense
Risk management
20
Risikomanagement
19
Risikomaß
15
Risiko
14
Risk
14
Theorie
14
Theory
14
Portfolio selection
13
Portfolio-Management
13
Measurement
9
Messung
9
Value-at-Risk
5
Bank risk
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Bankrisiko
4
Basel Accord
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Basler Akkord
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Financial services
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expected shortfall
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robustness
4
Risk aggregation
3
risk aggregation
3
Aggregation
2
Basel III
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Dependence uncertainty
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Expected Shortfall
2
Expected shortfall
2
Pareto optimality
2
Robust statistics
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Robustes Verfahren
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diversification
2
risk sharing
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value at risk
2
value-at-risk
2
Aggregation-robustness
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Allocation
1
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16
Aufsatz in Zeitschrift
16
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English
17
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Batten, Jonathan A.
Wang, Ruodu
Li, Jianping
11
Zhu, Xiaoqian
10
Cai, Jun
7
Härdle, Wolfgang
7
Mao, Tiantian
7
Curti, Filippo
6
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Mitic, Peter
6
Righi, Marcelo Brutti
6
Stulz, René M.
6
Wang, Gang-Jin
6
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Chi, Xie
5
Kumar, Dilip
5
Mensi, Walid
5
Naeem, Muhammad Abubakr
5
Rüschendorf, Ludger
5
Shahzad, Syed Jawad Hussain
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Al-Yahyaee, Khamis Hamed
4
Andreeva, Galina
4
Bernard, Carole
4
Crook, Jonathan N.
4
Farkas, Walter
4
Guillén, Montserrat
4
Hurlin, Christophe
4
Karmakar, Madhusudan
4
Liu, Fangda
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Rösch, Daniel
4
Vanduffel, Steven
4
Webb, Robert
4
Wu, Desheng Dash
4
Yang, Fan
4
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Insurance / Mathematics & economics
3
Finance and stochastics
2
Mathematics of operations research
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risk management : a journal of risk, crisis and disaster
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Risks : open access journal
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ECONIS (ZBW)
17
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1
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
4
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
5
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
6
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
9
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
10
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
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