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person:"Blake, David"
~person:"Korn, Ralf"
~person:"Pavlova, Anna"
~person:"Wang, Ruodu"
~subject:"Benchmarking"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Portfolio management"
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Benchmarking
Theorie
Portfolio selection
73
Portfolio-Management
73
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55
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20
Risk measure
20
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17
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17
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14
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59
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Blake, David
Korn, Ralf
Pavlova, Anna
Wang, Ruodu
Fabozzi, Frank J.
69
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Satchell, Stephen
22
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22
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21
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20
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18
Maurer, Raimond
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17
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
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Jarrow, Robert A.
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Levy, Haim
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15
Lioui, Abraham
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Rüschendorf, Ludger
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Liang, Zongxia
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Siu, Tak Kuen
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13
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Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
6
Mathematical methods of operations research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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OR spectrum : quantitative approaches in management
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
59
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1
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
4
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
5
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:
6
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:
7
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
8
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
9
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:
10
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
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