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person:"Blake, David"
~person:"Pavlova, Anna"
~person:"Wang, Ruodu"
~person:"Zhou, Guofu"
~subject:"Benchmarking"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Portfolio management"
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Benchmarking
Theorie
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64
Portfolio-Management
64
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18
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18
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15
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Blake, David
Pavlova, Anna
Wang, Ruodu
Zhou, Guofu
Fabozzi, Frank J.
69
Korn, Ralf
31
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Satchell, Stephen
22
Zagst, Rudi
22
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21
Gollier, Christian
20
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18
Maurer, Raimond
18
Wong, Hoi Ying
17
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
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Yao, Haixiang
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Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
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13
Kim, Woo Chang
13
Kwon, Roy H.
13
Liang, Zongxia
13
Siu, Tak Kuen
13
Zeng, Yan
13
Bertrand, Philippe
12
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5
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4
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3
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3
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3
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2
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ECONIS (ZBW)
41
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
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2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The benchmark inclusion subsidy
Kashyap, Anil K.
;
Kovrijnykh, Natalia
;
Li, Jian
; …
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 756-774
Persistent link: https://www.econbiz.de/10013260017
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