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person:"Epstein, Larry G."
subject:"Risiko"
~accessRights:"restricted"
~person:"Brandtner, Mario"
~person:"Goerigk, Marc"
~subject:"Risk aversion"
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Risiko
Risk aversion
Theorie
44
Theory
44
Mathematical programming
27
Mathematische Optimierung
27
Robust statistics
21
Robustes Verfahren
21
Risk
17
Robust optimization
16
Decision under uncertainty
13
Entscheidung unter Unsicherheit
13
Combinatorial optimization
9
Risikomaß
9
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9
Measurement
8
Messung
8
Robustness and sensitivity analysis
8
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8
Scheduling-Verfahren
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Sensitivitätsanalyse
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Decision under risk
6
Entscheidung unter Risiko
6
Portfolio selection
6
Portfolio-Management
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Budgeted uncertainty
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Expected utility
4
Risikoaversion
4
Risikomanagement
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Risk management
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Robust optimisation
4
Spectral risk measures
4
Algorithm
3
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18
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Epstein, Larry G.
Brandtner, Mario
Goerigk, Marc
Wang, Ruodu
21
Gupta, Rangan
16
Wong, Wing Keung
15
Eeckhoudt, Louis R.
14
Righi, Marcelo Brutti
14
Denuit, Michel
13
Kit, Pong Wong
13
Boonen, Tim J.
11
Gollier, Christian
11
Menegatti, Mario
10
Escudero, Laureano F.
9
Furman, Edward
9
Ghossoub, Mario
9
Guo, Xu
9
Liu, Liqun
9
Veronesi, Pietro
9
Acharya, Viral V.
8
Laeven, Roger J. A.
8
Pástor, Ľuboš
8
Yang, Jinqiang
8
Zhu, Wei
8
Zou, Zhentao
8
Baillon, Aurélien
7
Berger, Loïc
7
Broll, Udo
7
Caliendo, Frank
7
Chateauneuf, Alain
7
Huang, Xiaoxia
7
Jang, Bong-Gyu
7
Kelly, Bryan T.
7
Krueger, Dirk
7
Liu, Haiyan
7
Mao, Tiantian
7
Mukherjee, Soumyatanu
7
Müller, Fernanda Maria
7
Rosazza Gianin, Emanuela
7
Cai, Jun
6
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6
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European journal of operational research : EJOR
11
Journal of banking & finance
2
Economic theory
1
Journal of financial services research : JFSR
1
Operations research letters
1
Quantitative finance
1
Scandinavian actuarial journal
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ECONIS (ZBW)
18
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1
A framework for inherently interpretable optimization models
Goerigk, Marc
;
Hartisch, Michael
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1312-1324
Persistent link: https://www.econbiz.de/10014471171
Saved in:
2
A faster exact method for solving the robust multi-mode resource-constrained project scheduling problem
Bold, Matthew
;
Goerigk, Marc
- In:
Operations research letters
50
(
2022
)
5
,
pp. 581-587
Persistent link: https://www.econbiz.de/10013449449
Saved in:
3
Recoverable robust representatives selection problems with discrete budgeted uncertainty
Goerigk, Marc
;
Lendl, Stefan
;
Wulf, Lasse
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 567-580
Persistent link: https://www.econbiz.de/10013363977
Saved in:
4
Decision making under uncertainty : a special issue in honor of Larry Epstein
Miao, Jianjun
(
ed.
);
Epstein, Larry G.
(
honouree
)
-
2022
Persistent link: https://www.econbiz.de/10013442121
Saved in:
5
Two-Stage robust optimization problems with two-stage uncertainty
Goerigk, Marc
;
Lendl, Stefan
;
Wulf, Lasse
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 62-78
Persistent link: https://www.econbiz.de/10013267866
Saved in:
6
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
7
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
8
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
9
Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
Chassein, André
;
Goerigk, Marc
;
Kurtz, Jannis
;
Poss, …
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10012110700
Saved in:
10
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
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