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person:"Hinterhuber, Hans H."
type_genre:"Aufsatzsammlung"
~accessRights:"restricted"
~person:"Bellalah, Mondher"
~person:"Kim, Woo Chang"
~person:"Wang, Ruodu"
~subject:"Allgemeines Gleichgewicht"
~subject:"Deutschland"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbook"
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Allgemeines Gleichgewicht
Deutschland
Portfolio-Management
Theorie
52
Theory
52
Portfolio selection
30
Risiko
22
Risikomaß
22
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22
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22
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15
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15
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13
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7
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expected shortfall
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Hinterhuber, Hans H.
Bellalah, Mondher
Kim, Woo Chang
Wang, Ruodu
Escobar, Marcos
22
Fabozzi, Frank J.
19
Pi, Jiancai
15
Wong, Wing Keung
15
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chaudhuri, Sarbajit
10
Chen, An
10
Liang, Zongxia
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
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10
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9
Dai, Min
9
Jang, Bong-Gyu
9
Li, Bin
9
Li, Zhongfei
9
Yao, Haixiang
9
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8
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Li, Danping
8
Li, Xun
8
Post, Thierry
8
Rüschendorf, Ludger
8
Guan, Guohui
7
Guo, Xu
7
Müller, Fernanda Maria
7
Park, Seyoung
7
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7
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7
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Insurance / Mathematics & economics
4
Operations research
3
Risk management decisions and value under uncertainty
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Analytical models for financial modeling and risk management
1
Applied economics
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Finance research letters
1
International journal of entrepreneurship and small business : IJESB
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Mathematics of operations research
1
North American actuarial journal
1
Operations research letters
1
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1
Springer eBook Collection / Business and Economics
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The European journal of finance
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ECONIS (ZBW)
32
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1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
2
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol
;
Kim, Woo Chang
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
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
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
6
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
7
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:
8
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:
9
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:
10
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
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