//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Koedijk, Kees"
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Christoffersen, Peter F."
~person:"Santolino, Miguel"
~person:"Wang, Ruodu"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Risikomanagement
26
Risk management
26
Risiko
18
Risikomaß
18
Risk
18
Risk measure
18
Portfolio selection
17
Theorie
17
Theory
17
Measurement
12
Messung
12
Financial services
5
Finanzdienstleistung
5
Value-at-Risk
5
Bank risk
4
Bankrisiko
4
Basel Accord
4
Basler Akkord
4
Forecasting model
4
Prognoseverfahren
4
expected shortfall
4
robustness
4
Financial market
3
Finanzmarkt
3
Risk aggregation
3
Volatility
3
Volatilität
3
risk aggregation
3
risk management
3
Aggregation
2
Allocation
2
Allokation
2
Ausreißer
2
Basel III
2
Credit risk
2
Dependence uncertainty
2
Expected Shortfall
2
Expected shortfall
2
Kreditrisiko
2
more ...
less ...
Online availability
All
Undetermined
Free
9
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
17
Author
All
Koedijk, Kees
Christoffersen, Peter F.
Santolino, Miguel
Wang, Ruodu
Hammoudeh, Shawkat
7
Chen, An
6
Guillén, Montserrat
6
Mao, Tiantian
6
Tan, Ken Seng
6
Acharya, Viral V.
5
Bernard, Carole
5
Fabozzi, Frank J.
5
Mensi, Walid
5
Righi, Marcelo Brutti
5
Yang, Fan
5
Bloss, Michael
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Marceau, Etienne
4
Nguyen, Thai
4
Rüschendorf, Ludger
4
Tiwari, Aviral Kumar
4
Vanduffel, Steven
4
Zenios, Stauros Andrea
4
Al-Yahyaee, Khamis Hamed
3
Almeida, Heitor
3
Althof, Michael
3
Belles-Sampera, Jaume
3
Bolder, David Jamieson
3
Bouri, Elie
3
Broll, Udo
3
Cai, Jun
3
Cesarone, Francesco
3
Chen, Zhiping
3
Chi, Yichun
3
Consiglio, Andrea
3
Dochow, Robert
3
Embrechts, Paul
3
Farkas, Walter
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Finance and stochastics
2
Journal of risk
2
Operations research
2
Discussion paper / Centre for Economic Policy Research
1
Financial markets and asset pricing
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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
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:
7
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:
8
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
9
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->