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subject:"Bankenaufsicht"
subject:"Welt"
~person:"Wang, Neng"
~person:"Wang, Ruodu"
~subject:"Risk measure"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Bankenaufsicht
Welt
Risk measure
Theory
Risikomanagement
21
Risk management
21
Risikomaß
17
Theorie
17
Risiko
16
Risk
16
Portfolio selection
13
Portfolio-Management
13
Measurement
11
Messung
11
Basel Accord
5
Basler Akkord
5
Financial services
5
Finanzdienstleistung
5
Value-at-Risk
5
Bank risk
4
Bankrisiko
4
expected shortfall
4
robustness
4
Aggregation
3
Risk aggregation
3
risk aggregation
3
Basel III
2
Corporate finance
2
Credit risk
2
Dependence uncertainty
2
Expected Shortfall
2
Expected shortfall
2
Investitionsentscheidung
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Investment decision
2
Kreditrisiko
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Pareto optimality
2
Risk measures
2
Robust statistics
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Robustes Verfahren
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Unternehmensfinanzierung
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risk sharing
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value at risk
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Article
19
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Aufsatz in Zeitschrift
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19
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6
Graue Literatur
6
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6
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6
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English
19
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Wang, Neng
Wang, Ruodu
Broll, Udo
16
Embrechts, Paul
13
Hammoudeh, Shawkat
13
Fabozzi, Frank J.
11
McAleer, Michael
11
Tan, Ken Seng
11
Dionne, Georges
10
Mao, Tiantian
10
Boonen, Tim J.
9
Cai, Jun
9
Righi, Marcelo Brutti
9
Bartram, Söhnke M.
8
Gatzert, Nadine
8
Li, Jianping
8
Alexander, Gordon J.
7
Cossette, Hélène
7
Godin, Frédéric
7
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Mensi, Walid
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Acharya, Viral V.
6
Allen, David E.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Baptista, Alexandre M.
6
Bernard, Carole
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Daníelsson, Jón
6
Dias, Alexandra
6
Furman, Edward
6
Härdle, Wolfgang
6
Ji, Qiang
6
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
19
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1
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
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:
4
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:
5
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:
6
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:
7
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
8
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:
9
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:
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:
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