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subject:"Basel Accord"
subject:"Theory"
~language:"eng"
~person:"McAleer, Michael"
~person:"Migueis, Marco"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Basel Accord
Theory
Risk management
39
Risikomanagement
38
Theorie
22
Risikomaß
21
Risk measure
21
Risiko
20
Risk
20
Portfolio selection
17
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17
Basler Akkord
13
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expected shortfall
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15
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McAleer, Michael
Migueis, Marco
Wang, Ruodu
Embrechts, Paul
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Broll, Udo
9
Dionne, Georges
9
Gatzert, Nadine
9
Mao, Tiantian
8
Boonen, Tim J.
7
Cai, Jun
7
Jacobs, Michael <Jr.>
7
Rüschendorf, Ludger
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Furman, Edward
6
Hurlin, Christophe
6
Puccetti, Giovanni
6
Righi, Marcelo Brutti
6
Shevchenko, Pavel V.
6
Tang, Qihe
6
Baptista, Alexandre M.
5
Bartram, Söhnke M.
5
Bernard, Carole
5
Brandtner, Mario
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Daníelsson, Jón
5
Dias, Alexandra
5
Feng, Runhuan
5
Godin, Frédéric
5
Liu, Fangda
5
Mitic, Peter
5
Ozdemir, Bogie
5
Taksar, Michael I.
5
Tsanakas, Andreas
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Insurance / Mathematics & economics
4
The journal of operational risk
4
Finance and stochastics
3
International review of economics & finance : IREF
2
Mathematics of operations research
2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
27
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27
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1
The information value of past losses in operational risk
Curti, Filippo
;
Migueis, Marco
- In:
The journal of operational risk
18
(
2023
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014490088
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
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:
8
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:
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
Benchmarking operational risk stress testing models
Curti, Filippo
;
Migueis, Marco
;
Stewart, Robert
- In:
The journal of operational risk
15
(
2020
)
2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
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