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subject:"Derivat"
type_genre:"Lehrbuch"
~person:"Wang, Ruodu"
~subject:"Finanzanalyse"
~subject:"Finanzkrise"
~subject:"Theory"
~subject:"USA"
~subject:"risk management"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Finanzanalyse
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USA
risk management
Risikomanagement
18
Risk management
18
Risikomaß
17
Risk measure
17
Risiko
16
Risk
16
Theorie
15
Portfolio selection
12
Portfolio-Management
12
Measurement
11
Messung
11
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5
Basler Akkord
5
Value-at-Risk
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Bank risk
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expected shortfall
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robustness
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Risk aggregation
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risk aggregation
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Robust statistics
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Robustes Verfahren
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risk sharing
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value at risk
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value-at-risk
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15
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Wang, Ruodu
Broll, Udo
22
Embrechts, Paul
12
Fabozzi, Frank J.
12
Saunders, Anthony
12
Tan, Ken Seng
12
Dionne, Georges
11
McAleer, Michael
11
Kouvelis, Panos
10
Bartram, Söhnke M.
9
Cornett, Marcia Millon
9
Gatzert, Nadine
9
Goodwin, Barry K.
9
Turvey, Calum Greig
9
Boonen, Tim J.
8
Godin, Frédéric
8
Jacobs, Michael <Jr.>
8
Mao, Tiantian
8
Righi, Marcelo Brutti
8
Bloss, Michael
7
Cai, Jun
7
Deutsch, Hans-Peter
7
Gleißner, Werner
7
Krewski, Daniel R.
7
Mußhoff, Oliver
7
Rüschendorf, Ludger
7
Schuermann, Til
7
Stulz, René M.
7
Summer, Martin
7
Wahl, Jack E.
7
Zéghal, Daniel
7
Alexander, Gordon J.
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Bernard, Carole
6
Bhansali, Vineer
6
Chen, Zhiping
6
Chi, Yichun
6
Faff, Robert W.
6
Furman, Edward
6
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Insurance / Mathematics & economics
4
Finance and stochastics
2
Mathematics of operations research
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
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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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
9
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
10
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
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