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subject:"Estimation"
subject:"Public choice"
~accessRights:"restricted"
~person:"Cato, Susumu"
~person:"Wang, Ruodu"
~source:"econis"
~subject:"Risk"
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Estimation
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22
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16
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Cato, Susumu
Wang, Ruodu
Gupta, Rangan
29
Marcellino, Massimiliano
20
Serletis, Apostolos
19
Gil-Alaña, Luis A.
14
Righi, Marcelo Brutti
14
Denuit, Michel
13
Kelly, Bryan T.
13
Eeckhoudt, Louis R.
12
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12
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11
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11
Kumbhakar, Subal
11
Robinson, James A.
11
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10
Bahmani-Oskooee, Mohsen
10
Barnett, William A.
10
Chan, Joshua
10
Furman, Edward
10
Gersbach, Hans
10
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10
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10
Albuquerque, Rui
9
Apergēs, Nikolaos
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Yang, Jinqiang
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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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
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:
3
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Superset-robust collective choice rules
Bossert, Walter
;
Cato, Susumu
- In:
Mathematical social sciences
109
(
2021
),
pp. 126-136
Persistent link: https://www.econbiz.de/10012615601
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