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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Wang, Ruodu"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Systematic review"
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Innovation
Portfolio-Management
Theorie
34
Theory
34
Risikomaß
25
Risk measure
25
Risiko
22
Risk
22
Portfolio selection
18
Risikomanagement
15
Risk management
15
Measurement
14
Messung
14
Statistical distribution
8
Statistische Verteilung
8
Value-at-Risk
8
Basel Accord
6
Basler Akkord
6
Aggregation
5
Expected Shortfall
5
Risk aggregation
5
expected shortfall
5
risk aggregation
4
Basel III
3
Decision under risk
3
Dependence uncertainty
3
Entscheidung unter Risiko
3
Pareto optimality
3
robustness
3
value-at-risk
3
Allocation
2
Allokation
2
Bank risk
2
Bankrisiko
2
Complete mixability
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Erwartungsnutzen
2
Expected shortfall
2
Expected utility
2
Financial Engineering
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Aufsatz im Buch
Aufsatz in Zeitschrift
Konferenzbeitrag
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Article in journal
18
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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English
18
Author
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Wang, Ruodu
Fabozzi, Frank J.
63
Korn, Ralf
30
Escobar, Marcos
27
Malerba, Franco
26
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Stadler, Manfred
20
Antonelli, Cristiano
18
Audretsch, David B.
18
Cantner, Uwe
18
Dosi, Giovanni
18
Lambertini, Luca
18
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Wong, Hoi Ying
17
Post, Thierry
16
Sass, Jörn
16
Baumol, William J.
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Denicolò, Vincenzo
14
Kim, Woo Chang
14
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Insurance / Mathematics & economics
5
Finance and stochastics
3
Operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Journal of banking & finance
1
Journal of econometrics
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
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ECONIS (ZBW)
18
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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
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
3
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:
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
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:
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