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subject:"Kapitaleinkommen"
subject:"Risk"
~person:"Wang, Ruodu"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Risk
Portfolio selection
Wirtschaftswachstum
Theorie
34
Theory
34
Risikomaß
25
Risk measure
25
Risiko
22
Portfolio-Management
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
2
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Undetermined
23
Type of publication
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Article
25
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
25
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
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English
25
Author
All
Wang, Ruodu
Fabozzi, Frank J.
48
Gollier, Christian
41
Eeckhoudt, Louis R.
39
Gupta, Rangan
37
Wong, Wing Keung
32
Korn, Ralf
30
Escobar, Marcos
27
Turnovsky, Stephen J.
27
Li, Duan
25
Levy, Haim
22
Markowitz, Harry
22
Siu, Tak Kuen
22
Jarrow, Robert A.
21
Timmermann, Allan
21
Viscusi, W. Kip
21
Zagst, Rudi
21
Zhou, Guofu
21
Prigent, Jean-Luc
20
Satchell, Stephen
20
Epstein, Larry G.
19
Madan, Dilip B.
19
Afonso, Oscar
18
Alghalith, Moawia
18
Chavas, Jean-Paul
18
Denuit, Michel
18
Forsyth, Peter A.
18
Kit, Pong Wong
18
Lien, Da-hsiang Donald
18
Vanduffel, Steven
18
Wong, Hoi Ying
18
Chen, Zhiping
17
Chu, Angus C.
17
Lioui, Abraham
17
Lo, Andrew W.
17
Post, Thierry
17
Bucci, Alberto
16
Ferson, Wayne E.
16
Harvey, Campbell R.
16
Lai, Ching-chong
16
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Insurance / Mathematics & economics
6
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
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ECONIS (ZBW)
25
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25
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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