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subject:"Portfolio selection"
subject:"Theorie"
~person:"Broll, Udo"
~person:"Mao, Tiantian"
~person:"Račev, Svetlozar T."
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Theorie
Risikomanagement
42
Risk management
42
Theory
27
Hedging
18
Risiko
16
Risk
16
Risikomaß
15
Risk measure
15
Portfolio-Management
13
Derivat
10
Derivative
10
Bank risk
8
Bankrisiko
8
Measurement
7
Messung
7
Credit risk
6
Kreditrisiko
6
Statistical distribution
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Statistische Verteilung
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4
Deutschland
4
Germany
4
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4
risk management
4
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3
ARCH-Modell
3
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3
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2
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2
Bankgeschäft
2
Banking services
2
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2
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2
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2
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2
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29
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Aufsatz in Zeitschrift
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29
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17
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17
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16
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15
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8
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English
22
German
7
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Broll, Udo
Mao, Tiantian
Račev, Svetlozar T.
Wang, Ruodu
15
Fabozzi, Frank J.
13
Hammoudeh, Shawkat
12
Tan, Ken Seng
12
Embrechts, Paul
11
Bhansali, Vineer
9
Boonen, Tim J.
9
Alexander, Gordon J.
8
Dionne, Georges
8
Jacobs, Michael <Jr.>
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Cai, Jun
7
Gatzert, Nadine
7
Godin, Frédéric
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Martellini, Lionel
7
McAleer, Michael
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Lin, Yijia
6
Mitra, Sovan
6
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Insurance / Mathematics & economics
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Economics and business review
2
Scandinavian actuarial journal
2
Schmalenbach business review : sbr
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Contemporary economics
1
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1
FinanzArchiv : public finance analysis
1
IMA journal of management mathematics
1
International journal of Islamic and Middle Eastern finance and management
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ECONIS (ZBW)
29
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1
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
4
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:
5
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
6
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
7
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
8
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
9
Managing revenue risk of the firm : commodity futures and options
Broll, Udo
;
Kit, Pong Wong
- In:
IMA journal of management mathematics
28
(
2017
)
2
,
pp. 245-258
Persistent link: https://www.econbiz.de/10011723267
Saved in:
10
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
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