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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~person:"Rüschendorf, Ludger"
~subject:"EU countries"
~subject:"Risk"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Portfolio selection
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12
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Rüschendorf, Ludger
Fabozzi, Frank J.
44
Gollier, Christian
40
Eeckhoudt, Louis R.
39
Korn, Ralf
30
Wong, Wing Keung
29
Escobar, Marcos
27
Li, Duan
25
Wang, Ruodu
24
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22
Gouriéroux, Christian
21
Jarrow, Robert A.
21
Markowitz, Harry
21
Viscusi, W. Kip
21
Zagst, Rudi
21
Prigent, Jean-Luc
20
Siu, Tak Kuen
20
Gupta, Rangan
19
Alghalith, Moawia
18
Denuit, Michel
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Kit, Pong Wong
17
Post, Thierry
17
Chen, Zhiping
16
Epstein, Larry G.
16
Lien, Da-hsiang Donald
16
Lioui, Abraham
16
Rosazza Gianin, Emanuela
16
Satchell, Stephen
16
Weber, Martin
16
Cvitanić, Jakša
15
De Grauwe, Paul
15
Li, Zhongfei
15
Maurer, Raimond
15
Platen, Eckhard
15
Schlesinger, Harris
15
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15
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ECONIS (ZBW)
15
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1
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
2
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
3
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
4
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
5
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:
6
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
7
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011547051
Saved in:
8
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
9
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
10
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
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