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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~person:"Wang, Ruodu"
~subject:"Corporate governance"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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Risikomanagement
17
Risk management
17
Risiko
16
Risikomaß
16
Risk
16
Risk measure
16
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15
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12
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Value-at-Risk
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expected shortfall
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risk aggregation
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Robustes Verfahren
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risk sharing
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value at risk
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value-at-risk
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Wang, Ruodu
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Chen, An
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Beasley, Mark S.
5
Chen, Zhiping
5
Godin, Frédéric
5
Hussainey, Khaled
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Reboredo, Juan Carlos
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Al-Yahyaee, Khamis Hamed
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
D'Onza, Giuseppe
4
Elamer, Ahmed A.
4
Ghorbel, Ahmed
4
Hagendorff, Jens
4
Härdle, Wolfgang
4
Jiraporn, Pornsit
4
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Insurance / Mathematics & economics
4
Finance and stochastics
2
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2
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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North American actuarial journal
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
8
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
9
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:
10
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
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