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subject:"Portfolio-Management"
subject:"Theorie"
~accessRights:"restricted"
~person:"Balbás de la Corte, Alejandro"
~person:"Kakushadze, Zura"
~person:"Mao, Tiantian"
~type_genre:"Article in journal"
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Portfolio-Management
Theorie
Risiko
12
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12
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12
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9
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9
Risikomaß
8
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Balbás de la Corte, Alejandro
Kakushadze, Zura
Mao, Tiantian
Wang, Ruodu
14
Tan, Ken Seng
9
Boonen, Tim J.
8
Broll, Udo
7
Chen, An
6
Embrechts, Paul
6
Guillén, Montserrat
6
Hammoudeh, Shawkat
6
Hurlin, Christophe
6
Asimit, Alexandru V.
5
Bernard, Carole
5
Cai, Jun
5
Chi, Yichun
5
Cossette, Hélène
5
Fabozzi, Frank J.
5
Marceau, Etienne
5
Mensi, Walid
5
Migueis, Marco
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Tang, Qihe
5
Yang, Fan
5
Belles-Sampera, Jaume
4
Brandtner, Mario
4
Cheng, T. C. E.
4
Denuit, Michel
4
Dionne, Georges
4
Feng, Runhuan
4
Furman, Edward
4
Gatzert, Nadine
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Lazar, Emese
4
Liu, Fangda
4
Liu, Haiyan
4
Mitra, Sovan
4
Mora-Valencia, Andrés
4
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Insurance / Mathematics & economics
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ASTIN bulletin : the journal of the International Actuarial Association
1
Bulletin of applied economics
1
Mathematics of operations research
1
Risks : open access journal
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The journal of asset management
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ECONIS (ZBW)
12
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1
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:
2
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
3
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
4
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:
5
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:
6
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:
7
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:
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
Dead alphas as risk factors
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 110-115
Persistent link: https://www.econbiz.de/10011847702
Saved in:
10
Statistical risk models
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011668127
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