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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Operations research"
~person:"Musiela, Marek"
~person:"Wang, Ruodu"
~subject:"Mathematical finance"
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Portfolio-Management
Theorie
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Risikomanagement
6
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5
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5
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5
Risk
5
Risk measure
5
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4
Basel Accord
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Messung
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expected shortfall
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Musiela, Marek
Wang, Ruodu
Embrechts, Paul
4
Højgaard, Bjarne
2
Klüppelberg, Claudia
2
Long, Daniel Zhuoyu
2
Qi, Jin
2
Taksar, Michael I.
2
Wang, Liao
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Finance and stochastics
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ECONIS (ZBW)
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1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
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:
3
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:
4
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:
5
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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