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subject:"Portfolio-Management"
subject:"Theorie"
~isPartOf:"Scandinavian actuarial journal"
~person:"Cai, Jun"
~person:"Kürsten, Wolfgang"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
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Risikomaß
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Risk
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CVaR
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Financial services
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Multivariate Analyse
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Nonlinearly transformed risk measures
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Cai, Jun
Kürsten, Wolfgang
Wang, Ruodu
Fung, Tsz Chai
2
Han, Xia
2
Liang, Zhibin
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Mao, Tiantian
2
Abbas, Karim
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Badescu, Andrei L.
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Balbás de la Corte, Alejandro
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Scandinavian actuarial journal
Insurance / Mathematics & economics
9
Astin bulletin : the journal of the International Actuarial Association
2
Finance and stochastics
2
Mathematics of operations research
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Journal für Betriebswirtschaft : management review quarterly
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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North American actuarial journal
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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
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2
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
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