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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Chi, Yichun"
~person:"Mao, Tiantian"
~person:"Righi, Marcelo Brutti"
~subject:"Risiko"
~type:"article"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Risiko
Risk management
31
Risikomanagement
28
Risikomaß
22
Risk measure
22
Risk
21
Theory
21
Portfolio selection
18
Measurement
13
Messung
13
Reinsurance
7
Rückversicherung
7
Pair Copula Construction
6
Statistical distribution
6
Statistische Verteilung
6
Multivariate Verteilung
5
Multivariate distribution
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Ausreißer
4
Outliers
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Capital income
3
Estimation theory
3
Financial services
3
Finanzdienstleistung
3
Kapitaleinkommen
3
Multivariate Analyse
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Multivariate analysis
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Risk Management
3
Schätztheorie
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risk management
3
ARCH model
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ARCH-Modell
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Backtesting
2
Brazilian market
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Conditional value at risk
2
Copula methods
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25
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Chi, Yichun
Mao, Tiantian
Righi, Marcelo Brutti
Broll, Udo
24
Fabozzi, Frank J.
22
Wang, Ruodu
17
Embrechts, Paul
14
Hammoudeh, Shawkat
13
Tan, Ken Seng
12
Bhansali, Vineer
10
Dionne, Georges
10
Gleißner, Werner
10
Martellini, Lionel
10
Boonen, Tim J.
9
Cai, Jun
9
Gatzert, Nadine
9
Janabi, Mazin A. M. al
9
Li, Johnny Siu-Hang
9
McAleer, Michael
9
Sherris, Michael
9
Alexander, Gordon J.
8
Guillén, Montserrat
8
Härdle, Wolfgang
8
Jacobs, Michael <Jr.>
8
Wahl, Jack E.
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Cossette, Hélène
7
Godin, Frédéric
7
Kürsten, Wolfgang
7
Li, Jianping
7
Mitra, Sovan
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Račev, Svetlozar T.
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Van Vuuren, Gary
7
Yang, Fan
7
Allen, Franklin
6
Asimit, Alexandru V.
6
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Insurance / Mathematics & economics
10
Scandinavian actuarial journal
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Application of operations research to financial markets
1
Computational economics
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of risk
1
Mathematics of operations research
1
Revista Brasileira de Finanças : RBFin
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
25
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1
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
2
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
3
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
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:
5
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
6
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
7
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:
8
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:
9
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
10
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
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