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subject:"Portfolio-Management"
subject:"Theorie"
~person:"McAleer, Michael"
~person:"Wang, Ruodu"
~subject:"Basel III"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk management"
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Portfolio-Management
Theorie
Basel III
Risk management
34
Risikomanagement
33
Risikomaß
21
Risk measure
21
Risiko
20
Risk
20
Theory
18
Portfolio selection
16
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Value-at-Risk
6
Volatility
6
Volatilität
6
Bank risk
5
Bankrisiko
5
Forecasting model
5
Prognoseverfahren
5
Welt
5
World
5
Coronavirus
4
Financial services
4
Finanzdienstleistung
4
expected shortfall
4
robustness
4
Aggregation
3
Credit risk
3
Epidemic
3
Epidemie
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Impact assessment
3
Kreditrisiko
3
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14
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1
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Article
21
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
22
Working Paper
11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
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1
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1
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Language
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English
22
Author
All
McAleer, Michael
Wang, Ruodu
Broll, Udo
16
Fabozzi, Frank J.
13
Hammoudeh, Shawkat
12
Tan, Ken Seng
12
Embrechts, Paul
11
Mao, Tiantian
10
Bhansali, Vineer
9
Boonen, Tim J.
9
Gatzert, Nadine
9
Alexander, Gordon J.
8
Dionne, Georges
8
Jacobs, Michael <Jr.>
8
Baptista, Alexandre M.
7
Bartram, Söhnke M.
7
Cai, Jun
7
Godin, Frédéric
7
Guillén, Montserrat
7
Hurlin, Christophe
7
Janabi, Mazin A. M. al
7
Martellini, Lionel
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Lin, Yijia
6
Mitra, Sovan
6
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Insurance / Mathematics & economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
Finance and stochastics
2
International review of economics & finance : IREF
2
Mathematics of operations research
2
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
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ECONIS (ZBW)
22
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1
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10
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22
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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
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
7
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:
8
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:
9
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
10
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
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