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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of econometrics"
~person:"Wang, Ruodu"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
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Portfolio-Management
Theorie
5
Theory
5
Portfolio selection
4
Risikomaß
4
Risk measure
4
Dependence uncertainty
3
Risiko
3
Risk
3
Risk aggregation
3
Basel Accord
2
Basler Akkord
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Value-at-Risk
2
Aggregation
1
Aggregation-robustness
1
Bank risk
1
Bankrisiko
1
Basel III
1
Conditional joint mixability
1
Decision under uncertainty
1
Dual utility
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Expected Shortfall
1
Expected shortfall
1
Expected utility
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Heavy tails
1
Inhomogeneous portfolio
1
Measurement
1
Messung
1
Pessimism effect
1
Portfolio diversification
1
Probability theory
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Article in journal
Aufsatz in Zeitschrift
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English
4
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Wang, Ruodu
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Arvanitis, Stelios
2
Aït-Sahalia, Yacine
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Fan, Jianqing
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Gozzi, Fausto
2
Kardaras, Constantinos
2
Kim, Donghan
2
Källblad, Sigrid
2
Lindskog, Filip
2
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Finance and stochastics
Journal of econometrics
Insurance / Mathematics & economics
5
Operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
North American actuarial journal
1
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ECONIS (ZBW)
4
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1
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
2
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:
3
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:
4
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
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