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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Amilon, Henrik"
~person:"Giuzio, Margherita"
~person:"Rüschendorf, Ludger"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio-Management
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12
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9
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9
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7
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Amilon, Henrik
Giuzio, Margherita
Rüschendorf, Ludger
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
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21
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20
Prigent, Jean-Luc
20
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17
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17
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17
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16
Post, Thierry
16
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15
Levy, Haim
15
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15
Lioui, Abraham
15
Platen, Eckhard
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Yao, Haixiang
15
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14
Cui, Xiangyu
14
Cvitanić, Jakša
14
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14
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Račev, Svetlozar T.
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1
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ECONIS (ZBW)
18
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1
Un-diversifying during crises : is it a good idea?
Giuzio, Margherita
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 401-432
Persistent link: https://www.econbiz.de/10012053146
Saved in:
2
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
3
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
4
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Saved in:
5
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
6
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
7
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
8
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:
9
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
10
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011547051
Saved in:
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