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subject:"Portfolio-Management"
~person:"Feinstein, Zachary"
~person:"Kakushadze, Zura"
~person:"Mao, Tiantian"
~subject:"Prospect theory"
~subject:"Risikomaß"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Search: subject_exact:"Wagnis"
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Subject
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Portfolio-Management
Prospect theory
Risikomaß
Theorie
Risiko
30
Risk
30
Theory
22
Portfolio selection
20
Risk measure
19
Risikomanagement
16
Risk management
16
Measurement
14
Messung
14
Capital income
6
Kapitaleinkommen
6
Statistical distribution
6
Statistische Verteilung
6
Time consistency
5
Zeitkonsistenz
5
Ausreißer
4
Outliers
4
optimization
4
Artificial intelligence
3
CAPM
3
Correlation
3
Decision under risk
3
Entscheidung unter Risiko
3
Erwartungsnutzen
3
Estimation
3
Expected utility
3
Korrelation
3
Künstliche Intelligenz
3
Prospect Theory
3
Reinsurance
3
Risikoaversion
3
Risk aversion
3
Rückversicherung
3
risk factor
3
risk model
3
ARCH model
2
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22
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1
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Article
30
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Aufsatz in Zeitschrift
Fallstudie
Article in journal
30
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
30
Author
All
Feinstein, Zachary
Kakushadze, Zura
Mao, Tiantian
Eeckhoudt, Louis R.
39
Gollier, Christian
34
Wang, Ruodu
23
Viscusi, W. Kip
22
Gupta, Rangan
19
Righi, Marcelo Brutti
18
Kit, Pong Wong
17
Chavas, Jean-Paul
16
Denuit, Michel
16
Epstein, Larry G.
16
Wong, Wing Keung
16
Rosazza Gianin, Emanuela
15
Huang, Xiaoxia
14
Menegatti, Mario
14
Schlesinger, Harris
14
Wakker, Peter P.
14
Weber, Martin
14
Dequech, David
13
Laeven, Roger J. A.
13
Quiggin, John C.
13
Satchell, Stephen
13
Siu, Tak Kuen
13
Alghalith, Moawia
12
Cheung, Eric C. K.
12
Escudero, Laureano F.
12
Shogren, Jason F.
12
Boonen, Tim J.
11
Cai, Jun
11
Furman, Edward
11
Segal, Uzi
11
Balbás de la Corte, Alejandro
10
Bali, Turan G.
10
Broll, Udo
10
Chateauneuf, Alain
10
Chiang, Thomas C.
10
Fabozzi, Frank J.
10
Hey, John Denis
10
Jarrow, Robert A.
10
Kim, Iltae
10
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Insurance / Mathematics & economics
8
Finance and stochastics
4
The journal of asset management
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Journal of risk & control
2
Mathematics of operations research
2
Scandinavian actuarial journal
2
Bulletin of applied economics
1
Journal of mathematical economics
1
Mathematics and financial economics
1
Operations research letters
1
Quantitative finance
1
Risks : open access journal
1
The journal of investment strategies
1
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ECONIS (ZBW)
30
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1
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
2
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:
3
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
4
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
5
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:
6
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:
7
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
Saved in:
8
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
Saved in:
9
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
10
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
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