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subject:"Portfolio-Management"
~person:"Feinstein, Zachary"
~person:"Kakushadze, Zura"
~person:"Mao, Tiantian"
~subject:"Prospect theory"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Portfolio-Management
Prospect theory
Risikomaß
Risiko
30
Risk
30
Theorie
22
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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Undetermined
21
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1
Type of publication
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Article
28
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Fallstudie
Article in journal
28
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
28
Author
All
Feinstein, Zachary
Kakushadze, Zura
Mao, Tiantian
Wang, Ruodu
19
Righi, Marcelo Brutti
18
Rosazza Gianin, Emanuela
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Eeckhoudt, Louis R.
10
Fabozzi, Frank J.
10
Gollier, Christian
10
Laeven, Roger J. A.
10
Brandtner, Mario
9
Cai, Jun
9
Denuit, Michel
9
Furman, Edward
9
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Bellini, Fabio
8
Cheung, Ka Chun
8
Pichler, Alois
8
Satchell, Stephen
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Bali, Turan G.
7
Guillén, Montserrat
7
Kürsten, Wolfgang
7
Munari, Cosimo-Andrea
7
Rudloff, Birgit
7
Siu, Tak Kuen
7
Wagner, Niklas F.
7
Zaremba, Adam
7
Bäuerle, Nicole
6
Chen, Zhiping
6
Chiang, Thomas C.
6
Jarrow, Robert A.
6
Kountzakis, Christos E.
6
Liu, Haiyan
6
Luo, Yulei
6
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Insurance / Mathematics & economics
7
Finance and stochastics
4
The journal of asset management
3
Journal of risk & control
2
Mathematics of operations research
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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)
28
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
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