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subject:"Portfolio-Management"
~person:"Mao, Tiantian"
~person:"Rüschendorf, Ludger"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Portfolio-Management
Risikomaß
Risiko
25
Risk
25
Risk measure
20
Theorie
20
Theory
20
Portfolio selection
18
Risikomanagement
16
Risk management
16
Measurement
12
Messung
12
Statistical distribution
8
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8
Ausreißer
5
Outliers
5
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5
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4
Entscheidung unter Risiko
4
Capital income
3
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3
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Erwartungsnutzen
3
Expected utility
3
Kapitaleinkommen
3
Prospect Theory
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3
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3
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3
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Aggregation
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21
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Aufsatz in Zeitschrift
Fallstudie
Article in journal
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English
21
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Mao, Tiantian
Rüschendorf, Ludger
Righi, Marcelo Brutti
18
Wang, Ruodu
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
Bellini, Fabio
8
Cheung, Ka Chun
8
Kakushadze, Zura
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
Feinstein, Zachary
6
Jarrow, Robert A.
6
Kountzakis, Christos E.
6
Liu, Haiyan
6
Luo, Yulei
6
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Insurance / Mathematics & economics
11
Scandinavian actuarial journal
3
Finance and stochastics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Mathematics of operations research
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ECONIS (ZBW)
21
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1
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21
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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
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:
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
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:
5
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:
6
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
7
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:
8
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
9
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
10
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:
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