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subject:"Risiko"
subject:"Welt"
~person:"Rosazza Gianin, Emanuela"
~subject:"Deutschland"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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Risiko
Welt
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Risikomanagement
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4
Messung
4
Portfolio selection
4
Portfolio-Management
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Bankrisiko
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Pareto optimal
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Rosazza Gianin, Emanuela
Gleißner, Werner
19
Wang, Ruodu
16
Mao, Tiantian
10
Broll, Udo
8
Henschel, Thomas
8
McAleer, Michael
8
Boonen, Tim J.
7
Cai, Jun
7
Li, Jianping
7
Li, Johnny Siu-Hang
7
Mußhoff, Oliver
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Romeike, Frank
7
Sherris, Michael
7
Balbás de la Corte, Alejandro
6
Dobler, Michael
6
Guillén, Montserrat
6
Hammoudeh, Shawkat
6
Ji, Qiang
6
Kakushadze, Zura
6
Naeem, Muhammad Abubakr
6
Rüschendorf, Ludger
6
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Lück, Wolfgang
5
Mitra, Sovan
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Schneider, Andreas
5
Stoja, Evarist
5
Tan, Ken Seng
5
Turvey, Calum Greig
5
Van Vuuren, Gary
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Zhu, Xiaoqian
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European journal of operational research : EJOR
2
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematics and financial economics
1
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ECONIS (ZBW)
5
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1
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
2
Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
Saved in:
3
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
Saved in:
4
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
Saved in:
5
On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
Saved in:
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