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subject:"Risiko"
subject:"Welt"
~person:"Stoja, Evarist"
~person:"Wang, Ruodu"
~subject:"Aggregation"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Risiko
Welt
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Risikomanagement
23
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23
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22
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22
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16
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16
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14
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expected shortfall
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Stoja, Evarist
Wang, Ruodu
Mao, Tiantian
10
McAleer, Michael
8
Boonen, Tim J.
7
Cai, Jun
7
Li, Jianping
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
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7
Sherris, Michael
7
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6
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6
Hammoudeh, Shawkat
6
Kakushadze, Zura
6
Rüschendorf, Ludger
6
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Ji, Qiang
5
Mitra, Sovan
5
Naeem, Muhammad Abubakr
5
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5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
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Tan, Ken Seng
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Van Vuuren, Gary
5
Zhu, Xiaoqian
5
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4
Balbás, Beatriz
4
Beasley, Mark S.
4
Bhansali, Vineer
4
Brandtner, Mario
4
Chaudhry, Sajid M.
4
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4
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3
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3
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2
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2
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2
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1
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ECONIS (ZBW)
21
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1
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
2
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
3
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
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
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
Saved in:
10
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
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