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subject:"Risiko"
subject:"World"
~person:"Brandtner, Mario"
~person:"Ji, Qiang"
~person:"Mao, Tiantian"
~person:"Stoja, Evarist"
~type:"article"
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Search: subject_exact:"Risk management"
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Risiko
World
Risikomanagement
28
Risk management
28
Risikomaß
24
Risk measure
24
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23
Theorie
16
Theory
16
Portfolio selection
15
Portfolio-Management
15
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11
Messung
11
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7
Outliers
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Multidimensional value at risk
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24
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Brandtner, Mario
Ji, Qiang
Mao, Tiantian
Stoja, Evarist
Wang, Ruodu
16
Fabozzi, Frank J.
9
McAleer, Michael
9
Righi, Marcelo Brutti
8
Sherris, Michael
8
Boonen, Tim J.
7
Cai, Jun
7
Li, Jianping
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
Balbás de la Corte, Alejandro
6
Guillén, Montserrat
6
Kakushadze, Zura
6
Rüschendorf, Ludger
6
Bhansali, Vineer
5
Broll, Udo
5
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Ghadge, Abhijeet
5
Hammoudeh, Shawkat
5
Mirakhor, Abbas
5
Mitra, Sovan
5
Naeem, Muhammad Abubakr
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Ríos Insua, David
5
Tan, Ken Seng
5
Turvey, Calum Greig
5
Van Vuuren, Gary
5
Zhu, Xiaoqian
5
Asimit, Alexandru V.
4
Balbás, Beatriz
4
Beasley, Mark S.
4
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Insurance / Mathematics & economics
6
Scandinavian actuarial journal
3
Finance research letters
2
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2
Journal of international financial markets, institutions & money
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Energy policy : the international journal of the political, economic, planning, environmental and social aspects of energy
1
International journal of forecasting
1
International review of financial analysis
1
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Journal of international money and finance
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ECONIS (ZBW)
24
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1
Energy trade stability of China : policy options with increasing climate risks
Guo, Kun
;
Luan, Liyuan
;
Cai, Xiaoli
;
Zhang, Dayong
;
Ji, …
- In:
Energy policy : the international journal of the …
184
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014454847
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
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:
4
High-carbon screening out : a DCC-MIDAS-climate policy risk method
Ding, Hao
;
Ji, Qiang
;
Ma, Rufei
;
Zhai, Pengxiang
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455234
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
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
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
9
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:
10
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
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