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subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Brandtner, Mario"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Erwartungsnutzen"
~subject:"Risiko"
~subject:"Risikomaß"
~subject:"Share price"
~subject:"Verhaltensökonomik"
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Risk
Erwartungsnutzen
Risiko
Risikomaß
Share price
Verhaltensökonomik
Theorie
52
Theory
52
Risk measure
31
Portfolio selection
22
Portfolio-Management
22
Measurement
20
Messung
20
Risikomanagement
18
Risk management
18
Decision under risk
10
Entscheidung unter Risiko
10
Value-at-Risk
7
Basel Accord
6
Basler Akkord
6
Expected Shortfall
6
Expected utility
5
Risikoaversion
5
Risk aggregation
5
Risk aversion
5
Statistical distribution
5
Statistische Verteilung
5
expected shortfall
5
Aggregation
4
Anlageverhalten
4
Behavioural finance
4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Investition
4
Investment
4
Spectral risk measures
4
risk aggregation
4
Bank risk
3
Bankrisiko
3
Dependence uncertainty
3
Estimation
3
Pareto optimality
3
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48
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Article
36
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5
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35
Aufsatz in Zeitschrift
35
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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1
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1
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Language
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English
41
Author
All
Abel, Andrew B.
Brandtner, Mario
Wang, Ruodu
Weber, Martin
Gupta, Rangan
22
Boonen, Tim J.
18
Righi, Marcelo Brutti
15
Wong, Wing Keung
14
Denuit, Michel
13
Eeckhoudt, Louis R.
13
Escobar, Marcos
12
Ghossoub, Mario
11
Kelly, Bryan T.
11
Veronesi, Pietro
11
Albuquerque, Rui
10
Furman, Edward
10
Gabaix, Xavier
10
Tan, Ken Seng
10
Yang, Jinqiang
10
Bernard, Carole
9
Foucault, Thierry
9
Goerigk, Marc
9
Gollier, Christian
9
Guo, Xu
9
Härdle, Wolfgang
9
Jawadi, Fredj
9
Laeven, Roger J. A.
9
Pástor, Ľuboš
9
Rüschendorf, Ludger
9
Farmer, Roger E. A.
8
Gennaioli, Nicola
8
Lillo, Fabrizio
8
Liu, Liqun
8
Menegatti, Mario
8
Müller, Fernanda Maria
8
Ryu, Doojin
8
Shleifer, Andrei
8
Sornette, Didier
8
Vanduffel, Steven
8
Xiong, Xiong
8
Zhu, Wei
8
Baillon, Aurélien
7
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Insurance / Mathematics & economics
6
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
Journal of banking & finance
4
Mathematics of operations research
4
Finance and stochastics
3
Operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Discussion papers / CEPR
1
European economic review : EER
1
Journal of econometrics
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
North American actuarial journal
1
Quantitative finance
1
Risks : open access journal
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
41
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41
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1
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
4
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:
5
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:
6
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Liang, Xiaoqing
;
Wang, Ruodu
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 35-59
Persistent link: https://www.econbiz.de/10013264935
Saved in:
7
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
8
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:
9
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
Saved in:
10
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
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