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subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Brandtner, Mario"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Expected Shortfall"
~subject:"Risiko"
~subject:"Risikomaß"
~subject:"Share price"
~subject:"Verhaltensökonomik"
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Risk
Expected Shortfall
Risiko
Risikomaß
Share price
Verhaltensökonomik
Theorie
54
Theory
54
Risk measure
32
Portfolio selection
23
Portfolio-Management
23
Measurement
21
Messung
21
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18
Risk management
18
Decision under risk
10
Entscheidung unter Risiko
10
Statistical distribution
7
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7
Value-at-Risk
7
Basel Accord
6
Basler Akkord
6
Erwartungsnutzen
5
Expected utility
5
Risikoaversion
5
Risk aggregation
5
Risk aversion
5
expected shortfall
5
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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
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3
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36
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English
40
Author
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Abel, Andrew B.
Brandtner, Mario
Wang, Ruodu
Weber, Martin
Gupta, Rangan
23
Boonen, Tim J.
18
Righi, Marcelo Brutti
15
Denuit, Michel
13
Eeckhoudt, Louis R.
12
Wong, Wing Keung
12
Kelly, Bryan T.
11
Veronesi, Pietro
11
Albuquerque, Rui
10
Furman, Edward
10
Gabaix, Xavier
10
Gollier, Christian
10
Foucault, Thierry
9
Ghossoub, Mario
9
Goerigk, Marc
9
Härdle, Wolfgang
9
Jawadi, Fredj
9
Pástor, Ľuboš
9
Ryu, Doojin
9
Rüschendorf, Ludger
9
Tan, Ken Seng
9
Yang, Jinqiang
9
Bernard, Carole
8
Chen, An
8
Farmer, Roger E. A.
8
Gennaioli, Nicola
8
Guo, Xu
8
Laeven, Roger J. A.
8
Lillo, Fabrizio
8
Müller, Fernanda Maria
8
Shleifer, Andrei
8
Sornette, Didier
8
Vanduffel, Steven
8
Xiong, Xiong
8
Bekiros, Stelios
7
Cai, Jun
7
Caliendo, Frank
7
Cheung, Ka Chun
7
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Insurance / Mathematics & economics
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Mathematics of operations research
4
Discussion paper / Centre for Economic Policy Research
3
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
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
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1
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ECONIS (ZBW)
40
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1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
2
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:
3
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:
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
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:
7
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
8
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:
9
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:
10
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
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