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subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Brandtner, Mario"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Risiko"
~subject:"Share price"
~subject:"Value-at-Risk"
~subject:"Verhaltensökonomik"
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Risk
Risiko
Share price
Value-at-Risk
Verhaltensökonomik
Theorie
54
Theory
54
Risikomaß
32
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
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7
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5
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5
Risk aggregation
5
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expected shortfall
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Aggregation
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Anlageverhalten
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Behavioural finance
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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
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35
Author
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Abel, Andrew B.
Brandtner, Mario
Wang, Ruodu
Weber, Martin
Gupta, Rangan
23
Righi, Marcelo Brutti
14
Denuit, Michel
13
Eeckhoudt, Louis R.
12
Boonen, Tim J.
11
Kelly, Bryan T.
11
Veronesi, Pietro
11
Wong, Wing Keung
11
Albuquerque, Rui
10
Gabaix, Xavier
10
Gollier, Christian
10
Foucault, Thierry
9
Furman, Edward
9
Goerigk, Marc
9
Jawadi, Fredj
9
Pástor, Ľuboš
9
Ryu, Doojin
9
Yang, Jinqiang
9
Farmer, Roger E. A.
8
Gennaioli, Nicola
8
Ghossoub, Mario
8
Laeven, Roger J. A.
8
Shleifer, Andrei
8
Sornette, Didier
8
Bekiros, Stelios
7
Caliendo, Frank
7
Dai, Zhifeng
7
Edmans, Alex
7
Escudero, Laureano F.
7
Giglio, Stefano
7
Guo, Xu
7
Hommes, Cars H.
7
Huang, Xiaoxia
7
Krueger, Dirk
7
Lillo, Fabrizio
7
Liu, Haiyan
7
Ma, Feng
7
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Insurance / Mathematics & economics
5
European journal of operational research : EJOR
3
Finance and stochastics
3
Journal of banking & finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Discussion paper / Centre for Economic Policy Research
2
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1
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1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Quantitative finance
1
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ECONIS (ZBW)
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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
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:
8
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:
9
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:
10
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
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