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subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Denuit, Michel"
~person:"Lux, Thomas"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
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Risk
Forecasting model
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Verhaltensökonomik
Theorie
76
Theory
76
Risiko
34
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26
Risk measure
26
Portfolio selection
19
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19
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Abel, Andrew B.
Denuit, Michel
Lux, Thomas
Wang, Ruodu
Weber, Martin
Gupta, Rangan
37
Marcellino, Massimiliano
32
Wang, Yudong
23
Petropoulos, Fotios
22
Timmermann, Allan
22
Makridakis, Spyros G.
16
Assimakopoulos, V.
15
Hyndman, Rob J.
15
Righi, Marcelo Brutti
15
Spiliotis, Evangelos
15
Kelly, Bryan T.
14
Carriero, Andrea
13
Diebold, Francis X.
13
Giannone, Domenico
13
Babai, M. Zied
12
Eeckhoudt, Louis R.
12
Ghysels, Eric
12
Jawadi, Fredj
12
Kourentzes, Nikolaos
12
Rossi, Barbara
12
Sornette, Didier
12
Wohar, Mark E.
12
Bekiros, Stelios
11
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11
Lawrence, Kenneth D.
11
Ma, Feng
11
Veronesi, Pietro
11
Wong, Wing Keung
11
Zhang, Yaojie
11
Albuquerque, Rui
10
Boonen, Tim J.
10
Clark, Todd E.
10
Gabaix, Xavier
10
Kang, Yanfei
10
Kilian, Lutz
10
Koopman, Siem Jan
10
Moosa, Imad A.
10
Pierdzioch, Christian
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Insurance / Mathematics & economics
9
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3
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3
Astin bulletin : the journal of the International Actuarial Association
2
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Handbook of computational economics : Volume 4: Heterogeneous agent modeling
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ECONIS (ZBW)
43
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
3
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
4
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:
5
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:
6
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:
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
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
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Hainaut, Donatien
;
Trufin, Julien
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 841-866
Persistent link: https://www.econbiz.de/10013491040
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