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subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Giannone, Domenico"
~person:"Lux, Thomas"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
~subject:"expected shortfall"
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Risk
Forecasting model
Share price
Verhaltensökonomik
expected shortfall
Theorie
74
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74
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23
Risk measure
23
Risiko
22
Portfolio selection
18
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18
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18
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14
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44
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Abel, Andrew B.
Giannone, Domenico
Lux, Thomas
Wang, Ruodu
Weber, Martin
Gupta, Rangan
39
Marcellino, Massimiliano
33
Petropoulos, Fotios
23
Timmermann, Allan
23
Wang, Yudong
23
Makridakis, Spyros G.
16
Assimakopoulos, V.
15
Denuit, Michel
15
Hyndman, Rob J.
15
Righi, Marcelo Brutti
15
Spiliotis, Evangelos
15
Kelly, Bryan T.
14
Carriero, Andrea
13
Diebold, Francis X.
13
Babai, M. Zied
12
Eeckhoudt, Louis R.
12
Ghysels, Eric
12
Jawadi, Fredj
12
Kourentzes, Nikolaos
12
Ma, Feng
12
Rossi, Barbara
12
Sornette, Didier
12
Wohar, Mark E.
12
Bekiros, Stelios
11
Boonen, Tim J.
11
Clements, Michael P.
11
Huber, Florian
11
Kang, Yanfei
11
Kilian, Lutz
11
Lawrence, Kenneth D.
11
Pierdzioch, Christian
11
Veronesi, Pietro
11
Wong, Wing Keung
11
Zhang, Yaojie
11
Albuquerque, Rui
10
Clark, Todd E.
10
Gabaix, Xavier
10
Gollier, Christian
10
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10
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4
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3
International journal of forecasting
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
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3
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1
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1
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Handbook of Economic Forecasting : volume 2, part A
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
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1
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1
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1
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The Oxford handbook of economic forecasting
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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
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
3
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:
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
Distributional transforms, probability distortions, and their applications
Liu, Peng
;
Schied, Alexander
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
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