//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Risk"
~accessRights:"restricted"
~person:"Abel, Andrew B."
~person:"Lux, Thomas"
~person:"Wang, Ruodu"
~person:"Weber, Martin"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Risk
Forecasting model
Share price
Verhaltensökonomik
Theorie
38
Theory
38
Risikomaß
21
Risk measure
21
Risiko
20
Portfolio selection
15
Portfolio-Management
15
Risikomanagement
14
Risk management
14
Measurement
12
Messung
12
Value-at-Risk
7
Basel Accord
5
Basler Akkord
5
Risk aggregation
5
expected shortfall
5
Aggregation
4
Business network
4
Estimation
4
Expected Shortfall
4
Network
4
Netzwerk
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Unternehmensnetzwerk
4
risk aggregation
4
Bank
3
Börsenkurs
3
Dependence uncertainty
3
Interbank market
3
Interbankenmarkt
3
Pareto optimality
3
Prognoseverfahren
3
robustness
3
value-at-risk
3
ARCH model
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
24
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
24
Author
All
Abel, Andrew B.
Lux, Thomas
Wang, Ruodu
Weber, Martin
Gupta, Rangan
36
Wang, Yudong
23
Petropoulos, Fotios
21
Makridakis, Spyros G.
16
Assimakopoulos, V.
15
Spiliotis, Evangelos
15
Denuit, Michel
14
Hyndman, Rob J.
14
Righi, Marcelo Brutti
14
Marcellino, Massimiliano
13
Babai, M. Zied
12
Eeckhoudt, Louis R.
12
Wohar, Mark E.
12
Bekiros, Stelios
11
Kourentzes, Nikolaos
11
Ma, Feng
11
Wong, Wing Keung
11
Zhang, Yaojie
11
Boonen, Tim J.
10
Jawadi, Fredj
10
Kang, Yanfei
10
Moosa, Imad A.
10
Pierdzioch, Christian
10
Wu, Chongfeng
10
Demirer, Rıza
9
Fabozzi, Frank J.
9
Furman, Edward
9
Goerigk, Marc
9
Koopman, Siem Jan
9
Li, Feng
9
Liu, Li
9
Weron, Rafał
9
Carriero, Andrea
8
Catania, Leopoldo
8
Chen, Cathy W. S.
8
Clements, Adam
8
Dai, Zhifeng
8
Hao, Xianfeng
8
Hommes, Cars H.
8
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
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
European economic review : EER
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
9
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
10
Weak comonotonicity
Wang, Ruodu
;
Zitikis, Ričardas
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->