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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"
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Risk
Forecasting model
Share price
Verhaltensökonomik
Theorie
52
Theory
52
Risikomaß
22
Risk measure
22
Risiko
21
Portfolio selection
16
Portfolio-Management
16
Risikomanagement
14
Risk management
14
Measurement
12
Messung
12
Value-at-Risk
7
Basel Accord
5
Basler Akkord
5
Decision under risk
5
Entscheidung unter Risiko
5
Risk aggregation
5
Statistical distribution
5
Statistische Verteilung
5
expected shortfall
5
Aggregation
4
Anlageverhalten
4
Behavioural finance
4
Business network
4
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4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Estimation
4
Expected Shortfall
4
Investition
4
Investment
4
Network
4
Netzwerk
4
Prognoseverfahren
4
Schätzung
4
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4
risk aggregation
4
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25
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3
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3
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3
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English
28
Author
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Abel, Andrew B.
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
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
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
Clements, Michael P.
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
10
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
3
Operations research
3
Discussion paper / Centre for Economic Policy Research
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Discussion papers / CEPR
1
European economic review : EER
1
European journal of operational research : EJOR
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
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
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ECONIS (ZBW)
28
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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
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
Why so negative? : belief formation and risk taking in boom and bust markets
Weber, Martin
;
Kieren, Pascal
;
Mueller-Dethard, Jan
-
2020
Persistent link: https://www.econbiz.de/10012234505
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