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subject:"Risk management"
~language:"eng"
~person:"Chidambaran, Nemmara"
~person:"Wang, Ruodu"
~person:"Weiß, Gregor"
~subject:"Risk"
~subject:"Theorie"
~subject:"risk aggregation"
~type_genre:"Article in journal"
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Risk management
Risk
Theorie
risk aggregation
Risikomanagement
28
Risikomaß
20
Risk measure
20
Theory
20
Risiko
18
Portfolio selection
14
Portfolio-Management
14
Measurement
10
Messung
10
Basel Accord
6
Basler Akkord
6
Value-at-Risk
6
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5
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5
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4
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4
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4
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Forecasting model
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Multivariate Verteilung
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Prognoseverfahren
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expected shortfall
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robustness
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Aggregation
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Credit risk
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Kreditrisiko
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Risk aggregation
3
Bank
2
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Chidambaran, Nemmara
Wang, Ruodu
Weiß, Gregor
Ivanov, Dmitry
44
Dolgui, Alexandre
22
Gatzert, Nadine
21
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
17
McAleer, Michael
17
Sawik, Tadeusz
17
Turvey, Calum Greig
17
Dionne, Georges
16
Eling, Martin
16
Li, Jianping
16
McConnell, Patrick
16
Wagner, Stephan M.
16
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Blackhurst, Jennifer
14
Liu, Shan
14
Tan, Ken Seng
14
Choi, Tsan-Ming
13
Embrechts, Paul
13
Hussainey, Khaled
13
Li, Johnny Siu-Hang
13
Zhu, Xiaoqian
13
Goodwin, Barry K.
12
Sherris, Michael
12
Wu, Desheng Dash
12
Finger, Robert
11
Govindan, Kannan
11
Hoyt, Robert E.
11
Mußhoff, Oliver
11
Olson, David L.
11
Righi, Marcelo Brutti
11
Sharma, Satyendra Kumar
11
Van Vuuren, Gary
11
Bhansali, Vineer
10
Broll, Udo
10
Durst, Susanne
10
Gunasekaran, Angappa
10
Gupta, Aparna
10
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Insurance / Mathematics & economics
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5
Finance and stochastics
3
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3
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2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking and finance
1
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1
Journal of financial stability
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
Review of quantitative finance and accounting
1
Risks : open access journal
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
28
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1
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
3
Managerial connections and corporate risk-taking : evidence from the Great Recession
Chidambaran, Nemmara
;
Manfredonia, Stefano
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10014487331
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
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
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
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