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subject:"Sozialer Indikator"
~isPartOf:"Mathematics of operations research"
~subject:"Risikomanagement"
~subject:"Risk measure"
~subject:"Theory"
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Sozialer Indikator
Risikomanagement
Risk measure
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Measurement
22
Messung
22
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19
Theorie
19
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17
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17
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risk measures
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21
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Wang, Ruodu
3
Liu, Fangda
2
Pichler, Alois
2
Bartl, Daniel
1
Cominetti, Roberto
1
Cui, Ying
1
Eshragh, Ali
1
Feinstein, Zachary
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Mathematics of operations research
Insurance / Mathematics & economics
116
NBER working paper series
85
NBER Working Paper
80
Working paper / National Bureau of Economic Research, Inc.
74
European journal of operational research : EJOR
56
Working paper / Oxford Poverty & Human Development Initiative
37
Journal of banking & finance
36
Discussion paper series / IZA
35
Finance and stochastics
33
SpringerLink / Bücher
32
Risks : open access journal
31
Working paper series
31
IZA Discussion Paper
30
Economics letters
29
Journal of productivity analysis
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Applied economics letters
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The review of income and wealth : journal of the International Association for Research in Income and Wealth
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Journal of economic inequality
27
Social choice and welfare
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Finance research letters
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Journal of risk
26
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25
Mathematics and financial economics
24
Working paper / World Institute for Development Economics Research
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Applied economics
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Discussion paper / Tinbergen Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Centre for Economic Policy Research
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
Europäische Hochschulschriften / 5
20
Gabler Edition Wissenschaft
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International journal of theoretical and applied finance
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Discussion paper / University of British Columbia, Department of Economics
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Quantitative finance
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The journal of operational risk
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CESifo working papers
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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1
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
2
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
3
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
4
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
Saved in:
5
Reducing bias in event time simulations via measure changes
Giesecke, Kay
;
Shkolnik, Alexander
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 969-988
Persistent link: https://www.econbiz.de/10013365043
Saved in:
6
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
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
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
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
Hamiltonian cycles and subsets of discounted occupational measures
Eshragh, Ali
;
Filar, Jerzy A.
;
Kalinowski, Thomas
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 713-731
Persistent link: https://www.econbiz.de/10012242548
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