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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Wang, Ruodu"
~subject:"Geldpolitik"
~subject:"Risk"
~type_genre:"Amtsdruckschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Textbook"
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Search: subject_exact:"Theory"
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Geldpolitik
Risk
Theorie
34
Theory
34
Risikomaß
25
Risk measure
25
Risiko
22
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
15
Risk management
15
Measurement
14
Messung
14
Statistical distribution
8
Statistische Verteilung
8
Value-at-Risk
8
Basel Accord
6
Basler Akkord
6
Aggregation
5
Expected Shortfall
5
Risk aggregation
5
expected shortfall
5
risk aggregation
4
Basel III
3
Decision under risk
3
Dependence uncertainty
3
Entscheidung unter Risiko
3
Pareto optimality
3
robustness
3
value-at-risk
3
Allocation
2
Allokation
2
Bank risk
2
Bankrisiko
2
Complete mixability
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Erwartungsnutzen
2
Expected shortfall
2
Expected utility
2
Financial Engineering
2
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Undetermined
21
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Article
22
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Article in journal
Survey
Amtsdruckschrift
Mehrbändiges Werk
Textbook
Aufsatz in Zeitschrift
22
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
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English
22
Author
All
Wang, Ruodu
Woodford, Michael
40
Eeckhoudt, Louis R.
39
Gollier, Christian
35
Devereux, Michael B.
29
Svensson, Lars E. O.
27
Di Bartolomeo, Giovanni
26
McCallum, Bennett T.
25
VanHoose, David D.
25
Walsh, Carl E.
25
Belke, Ansgar
23
Gupta, Rangan
23
Waller, Christopher
23
Mishkin, Frederic S.
22
Beetsma, Roel
21
Hughes Hallett, Andrew
21
Uribe, Martín
21
Viscusi, W. Kip
21
Tirelli, Patrizio
20
Bullard, James Brian
19
Hefeker, Carsten
19
Denuit, Michel
18
Evans, George W.
18
Ireland, Peter N.
18
Lai, Ching-chong
18
Leeper, Eric M.
18
Sargent, Thomas J.
18
Serletis, Apostolos
18
Christiano, Lawrence J.
17
Galí, Jordi
17
Kit, Pong Wong
17
Lawler, Phillip
17
Levine, Paul
17
Schmitt-Grohé, Stephanie
17
Sutherland, Alan
17
Chavas, Jean-Paul
16
Epstein, Larry G.
16
Kocherlakota, Narayana Rao
16
Mendonça, Helder Ferreira de
16
Sims, Christopher A.
16
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Insurance / Mathematics & economics
5
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
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ECONIS (ZBW)
22
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22
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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
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
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