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type_genre:"Article in journal"
~language:"eng"
~person:"Xu, Huifu"
~subject:"Messung"
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Messung
Portfolio selection
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Portfolio-Management
5
Measurement
4
Präferenztheorie
3
Robust statistics
3
Robustes Verfahren
3
Theory of preferences
3
Risikomanagement
2
Risk management
2
Theorie
2
Theory
2
Allocation
1
Allokation
1
Anscombe-Aumann’s framework
1
Cumulative prospect theory
1
Decision
1
Decision under uncertainty
1
Dependent joint ambiguity set
1
Distortion risk measure
1
Entscheidung
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Expected utility
1
Fortet-Mourier metric
1
Generalized shortfall risk measure
1
Insurance premium-based shortfall risk measure
1
Mathematical programming
1
Mathematische Optimierung
1
Optimization
1
PRSDRM
1
Polynominal decision rule
1
Prospect Theory
1
Prospect theory
1
Quantitative robustness
1
Risikokapital
1
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Article
5
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Article in journal
Reprint
Aufsatz in Zeitschrift
5
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English
Author
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Xu, Huifu
Righi, Marcelo Brutti
18
Wang, Ruodu
18
Rosazza Gianin, Emanuela
15
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Mao, Tiantian
11
Furman, Edward
10
Laeven, Roger J. A.
10
Bali, Turan G.
9
Denuit, Michel
9
Eeckhoudt, Louis R.
9
Fabozzi, Frank J.
9
Müller, Fernanda Maria
9
Bellini, Fabio
8
Brandtner, Mario
8
Kakushadze, Zura
8
Munari, Cosimo-Andrea
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Vanduffel, Steven
8
Cai, Jun
7
Chen, Zhiping
7
Guillén, Montserrat
7
Pichler, Alois
7
Rudloff, Birgit
7
Siu, Tak Kuen
7
Su, Jianxi
7
Tang, Qihe
7
Balbás de la Corte, Alejandro
6
Cakici, Nusret
6
Csóka, Péter
6
Dhaene, Jan
6
Feinstein, Zachary
6
Frittelli, Marco
6
Hammoudeh, Shawkat
6
Luo, Yulei
6
Riedel, Frank
6
Rösch, Daniel
6
Svindland, Gregor
6
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Computational management science
1
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Quantitative finance
1
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ECONIS (ZBW)
5
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1
Preference robust distortion risk measure and its application
Wang, Wei
;
Xu, Huifu
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 389-434
Persistent link: https://www.econbiz.de/10014278678
Saved in:
2
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
3
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Zhang, Sainan
;
Xu, Huifu
- In:
Computational management science
19
(
2022
)
4
,
pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
Saved in:
4
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
5
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
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