//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Bellini, Fabio"
~person:"Brandtner, Mario"
~person:"Liu, Haiyan"
~subject:"Portfolio selection"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risiko
25
Risk
25
Risikomaß
22
Risk measure
22
Theorie
22
Theory
22
Measurement
18
Messung
18
Portfolio-Management
16
Risikomanagement
11
Risk management
11
Decision under risk
9
Entscheidung unter Risiko
9
Risikoaversion
5
Risk aversion
5
Robust statistics
5
Robustes Verfahren
5
Reinsurance
4
Rückversicherung
4
Spectral risk measures
4
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Expected Shortfall
3
Robustness
3
Ambiguity averse preferences
2
Conditional Value-at-Risk
2
Decision analysis
2
Elicitability
2
Entropic risk measure
2
Erwartungsnutzen
2
Expected utility
2
Expectile
2
Expectiles
2
Risk vulnerability
2
Statistical distribution
2
Statistische Verteilung
2
Value-at-Risk
2
dependence uncertainty
2
ARCH model
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Reprint
Aufsatz in Zeitschrift
16
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
Thesis
1
Working Paper
1
more ...
less ...
Language
All
English
16
Author
All
Bellini, Fabio
Brandtner, Mario
Liu, Haiyan
Wang, Ruodu
15
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Eeckhoudt, Louis R.
10
Fabozzi, Frank J.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Müller, Fernanda Maria
9
Kakushadze, Zura
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Furman, Edward
7
Vanduffel, Steven
7
Bali, Turan G.
6
Guillén, Montserrat
6
Luo, Yulei
6
Rösch, Daniel
6
Tang, Qihe
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
Branger, Nicole
5
Cai, Jun
5
Chen, An
5
Denuit, Michel
5
Hammoudeh, Shawkat
5
Jarrow, Robert A.
5
Laeven, Roger J. A.
5
Landsman, Zinoviy
5
Maurer, Raimond
5
Siu, Tak Kuen
5
Su, Jianxi
5
Tavakoli Baghdadabad, Mohammad Reza
5
Xu, Huifu
5
Batten, Jonathan A.
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
European journal of operational research : EJOR
3
Journal of banking & finance
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Operations research
1
Quantitative finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
3
Risk parity with expectiles
Bellini, Fabio
;
Cesarone, Francesco
;
Colombo, Christian
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
3
,
pp. 1149-1163
Persistent link: https://www.econbiz.de/10012495399
Saved in:
4
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
5
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
6
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
7
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
Saved in:
8
Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
9
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
10
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->