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type_genre:"Article in journal"
~person:"Boonen, Tim J."
~person:"Wang, Ruodu"
~subject:"Entscheidung unter Risiko"
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Entscheidung unter Risiko
Portfolio selection
Risiko
42
Risk
42
Theorie
34
Theory
34
Risikomaß
24
Risk measure
24
Risikomanagement
23
Risk management
23
Portfolio-Management
19
Measurement
16
Messung
16
Aggregation
6
Decision under risk
6
Basel Accord
5
Basler Akkord
5
Pareto efficiency
5
Pareto optimality
5
Pareto-Optimum
5
Risk aggregation
5
risk aggregation
5
Allocation
4
Allokation
4
Bank risk
4
Bankrisiko
4
Erwartungsbildung
4
Erwartungsnutzen
4
Expectation formation
4
Expected utility
4
Nutzen
4
Reinsurance
4
Risikomodell
4
Risk measures
4
Risk model
4
Rückversicherung
4
Utility
4
Value-at-Risk
4
Capital allocation
3
Dependence uncertainty
3
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Online availability
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Undetermined
22
Type of publication
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Article
23
Type of publication (narrower categories)
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Article in journal
Reprint
Aufsatz in Zeitschrift
23
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
23
Author
All
Boonen, Tim J.
Wang, Ruodu
Eeckhoudt, Louis R.
17
Gollier, Christian
14
Wong, Wing Keung
14
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Mao, Tiantian
11
Rosazza Gianin, Emanuela
11
Fabozzi, Frank J.
10
Denuit, Michel
9
Menegatti, Mario
9
Müller, Fernanda Maria
9
Kakushadze, Zura
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Bellini, Fabio
7
Brandtner, Mario
7
Furman, Edward
7
Guo, Xu
7
Vanduffel, Steven
7
Bali, Turan G.
6
Cai, Jun
6
Guillén, Montserrat
6
Jarrow, Robert A.
6
Laeven, Roger J. A.
6
Luo, Yulei
6
Rösch, Daniel
6
Tang, Qihe
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
Branger, Nicole
5
Chen, An
5
Hammoudeh, Shawkat
5
Kürsten, Wolfgang
5
Landsman, Zinoviy
5
Liu, Haiyan
5
Maurer, Raimond
5
Riedel, Frank
5
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Published in...
All
Insurance / Mathematics & economics
7
Operations research
3
European journal of operational research : EJOR
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
North American actuarial journal
1
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ECONIS (ZBW)
23
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23
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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
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:
3
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:
4
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
10
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
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