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type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Wang, Ruodu"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Risk
Risiko
44
Theorie
34
Theory
34
Portfolio selection
30
Portfolio-Management
30
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24
Risk management
24
Risikomaß
23
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23
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20
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20
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6
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5
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risk aggregation
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expected shortfall
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Article in journal
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36
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8
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5
Graue Literatur
5
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English
44
Author
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Fabozzi, Frank J.
Wang, Ruodu
Gupta, Rangan
96
Viscusi, W. Kip
50
Eeckhoudt, Louis R.
42
Gollier, Christian
41
Bahmani-Oskooee, Mohsen
30
Demirer, Rıza
28
Lee, Chien-chiang
28
Gozgor, Giray
26
Hammoudeh, Shawkat
26
Balcilar, Mehmet
24
Chavas, Jean-Paul
24
Wong, Wing Keung
23
Demir, Ender
22
Ji, Qiang
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Kit, Pong Wong
21
Chiang, Thomas C.
20
Righi, Marcelo Brutti
20
Shogren, Jason F.
20
Weber, Martin
20
Bali, Turan G.
19
Balli, Faruk
19
Denuit, Michel
19
Yin, Libo
19
Epstein, Larry G.
18
Hammitt, James K.
18
Quiggin, John C.
18
Salisu, Afees A.
18
Boonen, Tim J.
17
Menegatti, Mario
17
Su, Chi-Wei
17
Turvey, Calum Greig
17
Alghalith, Moawia
16
Bouri, Elie
16
Broll, Udo
16
Dequech, David
16
Ma, Feng
16
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Insurance / Mathematics & economics
5
Finance and stochastics
4
Mathematics of operations research
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
The handbook of fixed income securities
3
Applied economics
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Investment management and financial management
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
1
Astin bulletin : the journal of the International Actuarial Association
1
Financial markets and instruments
1
International review of economics & finance : IREF
1
International review of financial analysis
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
North American actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of alternative investments : JAI
1
The journal of portfolio management : JPM
1
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ECONIS (ZBW)
44
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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
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
3
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
4
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:
5
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:
6
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:
7
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
8
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:
9
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:
10
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
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