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~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Risiko"
~subject:"Welt"
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Search: subject_exact:"Expected tail loss"
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Risiko
Welt
Risikomaß
151
Risk measure
151
Theorie
107
Theory
107
Portfolio selection
79
Portfolio-Management
79
Risk
63
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49
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49
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64
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Boonen, Tim J.
3
Brandtner, Mario
2
Chan, Stephen
2
Grechuk, Bogdan
2
Kürsten, Wolfgang
2
Ling, Aifan
2
Nadarajah, Saralees
2
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Rosazza Gianin, Emanuela
2
Sun, Edward W.
2
Sun, Jie
2
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2
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1
Ahmadi-Javid, Amir
1
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1
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1
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1
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1
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1
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Balbás, Beatriz
1
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1
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Cillo, Alessandra
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1
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1
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Computational economics
European journal of operational research : EJOR
Insurance / Mathematics & economics
121
Journal of banking & finance
55
Finance research letters
49
Risks : open access journal
49
Energy economics
36
Journal of risk
30
Quantitative finance
29
Economic modelling
27
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
24
Mathematics of operations research
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Finance and stochastics
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Scandinavian actuarial journal
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International journal of theoretical and applied finance
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Pacific-Basin finance journal
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Journal of risk management in financial institutions
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
13
Journal of mathematical finance
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The journal of risk model validation
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Astin bulletin : the journal of the International Actuarial Association
11
The European journal of finance
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Working paper
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Applied economics letters
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
2
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
3
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
4
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
5
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
6
Loss function-based change point detection in risk measures
Lazar, Emese
;
Wang, Shixuan
;
Xue, Xiaohan
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
Saved in:
7
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
8
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:
9
Efficient estimation of a risk measure requiring two-stage simulation optimization
Wang, Tianxiang
;
Xu, Jie
;
Hu, Jian-Qiang
;
Chen, Chun-hung
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1355-1365
Persistent link: https://www.econbiz.de/10013498797
Saved in:
10
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
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