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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Operations research"
~subject:"Dynamische Optimierung"
~subject:"Estimation theory"
~subject:"Mathematical programming"
~subject:"value-at-risk"
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Dynamische Optimierung
Estimation theory
Mathematical programming
value-at-risk
Risikomaß
40
Risk measure
40
Theorie
35
Theory
35
Portfolio selection
23
Portfolio-Management
23
Risiko
22
Risk
22
Mathematische Optimierung
10
Measurement
10
Messung
10
Robust statistics
9
Robustes Verfahren
9
Schätztheorie
9
Kreditrisiko
7
Credit risk
6
Risikomanagement
6
Risk management
6
Simulation
6
Bank risk
5
Bankrisiko
5
Optimization
5
Stochastic process
5
Stochastischer Prozess
5
Value at Risk
5
Financial Engineering
4
robust optimization
4
Analysis of variance
3
Dynamic programming
3
Estimation
3
Schätzung
3
Varianzanalyse
3
coherent risk measures
3
expected shortfall
3
risk measures
3
robustness
3
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Undetermined
13
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17
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6
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17
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17
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6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
20
German
3
Author
All
Huschens, Stefan
6
Höse, Steffi
3
Atamtürk, Alper
2
Delage, Erick
2
Embrechts, Paul
2
Gómez, Andrés
2
Wang, Ruodu
2
Ararat, Çağın
1
Broadie, Mark
1
Chun, So Yeon
1
Du, Yiping
1
Georghiou, Angelos
1
Guo, Shaoyan
1
Hong, L. Jeff
1
Juneja, Sandeep
1
Kou, Steven
1
Liu, Guangwu
1
Liu, Haiyan
1
Liu, Junyi
1
Meimanjan, Nurtai
1
Moallemi, Ciamac C.
1
Noyan, Nilay
1
Pang, Jong-shi
1
Peng, Xianhua
1
Poursoltani, Mehran
1
Rudolf, Gábor
1
Ruszczyński, Andrzej P.
1
Schied, Alexander
1
Shapiro, Alex
1
Shapiro, Alexander
1
Uryasev, Stan
1
Wang, Liao
1
Wozabal, David
1
Xu, Huifu
1
Yao, David D.
1
Çavuş, Özlem
1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
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Dresdner Beiträge zu quantitativen Verfahren
Operations research
European journal of operational research : EJOR
39
Insurance / Mathematics & economics
31
Journal of risk
26
Risks : open access journal
23
The journal of risk model validation
17
Journal of banking & finance
13
Journal of econometrics
13
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
Journal of Risk and Financial Management
12
The European journal of finance
12
Finance research letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Quantitative finance
10
Scandinavian actuarial journal
10
Discussion paper / Tinbergen Institute
9
Econometric Institute Research Papers
9
International Journal of Monetary Economics and Finance
9
Journal of forecasting
9
Operations research letters
9
The journal of operational risk
9
Computational economics
8
International journal of theoretical and applied finance
8
Journal of the Operational Research Society
8
Risks
8
SFB 649 discussion paper
8
Applied economics
7
INFORMS journal on computing : JOC
7
MPRA Paper
7
Mathematics of operations research
7
The European Journal of Finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Econometric Institute Report
6
International journal of production research
6
Journal of economic dynamics & control
6
OR spectrum : quantitative approaches in management
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
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ECONIS (ZBW)
23
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23
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date (oldest first)
1
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
Saved in:
3
Production planning with risk hedging under a conditional
value
at
risk
objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
4
Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın
;
Meimanjan, Nurtai
- In:
Operations research
71
(
2023
)
6
,
pp. 2130-2145
Persistent link: https://www.econbiz.de/10014445030
Saved in:
5
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:
6
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:
7
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
8
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
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
Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
65
(
2017
)
2
,
pp. 433-445
Persistent link: https://www.econbiz.de/10011673166
Saved in:
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