//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematics of operations research"
~subject:"ARCH-Modell"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Ausreißer
Credit risk
Measurement
Risikomaß
54
Risk measure
54
Theorie
44
Theory
44
Risiko
41
Risk
41
Messung
36
Portfolio selection
27
Portfolio-Management
27
Risikomanagement
17
Risk management
17
Stochastic process
7
Stochastischer Prozess
7
Time consistency
6
Zeitkonsistenz
6
risk measures
6
Robust statistics
5
Robustes Verfahren
5
Bank risk
4
Bankrisiko
4
Basel Accord
4
Basler Akkord
4
Decision under risk
4
Entscheidung unter Risiko
4
Financial services
4
Finanzdienstleistung
4
Kreditrisiko
4
Mathematical programming
4
Mathematische Optimierung
4
Risikoaversion
4
Risk aversion
4
coherent risk measures
4
convex risk measures
4
Dynamic risk measure
3
Hedging
3
Risk measures
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Online availability
All
Undetermined
25
Free
2
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Wang, Ruodu
5
Feinstein, Zachary
4
Gao, Niushan
2
Liu, Fangda
2
Mao, Tiantian
2
Munari, Cosimo-Andrea
2
Pichler, Alois
2
Rudloff, Birgit
2
Schied, Alexander
2
Ziegel, Johanna F.
2
Zähle, Henryk
2
Ararat, Çağın
1
Bartl, Daniel
1
Bellini, Fabio
1
Biagini, Francesca
1
Bignozzi, Valeria
1
Cai, Jun
1
Chen, Yanhong
1
Chong, Wing Fung
1
Cominetti, Roberto
1
Cui, Ying
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Duffie, Darrell
1
Embrechts, Paul
1
Farkas, Walter
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Ghossoub, Mario
1
Hall, Jesse
1
He, Xue Dong
1
Heyde, Chris C.
1
Hu, Ying
1
Iancu, Dan A.
1
Jin, Hanqing
1
Karatzas, Ioannis
1
Klüppelberg, Claudia
1
Koch Medina, Pablo
1
Kou, Steven
1
Kouri, Drew P.
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematics of operations research
Insurance / Mathematics & economics
128
Journal of banking & finance
74
Journal of risk
59
Risks : open access journal
54
Finance research letters
51
European journal of operational research : EJOR
41
The journal of risk model validation
37
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
34
Economic modelling
33
Applied economics
31
International review of financial analysis
31
Journal of empirical finance
31
International journal of forecasting
27
Journal of risk and financial management : JRFM
26
Quantitative finance
25
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Journal of international financial markets, institutions & money
20
The journal of credit risk : published quarterly by Incisive Media
20
Computational economics
19
International review of economics & finance : IREF
19
Journal of forecasting
19
The European journal of finance
19
Research paper series / Swiss Finance Institute
18
Journal of econometrics
17
Mathematics and financial economics
17
Research in international business and finance
17
The journal of operational risk
17
Working papers
17
Applied economics letters
16
Journal of financial econometrics
16
Journal of risk management in financial institutions
16
Scandinavian actuarial journal
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of mathematical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Econometric Institute research papers
12
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
2
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:
3
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
4
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
5
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
6
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
Saved in:
7
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
8
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
Saved in:
9
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:
10
Distributional transforms, probability distortions, and their applications
Liu, Peng
;
Schied, Alexander
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->