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~isPartOf:"Finance and stochastics"
~person:"Grundke, Peter"
~person:"Wang, Ruodu"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Entscheidung unter Risiko"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Credit risk
Entscheidung unter Risiko
Measurement
Risikomaß
4
Risk measure
4
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risikomanagement
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Theorie
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Theory
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Bankrisiko
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Messung
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Basel III
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Factor analysis
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Financial services
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Grundke, Peter
Wang, Ruodu
Feinstein, Zachary
3
Ziegel, Johanna F.
2
Zähle, Henryk
2
Ararat, Çağın
1
Bellini, Fabio
1
Biagini, Francesca
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Bignozzi, Valeria
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Cai, Jun
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Chen, Yanhong
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Duffie, Darrell
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Embrechts, Paul
1
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Gao, Niushan
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Hu, Ying
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Karatzas, Ioannis
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Klüppelberg, Claudia
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Koch Medina, Pablo
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Krätschmer, Volker
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Leung, Denny H.
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Madan, Dilip B.
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Rudloff, Birgit
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Réveillac, Anthony
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Schied, Alexander
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Seifert, Miriam
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Finance and stochastics
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
2
The European journal of finance
2
Journal of banking & finance
1
Journal of business economics : JBE
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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OR spectrum : quantitative approaches in management
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
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:
2
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
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