//--> //--> //-->
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:"Journal of economic dynamics & control"
~person:"Gao, Jianjun"
~source:"econis"
~source:"econstor"
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:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
1
Conditional value-at-risk
1
Equity premium puzzle
1
Kapitaleinkommen
1
Mean-risk portfolio choice
1
Optimal investment strategies
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
Time consistency
1
Time-consistency induced risk measure
1
Time-inconsistency
1
Yield curve
1
Zeitkonsistenz
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Gao, Jianjun
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Li, Duan
2
Schneider, Judith Christiane
2
Schweizer, Nikolaus
2
Wu, Qi
2
Yan, Xing
2
Ankirchner, Stefan
1
Bacry, E.
1
Berger, Theo
1
Bertsimas, Dimitris
1
Bu, Di
1
Caccioli, Fabio
1
Campajola, Carlo
1
Castro, Luciano I. de
1
Cherubini, Umberto
1
Cui, Xiangyu
1
Fabozzi, Frank J.
1
Fan, Minjie
1
Fieberg, Christian
1
Fricke, Daniel
1
Fukushima, Masao
1
Galvão Júnior, Antônio Fialho
1
Gençay, Ramazan
1
Giacometti, Rosella
1
Halbleib, Roxana
1
Hamidi, Benjamin
1
Hochreiter, Ronald
1
Huang, Dashan
1
Huang, Jinbo
1
Hué, Sullivan
1
Hyung, Namwon
1
Iacopini, Matteo
1
Kellner, Ralf
1
Kozhemyak, A.
1
Lauprete, Geoffrey J.
1
Lee, Yong Woong
1
Leippold, Markus
1
Li, Yong
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
European journal of operational research : EJOR
2
Source
All
ECONIS (ZBW)
EconStor
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->