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~isPartOf:"Mathematics and financial economics"
~subject:"Risk measure"
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Search: subject_exact:"Portfolio-Selektion"
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Risk measure
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Rosazza Gianin, Emanuela
3
Ararat, Çağın
1
Assa, Hirbod
1
Backhoff-Veraguas, Julio
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1
Canna, Gabriele
1
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Mathematics and financial economics
Insurance / Mathematics & economics
105
Journal of banking & finance
77
European journal of operational research : EJOR
62
Journal of risk
57
Risks : open access journal
46
Finance research letters
45
Quantitative finance
40
Economic modelling
31
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
27
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26
Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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The European journal of finance
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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International journal of forecasting
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Econometric Institute research papers
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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Energy economics
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Journal of risk management in financial institutions
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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
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
2
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
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3
Risk management with expected shortfall
Wei, Pengyu
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 847-883
Persistent link: https://www.econbiz.de/10012616860
Saved in:
4
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
5
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
Saved in:
6
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
7
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
8
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
9
Natural risk measures
Assa, Hirbod
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
Saved in:
10
Measuring risk with multiple eligible assets
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
Saved in:
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