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~isPartOf:"Mathematics of operations research"
~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
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change of measures
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nonconvex optimization
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option pricing
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Grundke, Peter
Wang, Ruodu
Liu, Fangda
2
Pichler, Alois
2
Bartl, Daniel
1
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1
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1
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Mathematics of operations research
Insurance / Mathematics & economics
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Operations research
2
The European journal of finance
2
Journal of banking & finance
1
Journal of business economics : JBE
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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OR spectrum : quantitative approaches in management
1
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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ECONIS (ZBW)
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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:
2
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:
3
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
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