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~isPartOf:"Operations research"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Insolvenz"
~subject:"Portfolio selection"
~subject:"Verlust"
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Search: subject:"Expected Shortfall"
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Insolvenz
Portfolio selection
Verlust
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50
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50
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39
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39
Portfolio-Management
28
Credit risk
21
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Wang, Ruodu
3
Embrechts, Paul
2
Fischer, Matthias
2
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2
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2
Atamtürk, Alper
1
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Operations research
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
111
Journal of banking & finance
79
European journal of operational research : EJOR
66
Journal of risk
56
Risks : open access journal
49
Finance research letters
42
Quantitative finance
34
Economic modelling
32
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
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Journal of economic dynamics & control
20
Journal of empirical finance
20
The journal of risk model validation
20
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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
16
International journal of forecasting
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of asset management
15
The journal of operational risk
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Econometric Institute research papers
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Journal of econometrics
13
Scandinavian actuarial journal
13
Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of forecasting
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ECONIS (ZBW)
31
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1
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
2
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
3
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
4
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
5
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
6
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
7
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
8
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
9
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
10
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
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