//--> //--> //-->
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:"Operations research"
~person:"Fuh, Cheng-der"
~person:"He, Xue Dong"
~subject:"Messung"
~subject:"Risikomaß"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Messung
Risikomaß
Risk measure
2
Theorie
2
Theory
2
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
Simulation
1
capital adequacy tests
1
conicity
1
numéraire invariance
1
surplus invariance
1
value at risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fuh, Cheng-der
He, Xue Dong
Wang, Ruodu
3
Atamtürk, Alper
2
Delage, Erick
2
Embrechts, Paul
2
Gómez, Andrés
2
Liu, Guangwu
2
Peng, Xianhua
2
Ararat, Çağın
1
Broadie, Mark
1
Capponi, Agostino
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chen, Jingnan
1
Chun, So Yeon
1
Du, Yiping
1
Edirisinghe, Chanaka
1
Ferris, Michael C.
1
Georghiou, Angelos
1
Guo, Shaoyan
1
Hong, L. Jeff
1
Hsu, Ya-hui
1
Hu, Inchi
1
Jeong, Jaehwan
1
Juneja, Sandeep
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kou, Steven
1
Li, Jonathan Yu-Meng
1
Liu, Haiyan
1
Liu, Junyi
1
Maccheroni, Fabio
1
Meimanjan, Nurtai
1
Moallemi, Ciamac C.
1
Noyan, Nilay
1
Pang, Jong-shi
1
Philpott, Andy
1
Poursoltani, Mehran
1
Reinert, Gesine
1
more ...
less ...
Published in...
All
Operations research
Asia-Pacific financial markets
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk
He, Xue Dong
;
Peng, Xianhua
- In:
Operations research
66
(
2018
)
5
,
pp. 1268-1275
Persistent link: https://www.econbiz.de/10011932441
Saved in:
2
Efficient simulation of value at risk with heavy-tailed risk factors
Fuh, Cheng-der
;
Hu, Inchi
;
Hsu, Ya-hui
;
Wang, Ren-her
- In:
Operations research
59
(
2011
)
6
,
pp. 1395-1406
Persistent link: https://www.econbiz.de/10009487167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->