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~isPartOf:"Operations research"
~subject:"Dynamische Optimierung"
~subject:"Estimation theory"
~subject:"Mathematical programming"
~subject:"Systemic risk"
~subject:"value-at-risk"
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Dynamische Optimierung
Estimation theory
Mathematical programming
Systemic risk
value-at-risk
Risikomaß
25
Risk measure
25
Theorie
18
Theory
18
Risiko
17
Risk
17
Portfolio selection
16
Portfolio-Management
16
Mathematische Optimierung
9
Measurement
9
Messung
9
Robust statistics
8
Robustes Verfahren
8
Risikomanagement
6
Risk management
6
Financial Engineering
4
Optimization
4
Estimation
3
Schätztheorie
3
Schätzung
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Simulation
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Stochastic process
3
Stochastischer Prozess
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coherent risk measures
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expected shortfall
3
robust optimization
3
robustness
3
Dynamic programming
2
Financial engineering
2
Markov chain
2
Markov-Kette
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Systemrisiko
2
dynamic programming
2
liquidity risk
2
risk measures
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17
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English
17
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Atamtürk, Alper
2
Embrechts, Paul
2
Gómez, Andrés
2
Wang, Ruodu
2
Ararat, Çağın
1
Broadie, Mark
1
Capponi, Agostino
1
Chun, So Yeon
1
Delage, Erick
1
Du, Yiping
1
Guo, Shaoyan
1
Hong, L. Jeff
1
Juneja, Sandeep
1
Kou, Steven
1
Liu, Guangwu
1
Liu, Haiyan
1
Liu, Junyi
1
Meimanjan, Nurtai
1
Moallemi, Ciamac C.
1
Noyan, Nilay
1
Pang, Jong-shi
1
Peng, Xianhua
1
Rubtsov, Alexey
1
Rudolf, Gábor
1
Ruszczyński, Andrzej P.
1
Schied, Alexander
1
Shapiro, Alex
1
Shapiro, Alexander
1
Uryasev, Stan
1
Wang, Liao
1
Wozabal, David
1
Xu, Huifu
1
Yao, David D.
1
Çavuş, Özlem
1
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Operations research
European journal of operational research : EJOR
41
Insurance / Mathematics & economics
36
Journal of banking & finance
31
Finance research letters
29
Journal of risk
29
Risks : open access journal
28
The journal of risk model validation
20
Journal of econometrics
17
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
15
The European journal of finance
15
Discussion paper / Tinbergen Institute
14
Journal of financial econometrics
14
Applied economics letters
13
Economic modelling
12
International review of financial analysis
12
Journal of Risk and Financial Management
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
International journal of theoretical and applied finance
11
Quantitative finance
11
Journal of economic dynamics & control
10
Journal of financial stability
10
Scandinavian actuarial journal
10
Applied economics
9
Econometric Institute Research Papers
9
International Journal of Monetary Economics and Finance
9
Journal of forecasting
9
Journal of risk management in financial institutions
9
Operations research letters
9
Research in international business and finance
9
The journal of operational risk
9
Journal of the Operational Research Society
8
Risks
8
INFORMS journal on computing : JOC
7
International review of economics & finance : IREF
7
MPRA Paper
7
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ECONIS (ZBW)
17
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1
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
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
Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın
;
Meimanjan, Nurtai
- In:
Operations research
71
(
2023
)
6
,
pp. 2130-2145
Persistent link: https://www.econbiz.de/10014445030
Saved in:
4
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:
5
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:
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
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:
8
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:
9
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
10
Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
65
(
2017
)
2
,
pp. 433-445
Persistent link: https://www.econbiz.de/10011673166
Saved in:
1
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