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~subject:"Portfolio selection"
~subject:"Risikoaversion"
~subject:"Risk measure"
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Portfolio selection
Risikoaversion
Risk measure
Risikomaß
28
Theorie
20
Theory
20
Portfolio-Management
11
Risiko
9
Risk
9
Measurement
8
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8
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Shapiro, Alexander
3
Küçükyavuz, Simge
2
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Atamtürk, Alper
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Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
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1
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1
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Operations research letters
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
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42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
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Working paper
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Econometric Institute research papers
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Journal of financial econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
28
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1
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
2
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
3
Hedging-based utility risk measure customized for individual investors
Dong, Linjia
;
Yang, Zhaojun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
Saved in:
4
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
5
A revised approach for risk-averse multi-armed bandits under CVaR criterion
Najakorn Khajonchotpanya
;
Xue, Yilin
;
Rujeerapaiboon, Napat
- In:
Operations research letters
49
(
2021
)
4
,
pp. 465-472
Persistent link: https://www.econbiz.de/10012649007
Saved in:
6
Socially responsible merchant operations : comparison of shutdown-averse CVaR and anticipated regret policies
Trivella, Alessio
;
Nadarajah, Selvaprabu
- In:
Operations research letters
49
(
2021
)
4
,
pp. 553-558
Persistent link: https://www.econbiz.de/10012649036
Saved in:
7
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
8
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
9
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
10
Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong
;
Ke, Jiannan
- In:
Operations research letters
47
(
2019
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
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