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~language:"eng"
~language:"hun"
~person:"Wang, Ruodu"
~subject:"Konsumtheorie"
~subject:"Market mechanism"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Konsumtheorie
Market mechanism
Prognoseverfahren
Risiko
Schätzung
Shock
Strategisches Management
Volatilität
Theorie
34
Theory
34
Risikomaß
25
Risk measure
25
Risk
22
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
15
Risk management
15
Measurement
14
Messung
14
Statistical distribution
8
Statistische Verteilung
8
Value-at-Risk
8
Basel Accord
6
Basler Akkord
6
Aggregation
5
Expected Shortfall
5
Risk aggregation
5
expected shortfall
5
risk aggregation
4
Basel III
3
Decision under risk
3
Dependence uncertainty
3
Entscheidung unter Risiko
3
Pareto optimality
3
robustness
3
value-at-risk
3
Allocation
2
Allokation
2
Bank risk
2
Bankrisiko
2
Complete mixability
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Erwartungsnutzen
2
Expected shortfall
2
Expected utility
2
Financial Engineering
2
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Article
25
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Article in journal
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25
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
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English
Hungarian
Author
All
Wang, Ruodu
Gupta, Rangan
60
Franses, Philip Hans
42
Clements, Michael P.
38
Gil-Alaña, Luis A.
38
Timmermann, Allan
37
Pierdzioch, Christian
36
Caporale, Guglielmo Maria
34
Gollier, Christian
34
Serletis, Apostolos
34
Moosa, Imad A.
33
Diebold, Francis X.
32
Bollerslev, Tim
31
Eeckhoudt, Louis R.
31
McAleer, Michael
31
Kumbhakar, Subal
29
Petropoulos, Fotios
28
Herwartz, Helmut
27
Koop, Gary
27
Marcellino, Massimiliano
27
Chavas, Jean-Paul
26
Hendry, David F.
26
Koopman, Siem Jan
26
Wohar, Mark E.
26
Fabozzi, Frank J.
25
Wang, Yudong
25
Satchell, Stephen
24
Ghysels, Eric
23
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Devereux, Michael B.
22
Epstein, Larry G.
22
Hyndman, Rob J.
22
Denuit, Michel
21
Pesaran, M. Hashem
21
Viscusi, W. Kip
21
Harvey, David I.
20
Härdle, Wolfgang
20
MacDonald, Ronald
20
Madan, Dilip B.
20
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Insurance / Mathematics & economics
7
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Risks : open access journal
1
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ECONIS (ZBW)
25
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1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
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:
4
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
5
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
6
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:
7
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:
8
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
9
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
Saved in:
10
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
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