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~language:"eng"
~person:"Wang, Ruodu"
~subject:"Risk"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
~type_genre:"Multi-volume publication"
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Risk
Theorie
34
Theory
34
Risikomaß
27
Risk measure
27
Risiko
25
Portfolio selection
18
Portfolio-Management
18
Risikomanagement
17
Risk management
17
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15
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15
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9
Statistische Verteilung
9
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8
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7
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6
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6
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5
Entscheidung unter Risiko
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expected shortfall
5
risk aggregation
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Erwartungsnutzen
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Arbeitspapier
Article in journal
Book review
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Aufsatz in Zeitschrift
25
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English
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Wang, Ruodu
Gupta, Rangan
92
Viscusi, W. Kip
45
Gollier, Christian
36
Eeckhoudt, Louis R.
33
Bahmani-Oskooee, Mohsen
28
Demirer, Rıza
28
Lee, Chien-chiang
28
Gozgor, Giray
26
Hammoudeh, Shawkat
24
Balcilar, Mehmet
23
Chavas, Jean-Paul
23
Wong, Wing Keung
23
Wohar, Mark E.
22
Demir, Ender
21
Kit, Pong Wong
21
Balli, Faruk
19
Chiang, Thomas C.
19
Denuit, Michel
19
Righi, Marcelo Brutti
19
Tiwari, Aviral Kumar
19
Hammitt, James K.
18
Ji, Qiang
18
Shogren, Jason F.
18
Yin, Libo
18
Bali, Turan G.
17
Boonen, Tim J.
17
Epstein, Larry G.
17
Menegatti, Mario
17
Salisu, Afees A.
17
Ma, Feng
16
Mao, Tiantian
16
Nguyen Phuc Canh
16
Quiggin, John C.
16
Schlesinger, Harris
16
Su, Chi-Wei
16
Turvey, Calum Greig
16
Xuan Vinh Vo
16
Alghalith, Moawia
15
Dequech, David
15
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Insurance / Mathematics & economics
5
Finance and stochastics
4
Mathematics of operations research
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
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
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
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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
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
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