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~person:"Almeida, Jonatas Araujo de"
~person:"Bertaut, Carol C."
~person:"Stambaugh, Robert F."
~person:"Vanduffel, Steven"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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35
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Almeida, Jonatas Araujo de
Bertaut, Carol C.
Stambaugh, Robert F.
Vanduffel, Steven
Fabozzi, Frank J.
78
Wong, Wing Keung
47
Satchell, Stephen
37
Zaremba, Adam
34
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33
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33
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Bridging measurement challenges and analytical needs of external statistics: evolution or revolution? : proceedings of the IFC Conference on external statistics, Lisbon, Portugal, 17-18 February 2020
1
Critical finance review
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Decision support systems VI - addressing sustainability and societal challenges : 2nd International Conference, ICDSST 2016, Plymouth, UK, May 23–25, 2016, proceedings
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
35
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1
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
2
Robust distortion risk measures
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
3
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
Saved in:
4
Globalisation and the reach of multinationals: implications for portfolio exposures, capital flows, and home bias
Bertaut, Carol C.
;
Bressler, Beau
;
Curcuru, Stephanie E.
- In:
Bridging measurement challenges and analytical needs of …
,
(pp. 1-25, 1-23)
.
2020
Persistent link: https://www.econbiz.de/10012387734
Saved in:
5
Diseconomies of scale in active management : robust evidence
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
; …
- In:
Critical finance review
11
(
2022
)
3/4
,
pp. 593-611
Persistent link: https://www.econbiz.de/10013457308
Saved in:
6
The optimal payoff for a Yaari investor
Boudt, Kris
;
Dragun, K.
;
Vanduffel, Steven
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
Saved in:
7
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
8
On the construction of optimal payoffs
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
Saved in:
9
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
10
Fund tradeoffs
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 614-634
Persistent link: https://www.econbiz.de/10012653116
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