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~person:"Daníelsson, Jón"
~person:"Embrechts, Paul"
~person:"Pérez Amaral, Teodosio"
~subject:"Portfolio selection"
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Portfolio selection
Risikomaß
83
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82
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41
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24
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Daníelsson, Jón
Embrechts, Paul
Pérez Amaral, Teodosio
McAleer, Michael
36
Wang, Ruodu
23
Hammoudeh, Shawkat
22
Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
15
Härdle, Wolfgang
15
Rüschendorf, Ludger
15
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14
Vries, Casper G. de
14
Brandtner, Mario
13
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13
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Li, Duan
11
Zhu, Shushang
11
Bernard, Carole
10
Hyung, Namwon
10
Mao, Tiantian
10
Uryasev, Stan
10
Albrecht, Peter
9
Allen, David E.
9
Farkas, Walter
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Fortin, Ines
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Hlouskova, Jaroslava
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9
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Mensi, Walid
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Weigert, Florian
9
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8
Cai, Jun
8
Diebold, Francis X.
8
Klüppelberg, Claudia
8
Tang, Qihe
8
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ECONIS (ZBW)
30
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1
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:
2
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
-
2017
-
This version: October 24, 2017
-called Range-
Value-at-Risk
(RVaR), as their preferences. The family of RVaR includes the
Value-at-Risk
(VaR) and the Expected …
Persistent link: https://www.econbiz.de/10011874813
Saved in:
3
Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures
Embrechts, Paul
-
2015
Research related to aggregation, robustness, and model uncertainty of regulatory risk measures, for instance,
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10013029101
Saved in:
4
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:
5
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
7
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
10
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
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