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~person:"Embrechts, Paul"
~subject:"Portfolio-Management"
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Embrechts, Paul
Fabozzi, Frank J.
31
Diebold, Francis X.
17
Wang, Ruodu
17
Hammoudeh, Shawkat
13
McAleer, Michael
13
Bhansali, Vineer
11
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10
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9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Pérez Amaral, Teodosio
9
Račev, Svetlozar T.
9
Tan, Ken Seng
9
Till, Hilary
9
Christoffersen, Peter F.
8
Gantenbein, Pascal
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Lin, Yijia
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7
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7
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7
Chen, Wei
7
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7
Guillén, Montserrat
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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
VaR. Practical implications of our main results for
risk
management
and policy makers are discussed, and several novel …
Persistent link: https://www.econbiz.de/10011874813
Saved in:
3
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:
4
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
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