//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mora-Valencia, Andrés"
~person:"Müller, Fernanda Maria"
~person:"Wang, Ruodu"
~subject:"Risk measure"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"portfolio optimization"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
35
Portfolio-Management
35
Risikomaß
34
Theorie
29
Theory
29
Risiko
25
Risk
25
Measurement
19
Messung
19
Risikomanagement
17
Risk management
17
Statistical distribution
7
Statistische Verteilung
7
Value-at-Risk
6
Backtesting
5
Expected shortfall
5
Forecasting model
5
Prognoseverfahren
5
Risk measures
5
Value-at-risk
5
Capital income
4
Kapitaleinkommen
4
expected shortfall
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
Basel Accord
3
Basler Akkord
3
CAPM
3
Expected Shortfall
3
Gram-Charlier expansion
3
Risk aggregation
3
Stock index
3
Aggregation
2
Capital determination
2
Cryptocurrencies
2
Decision under risk
2
Dependence uncertainty
2
Deviation measures
2
more ...
less ...
Online availability
All
Undetermined
30
Free
1
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
34
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
34
Author
All
Mora-Valencia, Andrés
Müller, Fernanda Maria
Wang, Ruodu
Hammoudeh, Shawkat
18
Righi, Marcelo Brutti
13
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
McAleer, Michael
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Kang, Sang Hoon
9
Mensi, Walid
9
Rüschendorf, Ludger
9
Uryasev, Stan
9
Vanduffel, Steven
9
Härdle, Wolfgang
8
Tiwari, Aviral Kumar
8
Zhu, Shushang
8
Bernard, Carole
7
Brandtner, Mario
7
Cai, Jun
7
Kim, Young Shin
7
Li, Duan
7
Tang, Qihe
7
Alexander, Gordon J.
6
Chen, Zhiping
6
Furman, Edward
6
Landsman, Zinoviy
6
Nguyen, Duc Khuong
6
Perote, Javier
6
Pérez Amaral, Teodosio
6
Baptista, Alexandre M.
5
Bellini, Fabio
5
Boonen, Tim J.
5
Cesarone, Francesco
5
Guillén, Montserrat
5
Karmakar, Madhusudan
5
Klüppelberg, Claudia
5
Koch Medina, Pablo
5
Kürsten, Wolfgang
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
6
Finance and stochastics
3
Operations research
3
Finance research letters
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risk management : a journal of risk, crisis and disaster
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Emerging markets review
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
North American actuarial journal
1
Research in international business and finance
1
Risk management : an international journal
1
The European journal of finance
1
The engineering economist : a journal devoted to the problems of capital investment
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns
León-Camacho, Bernardo
;
Mora-Valencia, Andrés
; …
- In:
The engineering economist : a journal devoted to the …
67
(
2022
)
3
,
pp. 218-233
Persistent link: https://www.econbiz.de/10013362736
Saved in:
2
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:
3
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
4
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
5
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
6
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
7
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
8
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:
9
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->