//--> //--> //-->
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:"Pichler, Alois"
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_exact:"Risikomaß"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
10
Risk measure
10
Risiko
8
Risk
8
Measurement
7
Messung
7
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
Risk measures
4
Dual representation
3
Risikomanagement
3
Risk management
3
Stochastic dominance
3
Control theory
2
Entropie
2
Entropy
2
Kontrolltheorie
2
Mathematical programming
2
Mathematische Optimierung
2
Rearrangement inequalities
2
Time consistency
2
Zeitkonsistenz
2
risk measures
2
Ambiguity aversion
1
Average Value-at-Risk
1
Black-Scholes
1
Black-Scholes model
1
Black-Scholes-Modell
1
Coherent risk measures
1
Convex order relations
1
Convex risk measures
1
Copula
1
Cumulant-generating functions
1
Decision under risk
1
Disequilibrium econometric model
1
Donsker-Varadhan variational formula
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
10
Author
All
Pichler, Alois
McAleer, Michael
100
Allen, David E.
44
Wang, Ruodu
44
Härdle, Wolfgang
39
Stoja, Evarist
37
Fabozzi, Frank J.
32
Pérez Amaral, Teodosio
32
Daníelsson, Jón
29
Hammoudeh, Shawkat
29
Chang, Chia-Lin
28
Dowd, Kevin
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Powell, Robert
24
Huschens, Stefan
23
Jiménez-Martín, Juan-Ángel
23
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Caporin, Massimiliano
22
Embrechts, Paul
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Albrecht, Peter
21
Dhaene, Jan
20
Giot, Pierre
20
Paolella, Marc S.
20
Wied, Dominik
20
Brandtner, Mario
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Bernard, Carole
18
Boonen, Tim J.
17
Lucas, André
17
Mao, Tiantian
17
Schienle, Melanie
17
Tsanakas, Andreas
17
Chlebus, Marcin
16
Gouriéroux, Christian
16
Kratz, Marie
16
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Mathematics and financial economics
2
Mathematics of operations research
2
Annals of operations research ; volume 254, numbers 1/2 (July 2017)
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Insurance / Mathematics & economics
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
2
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
3
Entropy based risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
4
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
5
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
6
A quantitative comparison of risk measures
Pichler, Alois
-
2017
Persistent link: https://www.econbiz.de/10011711755
Saved in:
7
An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
;
Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
Saved in:
8
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
9
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
Saved in:
10
The natural Banach space for version independent risk measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->