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~person:"Wang, Ruodu"
~subject:"Performance-Messung"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Sammelwerk"
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Performance-Messung
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Measurement
14
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14
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14
Risk measure
14
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13
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13
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13
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10
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10
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Aufsatz in Zeitschrift
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13
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1
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1
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13
Author
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Wang, Ruodu
Loomis, John B.
27
Whitehead, John C.
27
Ukko, Juhani
26
Gunasekaran, Angappa
22
Saunila, Minna
22
Jääskeläinen, Aki
20
Pekkola, Sanna
19
Bateman, Ian
17
Boyle, Kevin J.
17
Hanley, Nick
17
Eling, Martin
16
Zhu, Joe
15
Baird, Kevin
14
Cameron, Trudy Ann
14
Carson, Richard T.
14
Johnston, Robert J.
14
Poe, Gregory L.
14
Rosazza Gianin, Emanuela
14
Shirouyehzad, Hadi
14
Smith, Vincent Kerry
14
Ensslin, Sandra Rolim
13
Gleich, Ronald
13
Hofmann, Christian
13
Kweh, Qian Long
13
Liang, Liang
13
Ravallion, Martin
13
Sarkis, Joseph
13
Tone, Kaoru
13
Garengo, Patrizia
12
Hammitt, James K.
12
Kriström, Bengt
12
Lima, Edson Pinheiro de
12
Lu, Wen-Min
12
Righi, Marcelo Brutti
12
Saen, Reza Farzipoor
12
Scarpa, Riccardo
12
Shahin, Arash
12
Assaf, A. Georges
11
Brown, Thomas C.
11
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Insurance / Mathematics & economics
3
Mathematics of operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Operations research
2
Finance and stochastics
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
13
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1
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
2
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:
3
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
4
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
6
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
7
Distributional transforms, probability distortions, and their applications
Liu, Peng
;
Schied, Alexander
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
Saved in:
8
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
9
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
10
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
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