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
~accessRights:"restricted"
~person:"Lo, Andrew W."
~person:"Wang, Ruodu"
~subject:"Portfolio selection"
~subject:"United States"
~subject:"World"
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
Visionen und strategische Ziel...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
United States
World
Risikomanagement
21
Risk management
21
Risiko
15
Risikomaß
15
Risk
15
Risk measure
15
Theorie
15
Theory
15
Portfolio-Management
12
Measurement
10
Messung
10
Value-at-Risk
5
Basel Accord
4
Basler Akkord
4
expected shortfall
4
robustness
4
Bank risk
3
Bankrisiko
3
Financial services
3
Finanzdienstleistung
3
Risk aggregation
3
risk aggregation
3
Aggregation
2
Asset allocation
2
Basel III
2
Behavioral finance
2
Credit card industry
2
Credit risk
2
Dependence uncertainty
2
Expected Shortfall
2
Expected shortfall
2
Investments
2
Kreditkartengesellschaft
2
Kreditrisiko
2
Pareto optimality
2
Portfolio management
2
Robust statistics
2
Robustes Verfahren
2
Systemic risk
2
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
14
Author
All
Lo, Andrew W.
Wang, Ruodu
Hammoudeh, Shawkat
9
Acharya, Viral V.
8
Righi, Marcelo Brutti
7
Chen, An
6
Guillén, Montserrat
6
Mao, Tiantian
6
Mensi, Walid
6
Tan, Ken Seng
6
Bernard, Carole
5
Fabozzi, Frank J.
5
Ivanov, Dmitry
5
Ji, Qiang
5
Kang, Sang Hoon
5
Naeem, Muhammad Abubakr
5
Yang, Fan
5
Al-Yahyaee, Khamis Hamed
4
Bloss, Michael
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Goodell, John W.
4
Gozgor, Giray
4
Härdle, Wolfgang
4
Islamaj, Ergys
4
Kose, M. Ayhan
4
Li, Donghui
4
Marceau, Etienne
4
Molyneux, Philip
4
Müller, Fernanda Maria
4
Müllner, Jakob
4
Nguyen, Thai
4
Rüschendorf, Ludger
4
Santolino, Miguel
4
Schönberger, Jörn
4
Shahzad, Syed Jawad Hussain
4
Tiwari, Aviral Kumar
4
Tsipoulanidis, Alexander
4
Umar, Muhammad
4
Vanduffel, Steven
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
Finance and stochastics
2
Operations research
2
Journal of banking & finance
1
Journal of financial markets
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
The review of corporate finance studies : RCFS
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
Saved in:
3
Risk and risk management in the credit card industry
Butaru, Florentin
;
Chen, Qingqing
;
Clark, Brian
;
Das, Sanmay
-
2015
Persistent link: https://www.econbiz.de/10011305424
Saved in:
4
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:
5
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:
6
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
7
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
8
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.
;
Remorov, Alexander
- In:
Journal of financial markets
34
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
Saved in:
9
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
