//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
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
Fuzzy possibilistic portfolio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
30
Risk measure
30
Theorie
25
Theory
25
Risiko
20
Risk
20
Measurement
17
Messung
17
Portfolio selection
17
Portfolio-Management
17
Risikomanagement
12
Risk management
12
Credit risk
3
Decision under risk
3
Dynamic risk measure
3
Entscheidung unter Risiko
3
Hedging
3
Kreditrisiko
3
Risk measures
3
Robust statistics
3
Robustes Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
Time consistency
3
Value-at-risk
3
Zeitkonsistenz
3
Bank risk
2
Bankrisiko
2
Basel Accord
2
Basler Akkord
2
Cash subadditivity
2
Coherent risk measure
2
Convex risk measure
2
Dependence uncertainty
2
Distortion risk measure
2
Expected shortfall
2
Financial services
2
Finanzdienstleistung
2
Multivariate Verteilung
2
Multivariate distribution
2
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Wang, Ruodu
4
Embrechts, Paul
3
Feinstein, Zachary
3
Klüppelberg, Claudia
2
Ziegel, Johanna F.
2
Zähle, Henryk
2
Ararat, Çağın
1
Bellini, Fabio
1
Bernard, Carole
1
Biagini, Francesca
1
Bignozzi, Valeria
1
Boudabsa, Lotfi
1
Cai, Jun
1
Chen, Yanhong
1
Chong, Wing Fung
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Dmitrašinović-Vidović, Gordana
1
Duffie, Darrell
1
El Karoui, Nicole
1
Emmer, Susanne
1
Farkas, Walter
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Gao, Niushan
1
Hu, Ying
1
Höing, Andrea
1
Jiao, Y.
1
Jiao, Ying
1
Juri, Alessandro
1
Karatzas, Ioannis
1
Klopfenstein, Olivier
1
Koch Medina, Pablo
1
Krätschmer, Volker
1
Leung, Denny H.
1
Liang, Gechun
1
Madan, Dilip B.
1
Mao, Tiantian
1
Meyer-Brandis, Thilo
1
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
220
Journal of banking & finance
184
Journal of risk
124
Finance research letters
121
European journal of operational research : EJOR
116
Risks : open access journal
109
Energy economics
82
International review of financial analysis
77
Economic modelling
76
The North American journal of economics and finance : a journal of financial economics studies
69
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
63
International journal of forecasting
59
Quantitative finance
58
Journal of empirical finance
56
Journal of risk and financial management : JRFM
56
Applied economics
55
Journal of risk management in financial institutions
48
The journal of operational risk
47
International journal of theoretical and applied finance
46
International review of economics & finance : IREF
44
Journal of forecasting
42
Computational economics
41
Journal of econometrics
41
Research in international business and finance
39
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
35
Journal of economic dynamics & control
34
Journal of international financial markets, institutions & money
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
33
MPRA Paper
33
Working paper
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic behaviour of mean-quantile efficient portfolios
Dmitrašinović-Vidović, Gordana
;
Ware, Antony
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 529-551
Persistent link: https://www.econbiz.de/10003405648
Saved in:
2
Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole
;
Jiao, Y.
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
Saved in:
3
Bounds for functions of dependent risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10003380013
Saved in:
4
Risk measures for processes and BSDEs
Penner, Irina
;
Réveillac, Anthony
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
Saved in:
5
Multi-
portfolio
time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
6
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:
7
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
8
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
9
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
10
Risk measures with the CxLS property
Delbaen, Freddy
;
Bellini, Fabio
;
Bignozzi, Valeria
; …
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->