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:"Mathematical methods of operations research : ZOR"
~person:"Allen, David E."
~person:"Kim, Young Shin"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistische Verteilung
Aumann-Serrano index of riskiness
1
Average value-at-risk
1
Convex risk measure
1
Index
1
Index number
1
Measurement
1
Messung
1
Normal variance-mean mixture
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
Risk measure
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Allen, David E.
Kim, Young Shin
Scaillet, Olivier
Baes, Michel
1
Fan, Qi
1
Li, Tiantian
1
Munari, Cosimo-Andrea
1
Zhu, Fumin
1
Published in...
All
Mathematical methods of operations research : ZOR
Discussion paper / Tinbergen Institute
5
Econometric Institute research papers
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of risk and financial management : JRFM
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Working paper
2
Applied economics
1
Applied economics letters
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Finance research letters
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper
1
Working paper series in economics
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Aumann-Serrano index of risk in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
