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~isPartOf:"Mathematics and financial economics"
~subject:"Risikomaß"
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Risikomaß
Risiko
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Rosazza Gianin, Emanuela
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Assa, Hirbod
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Munari, Cosimo-Andrea
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Rudloff, Birgit
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Mathematics and financial economics
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
54
Risks : open access journal
51
Journal of banking & finance
45
Finance research letters
44
Quantitative finance
29
Journal of risk
27
International review of financial analysis
21
Mathematics of operations research
21
Economic modelling
20
Energy economics
20
Finance and stochastics
20
Operations research
18
Scandinavian actuarial journal
18
International review of economics & finance : IREF
17
Insurance : mathematics and economics
16
International journal of theoretical and applied finance
16
Applied economics
15
Journal of risk and financial management : JRFM
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Discussion paper / Tinbergen Institute
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of mathematical finance
12
Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
11
Journal of empirical finance
11
The journal of risk model validation
11
International journal of forecasting
9
Journal of risk management in financial institutions
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research letters
9
The European journal of finance
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International journal of risk assessment and management : IJRAM
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Journal of economic dynamics & control
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1
Set-valued
risk
measures for conical market models
Hamel, Andreas
;
Heyde, Frank
;
Rudloff, Birgit
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
Saved in:
2
Pareto optimal allocations and optimal
risk
sharing for quasiconvex
risk
measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
Saved in:
3
Liquidity-adjusted
risk
measures
Weber, Stefan
;
Anderson, W.
;
Hamm, A.-M.
;
Knispel, Thomas
; …
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 69-91
Persistent link: https://www.econbiz.de/10009708950
Saved in:
4
Natural
risk
measures
Assa, Hirbod
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
Saved in:
5
Measuring
risk
with multiple eligible assets
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
Saved in:
6
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
7
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
8
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
9
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:
10
Dual representations for systemic
risk
measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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