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~isPartOf:"Mathematics of operations research"
~subject:"Risikomaß"
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Risikomaß
Risiko
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Laeven, Roger J. A.
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Mathematics of operations research
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
46
Finance research letters
36
Journal of risk
27
Quantitative finance
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International review of financial analysis
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Finance and stochastics
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Economic modelling
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Energy economics
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Scandinavian actuarial journal
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Mathematics and financial economics
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Operations research
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International journal of theoretical and applied finance
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Applied economics
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Astin bulletin : the journal of the International Actuarial Association
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Journal of empirical finance
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Journal of risk management in financial institutions
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Computational economics
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Operations research letters
9
The journal of risk model validation
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Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Applied economics letters
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International journal of forecasting
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International journal of risk assessment and management : IJRAM
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1
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
Saved in:
2
Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
Saved in:
3
Dynamic portfolio choice when risk is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
Saved in:
4
Tight approximations of dynamic risk measures
Iancu, Dan A.
;
Petrik, Marek
;
Subramanian, Dharmashankar
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10011338697
Saved in:
5
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
6
Optimal stopping under probability distortions
Belomestny, Denis
;
Krätschmer, Volker
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Saved in:
7
Risk-averse approximate dynamic programming with quantile-based risk measures
Jiang, Daniel R.
;
Powell, Warren B.
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 554-579
Persistent link: https://www.econbiz.de/10011868618
Saved in:
8
Liquidity, risk measures, and concentration of measure
Lacker, Daniel
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 813-837
Persistent link: https://www.econbiz.de/10011914365
Saved in:
9
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
Saved in:
10
Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
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