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~isPartOf:"Mathematics of operations research"
~subject:"Risikomaß"
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Risikomaß
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Mathematics of operations research
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
54
Risks : open access journal
51
Finance research letters
45
Journal of banking & finance
45
Quantitative finance
29
Journal of risk
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International review of financial analysis
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Economic modelling
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Energy economics
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Finance and stochastics
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Scandinavian actuarial journal
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
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Applied economics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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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
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Pacific-Basin finance journal
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Discussion paper / Tinbergen Institute
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The journal of risk model validation
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Astin bulletin : the journal of the International Actuarial Association
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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International journal of forecasting
9
Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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The European journal of finance
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International journal of risk assessment and management : IJRAM
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1
Nonasymptotic convergence rates for the plug-in estimation of
risk
measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
2
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:
3
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:
4
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
Saved in:
5
On Kusuoka representation of law invariant
risk
measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
Saved in:
6
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:
7
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:
8
A theory for measures of tail
risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
9
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:
10
Additive consisency of
risk
measures and its application to
risk
-averse routing in networks
Cominetti, Roberto
;
Torrico, Alfredo
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1510-1521
Persistent link: https://www.econbiz.de/10011595108
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