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~isPartOf:"Mathematics of operations research"
~subject:"Risikomaß"
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Risikomaß
Risiko
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Mathematics of operations research
Insurance / Mathematics & economics
178
Risks : open access journal
80
European journal of operational research : EJOR
73
Finance research letters
55
Journal of banking & finance
54
Journal of risk
41
Quantitative finance
36
Scandinavian actuarial journal
29
Finance and stochastics
28
International journal of theoretical and applied finance
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Mathematics and financial economics
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Operations research
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Economic modelling
22
Energy economics
22
Journal of risk and financial management : JRFM
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Applied economics
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Computational economics
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International review of financial analysis
18
Management science : journal of the Institute for Operations Research and the Management Sciences
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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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Operations research letters
17
The journal of operational risk
17
The journal of risk model validation
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Insurance : mathematics and economics
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Research in international business and finance
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Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of mathematical finance
15
Journal of risk management in financial institutions
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Astin bulletin : the journal of the International Actuarial Association
14
Discussion paper / Tinbergen Institute
14
Mathematical finance : an international journal of mathematics, statistics and financial economics
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International journal of forecasting
13
Pacific-Basin finance journal
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Applied economics letters
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Extreme-case distortion
risk
measures : a unification and generalization of closed-form solutions
Shao, Hui
;
Zhang, Zhe George
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2341-2355
Persistent link: https://www.econbiz.de/10015197921
Saved in:
3
Risk
sharing with lambda value at
risk
Liu, Peng
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 313-333
Persistent link: https://www.econbiz.de/10015211691
Saved in:
4
Uniqueness of convex-ranged probabilities and applications to
risk
measures and games
Amarante, Massimiliano
;
Liebrich, Felix-Benedikt
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 743-763
Persistent link: https://www.econbiz.de/10015211767
Saved in:
5
External
risk
measures and Basel accords
Kou, Steven
;
Peng, Xianhua
;
Heyde, Chris C.
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10009787381
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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