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~isPartOf:"Operations research"
~person:"Embrechts, Paul"
~person:"McConnell, Patrick"
~subject:"Bankrisiko"
~subject:"Risiko"
~subject:"United States"
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Embrechts, Paul
McConnell, Patrick
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Operations research
The journal of operational risk
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Journal of risk management in financial institutions
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Journal / The Capco Institute : journal of financial transformation
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
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