Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Extremes and robustness : a co...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Theorie
2
Theory
2
expected shortfall
2
robustness
2
value-at-risk
2
Arrow-Debreu equilibrium
1
Basel Accord
1
Basler Akkord
1
Financial Engineering
1
Financial engineering
1
Measurement
1
Messung
1
Robust statistics
1
Robustes Verfahren
1
financial regulation
1
optimization
1
regulatory capital
1
risk sharing
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Embrechts, Paul
2
Wang, Ruodu
2
Liu, Haiyan
1
Schied, Alexander
1
Published in...
All
Operations research
Finance and stochastics
6
Research paper series / Swiss Finance Institute
6
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Insurance: Mathematics and Economics
4
Mathematical methods of operations research
4
Risk : managing risk in the world's financial markets
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Cahiers du Département d'Econométrie
3
Finance and Stochastics
3
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
3
Computational Statistics
2
Journal of Banking & Finance
2
Journal of Multivariate Analysis
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of the American Statistical Association
2
Mathematical Methods of Operations Research
2
Princeton series in finance
2
Risks
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
Stochastic Processes and their Applications
2
Swiss Finance Institute Research Paper
2
The Oxford handbook of credit derivatives
2
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
2
ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Astin bulletin : the journal of the International Actuarial Association
1
Casualty Actuarial Society - Publications
1
Center for Financial Institutions Working Papers
1
Computational Statistics & Data Analysis
1
Financial Markets and Portfolio Management
1
Financial markets and portfolio management
1
Handbook of financial time series
1
Handbook of heavy tailed distributions in finance
1
IO-Management
1
International Statistical Review
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
