//--> //--> //--> //-->
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
~language:"eng"
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
Note on 'Improved Frechet Boun...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
105
Theory
105
Portfolio selection
50
Portfolio-Management
50
Risikomaß
33
Risk measure
33
Risiko
28
Risk
28
Option pricing theory
24
Optionspreistheorie
24
Risikomanagement
18
Risk management
18
Correlation
13
Korrelation
13
Lebensversicherung
12
Life insurance
12
Measurement
12
Messung
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Credit risk
11
Kreditrisiko
11
Option trading
10
Optionsgeschäft
10
Risikoaversion
10
Risk aversion
10
Capital income
9
Kapitaleinkommen
9
Mathematical programming
9
Mathematische Optimierung
9
Black-Scholes model
8
Black-Scholes-Modell
8
Erwartungsnutzen
8
Expected utility
8
Volatility
8
Volatilität
8
Beschäftigungseffekt
7
Employment effect
7
more ...
less ...
Online availability
All
Free
119
Undetermined
47
Type of publication
All
Book / Working Paper
123
Article
96
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
14
Working Paper
14
Aufsatz im Buch
4
Book section
4
Conference paper
2
Hochschulschrift
2
Konferenzbeitrag
2
Article
1
more ...
less ...
Language
All
English
Undetermined
92
French
3
Author
All
Vanduffel, Steven
132
Bernard, Carole
118
Dhaene, Jan
25
Jiang, Xiao
20
Rüschendorf, Ludger
18
Cui, Zhenyu
13
Goovaerts, Marc J.
13
Boyle, Phelim P.
11
Yao, Jing
11
Boudt, Kris
10
Le Courtois, Olivier
9
Cornilly, Dries
7
Puccetti, Giovanni
7
De Gennaro Aquino, Luca
6
Henrard, Luc
6
Kaas, R.
6
Kazzi, Rodrigue
6
MacKay, Anne
6
Bondarenko, Oleg
5
Chernih, Andrew
5
Jakobsons, Edgars
5
Ye, Jiang
5
Chen, Jit Seng
4
De Vecchi, Corrado
4
Dragun, Kirill
4
Maj, Mateusz
4
McLeish, Don
4
Valdez, Emiliano
4
Vyncke, David
4
Chen, An
3
Darkiewicz, G.
3
Denuit, Michel
3
Goovaerts, M. J.
3
Kucera, David
3
Laeven, R. J. A.
3
Landsman, Zinoviy
3
Milberg, William S.
3
Quittard-Pinon, François
3
Rheinberger, Christoph M.
3
Sauri, Orimar
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
8
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
AFI
6
European journal of operational research : EJOR
6
International journal of theoretical and applied finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Quantitative finance
3
The European journal of finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Capturing the gains working paper
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Scandinavian actuarial journal
2
The Geneva risk and insurance review
2
The journal of risk model validation
2
Tijdschrift voor economie en management
2
4OR : a quarterly journal of operations research
1
Annals of operations research ; volume 254, numbers 1/2 (July 2017)
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Stochastic Models in Business and Industry
1
Asia-Pacific financial markets
1
Asia-Pacific journal of risk and insurance : APJRI
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Forthcoming in Applied Stochastic Models in Business and Industry
1
Forthcoming in Quantitative Finance
1
IDEI working papers
1
International Journal of Software Science and Computational Intelligence (IJSSCI)
1
International economics and economic policy : IEEP
1
International labour review
1
International review of applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
211
Other ZBW resources
4
OLC EcoSci
3
EconStor
1
Showing
1
-
10
of
219
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
2
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
3
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
4
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
5
Explicit representation of cost-efficient strategies
Bernard, Carole
;
Boyle, Phelim P.
;
Vanduffel, Steven
- In:
Finance : revue de l'Association Française de Finance
35
(
2014
)
2
,
pp. 5-55
Persistent link: https://www.econbiz.de/10010421553
Saved in:
6
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
7
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
8
Impact of flexible periodic premiums on variable annuity guarantees
Bernard, Carole
;
Cui, Zhenyu
;
Vanduffel, Steven
- In:
North American actuarial journal
21
(
2017
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011857977
Saved in:
9
Rearrangement algorithm and maximum entropy
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
-
2018
Persistent link: https://www.econbiz.de/10011871464
Saved in:
10
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->