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
~person:"Vanduffel, Steven"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
10
Risk measure
10
Portfolio selection
8
Portfolio-Management
8
Theorie
8
Theory
8
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Value-at-Risk
4
Credit risk
3
Kreditrisiko
3
ARCH model
2
ARCH-Modell
2
Insurance
2
Model risk
2
Risk bounds
2
Statistical distribution
2
Statistische Verteilung
2
Versicherung
2
Allocation
1
Allokation
1
Betriebliche Liquidität
1
Cantelli bound
1
Capital
1
Coherent risk measure
1
Convex ordering
1
Corporate liquidity
1
Correlation
1
Credit risk management
1
Dependence uncertainty
1
Distortion function
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Financial services
1
Finanzdienstleistung
1
Kapital
1
Kendall's tau
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
10
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
10
Author
All
Vanduffel, Steven
Wang, Ruodu
26
Hammoudeh, Shawkat
22
McAleer, Michael
21
Righi, Marcelo Brutti
21
Fabozzi, Frank J.
17
Mensi, Walid
15
Boonen, Tim J.
14
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Račev, Svetlozar T.
13
Tiwari, Aviral Kumar
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Kang, Sang Hoon
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Cai, Jun
11
Daníelsson, Jón
11
Dowd, Kevin
11
Nadarajah, Saralees
11
Weiß, Gregor
11
Furman, Edward
10
Guégan, Dominique
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
Bernard, Carole
9
Gupta, Rangan
9
more ...
less ...
Published in...
All
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Insurance / Mathematics & economics
2
Scandinavian actuarial journal
2
Finance and stochastics
1
Journal of banking & finance
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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:
3
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
4
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:
5
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
6
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
7
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003713544
Saved in:
8
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
9
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
10
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
