//--> //--> //--> //-->
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
~source:"olc"
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 academic response to Basel...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
36
Language
All
Undetermined
35
English
1
Author
All
Embrechts, Paul
23
Rüschendorf, Ludger
9
Wang, Ruodu
5
Yang, Jingping
5
Burgert, Christian
3
Peng, Liang
3
Qi, Yongcheng
3
Dias, Alexandra
2
Mainik, Georg
2
McNeil, Alexander
2
Nešlehová, Johanna
2
Puccetti, Giovanni
2
Resnick, Sidney
2
Samorodnitsky, Gennady
2
Schmidli, Hanspeter
2
Wüthrich, Mario V.
2
Benktander, Gunnar
1
Bergenthum, Jan
1
Cummins, J.David
1
Delbaen, Freddy
1
Dell'Aquila, Rosario
1
Frei, Marco
1
Frey, Rüdiger
1
Föllmer, Hans
1
Goll, Thomas
1
Grandell, Jan
1
Hofert, Marius
1
Höing, Andrea
1
Juri, Alessandro
1
Kabanov, Yuri
1
Kiesel, Swen
1
Shreve, Steven
1
Staraumann, Daniel
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
9
Finance and stochastics
8
Risk : managing risk in the world's financial markets
4
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
Journal of banking & finance
2
Mathematical methods of operations research
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
Financial markets and portfolio management
1
IO-Management
1
Journal of international money and finance
1
Journal of strategic marketing
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
206
RePEc
70
Other ZBW resources
20
USB Cologne (EcoSocSci)
13
USB Cologne (business full texts)
2
BASE
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10010132098
Saved in:
2
Bounds for Functions of Dependent Risks
Embrechts, Paul
;
Puccetti, Giovanni
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 341-352
Persistent link: https://www.econbiz.de/10008222486
Saved in:
3
Consistent risk measures for portfolio vectors
Burgert, Christian
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
38
(
2006
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10006871525
Saved in:
4
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10008447804
Saved in:
5
On optimal portfolio diversification with respect to extreme risks
Mainik, Georg
;
Rüschendorf, Ludger
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 593-624
Persistent link: https://www.econbiz.de/10008721026
Saved in:
6
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557
Persistent link: https://www.econbiz.de/10008216787
Saved in:
7
Comparison of Option Prices in Semimartingale Models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10008222669
Saved in:
8
Allocation of risks and equilibrium in markets with finitely many traders
Burgert, Christian
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 177-188
Persistent link: https://www.econbiz.de/10007905833
Saved in:
9
Allocation of risks and equilibrium in markets with finitely many traders
Burgert, Christian
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 177-189
Persistent link: https://www.econbiz.de/10008886703
Saved in:
10
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2011
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10009810443
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->