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Operational risk : A Basel II+...
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Mathematical programming
risk measures
226
Risikomaß
219
Risk measure
218
Risk measures
211
Theorie
179
Theory
178
Risk
163
Risiko
162
Messung
145
Measurement
144
Portfolio selection
124
Portfolio-Management
123
Risk management
122
Risikomanagement
116
Multivariate Verteilung
77
Multivariate distribution
77
EVT
53
Statistical distribution
53
Statistische Verteilung
53
Vine copula
42
Stochastic process
37
Stochastischer Prozess
37
Bank risk
34
Bankrisiko
34
ARCH model
33
ARCH-Modell
33
vine copula
33
Capital income
30
Kapitaleinkommen
30
Financial services
29
Finanzdienstleistung
29
GARCH
29
Mathematische Optimierung
29
VaR
29
Operational risk
28
Basel Accord
27
Risikomodell
27
Risk model
27
Volatility
27
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20
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6
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Article
27
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2
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27
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2
Non-commercial literature
2
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1
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1
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English
29
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Shapiro, Alexander
4
Delage, Erick
3
Georghiou, Angelos
2
Poursoltani, Mehran
2
Alkhaleel, Basem A.
1
Barroso, Bruno Cândido
1
Bedoui, Rihab
1
Ben Abdelaziz, Fouad
1
Benkraiem, Ramzi
1
Canto, Felipe del
1
Cardoso, Rodrigo T. N.
1
Cetingoz, Adil Rengim
1
Cheng, Yi
1
Chu, Carlin C. F.
1
Cifuentes, Arturo
1
Claus, Matthias
1
Costa, Bernardo Freitas Paulo da
1
Cui, Ying
1
Ding, Rui
1
Escobar Luna-Barrera, Debora Daniela
1
Fairbrother, Jamie
1
Fanzeres, Bruno
1
Fermanian, Jean-David
1
Gaillardetz, Patrice
1
Guesmi, Khaled
1
Guigues, Vincent
1
Guéant, Olivier
1
Hachem, Saeb
1
Kabašinskas, Audrius
1
Kadikinaitė, Lina
1
Kaňková, Vlasta
1
Kedidi, Islem
1
Krokhmal, Pavlo
1
Kuhn, Daniel
1
Leclère, Vincent
1
Li, Donghui
1
Li, Simon S. W.
1
Liao, Haitao
1
Liu, Rui Peng
1
Masmoudi, Meryem
1
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Operations research letters
5
European journal of operational research : EJOR
4
INFORMS journal on computing : JOC
2
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of sustainable finance & investment
1
Les cahiers du GERAD
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Operations research
1
Quantitative finance
1
Quantitative finance and economics
1
Revista Brasileira de Finanças : RBFin
1
Technological forecasting & social change : an international journal
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
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Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
2
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
3
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.
;
Li, Simon S. W.
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
Saved in:
4
Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
Saved in:
5
Nonlinear stochastic programming : with a case study in continuous switching
Pichler, Alois
;
Tomasgard, Asgeir
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 487-501
Persistent link: https://www.econbiz.de/10011457699
Saved in:
6
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
7
Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
-
2021
Persistent link: https://www.econbiz.de/10012939439
Saved in:
8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
9
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
10
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
Claus, Matthias
- In:
Operations research letters
49
(
2021
)
3
,
pp. 412-417
Persistent link: https://www.econbiz.de/10012591644
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