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1
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
Saved in:
2
Mathematical model of financial investment risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
Saved in:
3
Sensitivity analysis of risk tolerance
Sandvik, Bjørn
;
Thorlund-Petersen, Lars
- In:
Decision analysis : a journal of the Institute for …
7
(
2010
)
3
,
pp. 313-321
Persistent link: https://www.econbiz.de/10008663474
Saved in:
4
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
5
Assessing financial model risk
Barrieu, Pauline
;
Scandolo, Giacomo
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
Saved in:
6
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
7
Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver
-
1998
Persistent link: https://www.econbiz.de/10001355558
Saved in:
8
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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9
Stability advances in robust portfolio optimization under parallelepiped
uncertainty
Kara, Güray
;
Özmen, Ayşe
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
1
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
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10
Energy
commodity price risk minimization with precious metals in a multivariate portfolio
Živkov, Dejan
;
Damnjanović, Jelena
; …
- In:
Finance a úvěr
72
(
2022
)
1
,
pp. 50-70
Persistent link: https://www.econbiz.de/10013189236
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