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~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
105
Theory
105
Portfolio selection
50
Risikomaß
33
Risk measure
33
Risiko
28
Risk
28
Option pricing theory
25
Optionspreistheorie
25
Risk management
19
Risikomanagement
18
Correlation
13
Korrelation
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Lebensversicherung
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Life insurance
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Messung
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Statistical distribution
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Optionsgeschäft
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Mathematical programming
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Mathematische Optimierung
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Volatility
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Black-Scholes model
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Black-Scholes-Modell
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Erwartungsnutzen
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Expected utility
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Volatilität
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English
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Vanduffel, Steven
44
Bernard, Carole
32
Rüschendorf, Ludger
9
Ye, Jiang
5
Dhaene, Jan
4
Boudt, Kris
3
Chen, Jit Seng
3
Vyncke, David
3
Ahcan, Ales
2
Cornilly, Dries
2
De Gennaro Aquino, Luca
2
De Vecchi, Corrado
2
Dragun, Kirill
2
Ghossoub, Mario
2
Goovaerts, Marc J.
2
Henrard, Luc
2
Jakobsons, Edgars
2
Kaas, R.
2
Kazzi, Rodrigue
2
Le Courtois, Olivier
2
Maj, Mateusz
2
Pesenti, Silvana M.
2
Puccetti, Giovanni
2
Small, Daniel
2
Wang, Ruodu
2
Yao, Jing
2
Bernard, C.
1
Bernhard, Carole
1
Boyle, Phelim P.
1
Cornilly, D.
1
De Staelen, Rob
1
De Staelen, Rob H.
1
Denuit, Michel
1
Dragun, K.
1
Goovaerts, M. J.
1
Jiang, Xiao
1
Kaas, Rob
1
Sauri, Orimar
1
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European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Quantitative finance
3
International journal of theoretical and applied finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Scandinavian actuarial journal
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Asia-Pacific journal of risk and insurance : APJRI
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics letters
1
Finance and stochastics
1
Forthcoming in Quantitative Finance
1
Journal of banking & finance
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Risks : open access journal
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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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
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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
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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
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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
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5
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
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6
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
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7
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:
8
Optimal portfolios under a correlation constraint
Bernard, Carole
;
Cornilly, Dries
;
Vanduffel, Steven
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
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9
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:
10
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
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