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~subject:"Risiko"
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Risiko
Theorie
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Clark, Todd E.
13
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Wieland, Volker
9
McCracken, Michael W.
8
Yang, Jinqiang
6
Aastveit, Knut Are
5
Carriero, Andrea
5
Cross, Jamie
5
Dijk, Herman K. van
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Marcellino, Massimiliano
5
Bagchi, Shantanu
4
Bayraktar, Erhan
4
Cozzi, Marco
4
Ftiti, Zied
4
Jawadi, Fredj
4
Pichler, Alois
4
Stoltenberg, Christian
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Theodoridis, Konstantinos
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3
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3
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3
Berger, Tino
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Bernard, Carole
3
Chen, Damiaan H. J.
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Daouia, Abdelaati
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Debortoli, Davide
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Galí, Jordi
3
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Henzel, Steffen
3
Karantounias, Anastasios G.
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Krätschmer, Volker
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Luo, Yulei
3
Müller, Gernot J.
3
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3
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3
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12
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Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Discussion paper / Tinbergen Institute
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Economics letters
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Journal of macroeconomics
7
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6
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Scandinavian actuarial journal
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
380
EconStor
12
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1
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
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2
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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3
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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4
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
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5
Optimal growth under model uncertainty
Xu, Yuhong
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449083
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6
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
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7
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
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8
A decomposition of general premium principles into risk and deviation
Nendel, Max
;
Riedel, Frank
;
Schmeck, Maren Diane
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
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9
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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10
Reaching nirvana with a defaultable asset?
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011997092
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