//--> //--> //-->
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
~subject:"Risk measure"
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
Maximum entropy principle with...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
14
Theory
14
Portfolio selection
11
Portfolio-Management
11
Risiko
8
Risk
8
Risikomaß
7
Risk management
7
Risikomanagement
6
Mathematical programming
5
Mathematische Optimierung
5
Capital allocation
3
Portfolio optimization
3
Risk sharing
3
Asset beta
2
CAPM
2
Capital asset pricing model (CAPM)
2
Catastrophic risk
2
Coherent risk measures
2
Conditional drawdown-at-risk (CDaR)
2
Conditional value-at-risk
2
Cooperative game
2
Decision
2
Decision making
2
Deviation measure
2
Drawdown
2
Entscheidung
2
Estimation
2
Estimation theory
2
Kooperatives Spiel
2
Nuclear power plant
2
Portfolio theory
2
Regression analysis
2
Regressionsanalyse
2
Risk aversion
2
Risk contribution
2
Risk preferences
2
Safety-first principle
2
Schätztheorie
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Zabarankin, Michael
5
Grechuk, Bogdan
4
Uryasev, Stan
3
Rockafellar, Ralph Tyrrell
2
Chekhlov, Alexei
1
Zabrankin, Michael
1
Published in...
All
European journal of operational research : EJOR
3
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
2
Schur convex functionals : Fatou property and representation
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 411-418
Persistent link: https://www.econbiz.de/10009613189
Saved in:
3
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Saved in:
4
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan
;
Zabrankin, Michael
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
Saved in:
5
Master funds in portfolio analysis with general deviation measures
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 743-778
Persistent link: https://www.econbiz.de/10003291372
Saved in:
6
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
Saved in:
7
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->