//--> //--> //-->
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
Rejoinder on: Stability in lin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
61
Theory
61
Mathematical programming
37
Mathematische Optimierung
37
Stochastic process
19
Stochastischer Prozess
19
Portfolio selection
17
Portfolio-Management
17
Dynamische Optimierung
15
Dynamic programming
14
Stochastic programming
10
Game theory
9
Risikomaß
9
Risk aversion
9
Spieltheorie
9
Allgemeines Gleichgewicht
8
General equilibrium
8
Investment Fund
8
Investmentfonds
8
Operations Research
8
Risikoaversion
8
Operations research
7
Risk
7
Benchmarking
6
Risiko
6
Robust statistics
6
Robustes Verfahren
6
Estimation theory
5
Heuristics
5
Heuristik
5
Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
Time consistency
5
CAPM
4
Control theory
4
Credit risk
4
Dynamic equations
4
Insolvency
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Shapiro, Alexander
8
Uryasev, Stan
2
Chun, So Yeon
1
Liu, Rui Peng
1
Löhndorf, Nils
1
Shapiro, Alex
1
Trindade, A. Alexandre
1
Ugurlu, K.
1
Xin, Linwei
1
Zrazhevsky, Grigory
1
more ...
less ...
Published in...
All
Operations research letters
3
European journal of operational research : EJOR
2
Operations research
2
Journal of banking & finance
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
Saved in:
2
On Kusuoka representation of law invariant risk measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
Saved in:
3
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
4
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
5
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
6
Conditional value-at-risk and average value-at-risk : estimation and asymptotics
Chun, So Yeon
;
Shapiro, Alex
;
Uryasev, Stan
- In:
Operations research
60
(
2012
)
4
,
pp. 739-756
Persistent link: https://www.econbiz.de/10009627501
Saved in:
7
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-435
Persistent link: https://www.econbiz.de/10009716584
Saved in:
8
Financial prediction with constrained tail risk
Trindade, A. Alexandre
;
Uryasev, Stan
;
Shapiro, Alexander
; …
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3524-3538
Persistent link: https://www.econbiz.de/10003577519
Saved in:
9
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->