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:"Zeitkonsistenz"
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
Set-valued risk measures for c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitkonsistenz
Theorie
15
Theory
15
Portfolio selection
10
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Mathematical programming
8
Mathematische Optimierung
8
Measurement
8
Messung
8
Transaction costs
8
Risiko
7
Risk
7
Time consistency
7
Transaktionskosten
5
Duality
4
Dynamic risk measures
4
Systemic risk
4
Systemrisiko
4
Ansteckungseffekt
3
Contagion effect
3
Set-valued risk measures
3
algorithms
3
set-valued risk measures
3
vector optimization
3
Algorithms
2
Attainment in vertices
2
Clearing
2
Conditional Value-at-Risk (CVaR)
2
Convex duality
2
Credit risk
2
Dual optimization problem
2
Duales Optimierungsproblem
2
Dynamic stochastic programming
2
Entropie
2
Entropy
2
Financial clearing
2
Financial market
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Rudloff, Birgit
5
Feinstein, Zachary
3
Kováčová, Gabriela
1
Street, Alexandre
1
Valladão, Davi M.
1
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
Mathematics of operations research
1
Operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
2
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
Saved in:
3
Time consistency of the mean-risk problem
Kováčová, Gabriela
;
Rudloff, Birgit
- In:
Operations research
69
(
2021
)
4
,
pp. 1100-1117
Persistent link: https://www.econbiz.de/10012625134
Saved in:
4
A supermartingale relation for multivariate risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1971-1990
Persistent link: https://www.econbiz.de/10012262932
Saved in:
5
Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
