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Scalarization methods in multiobjective optimization, robustness, risk theory and finance
Khan, Akhtar A.; Köbis, Elisabeth; Tammer, Christiane - In: Multiple criteria decision making in finance, insurance …, (pp. 135-157). 2015
Persistent link: https://www.econbiz.de/10011374139
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Risk measurement and management of operational risk in insurance companies from an enterprise perspective
Gatzert, Nadine; Kolb, Andreas - In: The journal of risk and insurance : the journal of the … 81 (2014) 3, pp. 683-708
Persistent link: https://www.econbiz.de/10010406698
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Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014
Persistent link: https://www.econbiz.de/10010416299
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Auswirkungen der Steuervergünstigung für außerordentliche Holznutzungen auf die Wahl waldbaulicher Alternativen : eine Simulationsstudie aus der Sicht eines risikomeidenden Entsche...
Nürnberger, Karin; Hahn, Andreas; Rößiger, Jörg; … - In: Wie viel Markt und wie viel Regulierung braucht eine …, (pp. 237-245). 2014
Persistent link: https://www.econbiz.de/10010423821
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Oil risk and asset returns : evidence from emerging markets in the Middle East
Nikkinen, Jussi; Saleem, Kashif; Martikainen, Minna; … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 169-189
Persistent link: https://www.econbiz.de/10010465076
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Quantification of risk in classical models of finance
Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran; Lejeune, Miguel A.; Fan, Zhengyang - In: Quantitative finance 22 (2022) 1, pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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Using revealed preference methods to estimate the value of reduced mortality risk : best practice Recommendations for the hedonic wage model
Evans, Mary F.; Taylor, Laura O. - In: Review of environmental economics and policy 14 (2020) 2, pp. 282-301
Persistent link: https://www.econbiz.de/10012395299