//--> //--> //-->
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
~isPartOf:"Insurance / Mathematics & economics"
~person:"Wang, Ruodu"
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
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Theorie
5
Theory
5
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Measurement
3
Messung
3
Value-at-Risk
3
Aggregation
2
Expected Shortfall
2
Admissible risk
1
Aggregate risk
1
Allocation
1
Allokation
1
Complete mixability
1
Concave order
1
Convex order
1
Convex risk measures
1
Decision under risk
1
Dependence structure
1
Directional lower coupling
1
Diversification
1
Diversification quotient
1
Diversifikation
1
Elliptical models
1
Entscheidung unter Risiko
1
Estimation
1
Expected shortfall
1
Expectiles
1
Non-convexity
1
Pareto efficiency
1
Pareto optimality
1
Pareto-Optimum
1
Regular varying models
1
Risk aggregation
1
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
Wang, Ruodu
Liang, Zongxia
15
Zeng, Yan
13
Young, Virginia R.
12
Li, Zhongfei
10
Li, Danping
8
Shen, Yang
8
Guan, Guohui
7
Mao, Tiantian
7
Yao, Haixiang
7
Dhaene, Jan
6
Wong, Hoi Ying
6
Zhuo, Jin
6
Chen, Ping
5
Tang, Qihe
5
Bayraktar, Erhan
4
Chiu, Mei Choi
4
Cossette, Hélène
4
Furman, Edward
4
Guillén, Montserrat
4
He, Lin
4
Laeven, Roger J. A.
4
Landsman, Zinoviy
4
Li, Bin
4
Liang, Xiaoqing
4
Lu, Yi
4
Marceau, Etienne
4
Rüschendorf, Ludger
4
Shevchenko, Pavel V.
4
Tan, Ken Seng
4
Weng, Chengguo
4
Yam, Sheung Chi Phillip
4
Yang, Fan
4
Zhao, Hui
4
Cai, Jun
3
Chen, An
3
Delong, Łukasz
3
Forsyth, Peter A.
3
Gan, Guojun
3
Gu, Ailing
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Finance and stochastics
3
Operations research
3
Research paper series / Swiss Finance Institute
2
Journal of banking & finance
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
3
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
4
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
5
Risk aggregation with dependence uncertainty
Bernhard, Carole
;
Jiang, Xiao
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 93-108
Persistent link: https://www.econbiz.de/10010259666
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->