UB Paderborn / Katalog / Suche / in CDI

Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection

European journal of operational research, 2014-04, Vol.234 (2), p.469-480

2014

Volltextzugriff (PDF)

Optimal multivariate financial decision making

European journal of operational research, 2023-05, Vol.307 (1), p.468-483

2023

Volltextzugriff (PDF)

The optimal payoff for a Yaari investor

Quantitative finance, 2022-10, Vol.22 (10), p.1839-1852

2022

Volltextzugriff (PDF)

Upper bounds for strictly concave distortion risk measures on moment spaces

Insurance, mathematics & economics, 2018-09, Vol.82, p.141-151

2018

Volltextzugriff (PDF)

Optimal portfolios under a correlation constraint

Quantitative finance, 2018-03, Vol.18 (3), p.333-345

2018

Volltextzugriff (PDF)

Risk Measures and Comonotonicity: A Review

Stochastic models, 2006-12, Vol.22 (4), p.573-606

2006

Volltextzugriff (PDF)

Microsaccade-rhythmic modulation of neural synchronization and coding within and across cortical areas V1 and V2

PLoS biology, 2018-05, Vol.16 (5), p.e2004132-e2004132

2018

Volltextzugriff (PDF)

Discussion on "Asymptotic Analysis of Multivariate Tail Conditional Expectations," by Li Zhu and Haijun Li, Volume 16(3)

North American actuarial journal, 2013-01, Vol.17 (1), p.98-100

2013

Volltextzugriff (PDF)

Optimal approximations for risk measures of sums of lognormals based on conditional expectations

Journal of computational and applied mathematics, 2008-11, Vol.221 (1), p.202-218

2008

Volltextzugriff (PDF)

Some results on the CTE-based capital allocation rule

Insurance, mathematics & economics, 2008-04, Vol.42 (2), p.855-863

2008

Volltextzugriff (PDF)

Can a Coherent Risk Measure Be Too Subadditive?

The Journal of risk and insurance, 2008-06, Vol.75 (2), p.365-386

2008

Volltextzugriff (PDF)

Comonotonic Approximations for Optimal Portfolio Selection Problems

The Journal of risk and insurance, 2005-06, Vol.72 (2), p.253-300

2005

Volltextzugriff (PDF)

The hurdle-race problem

Insurance, mathematics & economics, 2003-10, Vol.33 (2), p.405-413

2003

Volltextzugriff (PDF)

AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING

International journal of theoretical and applied finance, 2012-03, Vol.15 (2), p.1250013-1250013

2012

Volltextzugriff (PDF)

Correlation order, merging and diversification

Insurance, mathematics & economics, 2009-12, Vol.45 (3), p.325-332

2009

Volltextzugriff (PDF)

Bounds and approximations for sums of dependent log-elliptical random variables

Insurance, mathematics & economics, 2009-06, Vol.44 (3), p.385-397

2009

Volltextzugriff (PDF)

On the parameterization of the CreditRisk super(+) model for estimating credit portfolio risk

Insurance, mathematics & economics, 2008-04, Vol.42 (2), p.736-745

2008

Volltextzugriff (PDF)

The Blind Men and the Elephant: The Quest for Open Data Repositories

Neuron (Cambridge, Mass.), 2018-10, Vol.100 (1), p.1-3

Vanduffel, Wim

2018

Volltextzugriff (PDF)

Long-term value memory in primates

Proceedings of the National Academy of Sciences - PNAS, 2018-02, Vol.115 (9), p.1956-1958

Vanduffel, Wim

2018

Volltextzugriff (PDF)

Submillimeter fMRI reveals a layout of dorsal visual cortex in macaques, remarkably similar to New World monkeys

Proceedings of the National Academy of Sciences - PNAS, 2019-02, Vol.116 (6), p.2306-2311

2019

Volltextzugriff (PDF)

Neuronal congruency effects in macaque prefrontal cortex

Nature communications, 2022-08, Vol.13 (1), p.4702-4702, Article 4702

2022

Volltextzugriff (PDF)

A new approach to assessing model risk in high dimensions

Journal of banking & finance, 2015-09, Vol.58, p.166-178

2015

Volltextzugriff (PDF)

Exciting inhibition in primates

eLife, 2020-07, Vol.9

2020

Volltextzugriff (PDF)

Myelin densities in retinotopically defined dorsal visual areas of the macaque

Brain Structure and Function, 2021-12, Vol.226 (9), p.2869-2880

2021

Volltextzugriff (PDF)

Emerging Roles of the Brain’s Default Network

The Neuroscientist (Baltimore, Md.), 2013-02, Vol.19 (1), p.76-87

2013

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection

Optimal multivariate financial decision making

The optimal payoff for a Yaari investor

Upper bounds for strictly concave distortion risk measures on moment spaces

Optimal portfolios under a correlation constraint

Risk Measures and Comonotonicity: A Review

Microsaccade-rhythmic modulation of neural synchronization and coding within and across cortical areas V1 and V2

Discussion on "Asymptotic Analysis of Multivariate Tail Conditional Expectations," by Li Zhu and Haijun Li, Volume 16(3)

Optimal approximations for risk measures of sums of lognormals based on conditional expectations

Some results on the CTE-based capital allocation rule

Can a Coherent Risk Measure Be Too Subadditive?

Comonotonic Approximations for Optimal Portfolio Selection Problems

The hurdle-race problem

AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING

Correlation order, merging and diversification

Bounds and approximations for sums of dependent log-elliptical random variables

On the parameterization of the CreditRisk super(+) model for estimating credit portfolio risk

The Blind Men and the Elephant: The Quest for Open Data Repositories

Long-term value memory in primates

Submillimeter fMRI reveals a layout of dorsal visual cortex in macaques, remarkably similar to New World monkeys

Neuronal congruency effects in macaque prefrontal cortex

A new approach to assessing model risk in high dimensions

Exciting inhibition in primates

Myelin densities in retinotopically defined dorsal visual areas of the macaque

Emerging Roles of the Brain’s Default Network

Suchergebnisse filtern