Robust Risk Modeling is a risk modeling approach that belongs to the class of quantitative frameworks designed for uncertainty assessment, distinguished by its ability to maintain stability, reliability, and predictive accuracy under varying assumptions, data perturbations, model misspecifications, and extreme or rare events.
67
Publications
3K
Citations
201
Authors
133
Institutions
Publications per year
2017–2026
22
Parents
Publications
67
Robust risk measurement and model risk
Paul Glasserman, Xingbo Xu · Quantitative Finance · 2013 · 217 citations
Management, Finance, Risk Management +17
External Risk Measures and Basel Accords
Steven Kou, Xianhua Peng, C. C. Heyde · Mathematics of Operations Research · 2013 · 169 citations
Business, Finance, Risk Management +17
1–5 of 67
Authors
201
- VK
3
h-index
- PG
2
h-index
- FT
2
h-index
- GS
2
h-index
- RR
2
h-index
1–5 of 201
Institutions
133
Columbia University
New York, United States
4 h-index
8 publications
992 citations
University of Duisburg-Essen
Essen, Germany
3 h-index
7 publications
312 citations
ETH Zurich
Zurich, Switzerland
2 h-index
2 publications
35 citations
Technical University of Munich
Munich, Germany
2 h-index
2 publications
95 citations
University of Waterloo
Waterloo, Canada
2 h-index
4 publications
209 citations
Saarland University
Saarbrücken, Germany
2 h-index
2 publications
201 citations
Keio University
Tokyo, Japan
2 h-index
2 publications
79 citations
Swiss Finance Institute
Zurich, Switzerland
2 h-index
4 publications
126 citations
1–8 of 133
Venues
- SSRN Electronic Journal
Repository · 5 publications · 109 citations
5
h-index
- European Journal of Operational Research
4 publications · 334 citations
4
h-index
- Quantitative Finance
3 publications · 279 citations
3
h-index
- Operations Research
2 publications · 252 citations
2
h-index
- Journal of Financial Econometrics
2 publications · 61 citations
2
h-index
1–5