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Disambiguation of "Rüschendorf, Ludger"

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Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz

, , and . (2015)cite arxiv:1505.04045Comment: Manuscript accepted in the Journal of Empirical Finance.
DOI: 10.1016/j.jempfin.2015.03.003

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Ludger Rüschendorf

Franz Rüschendorf

Ludger Ernst

Ludger Mentrup

Ludger Thier

 

Other publications of authors with the same name

Inference for random sampling processes. Stochastic Processes and their Applications, 32 (1): 129--140 (June 1989)Stochastic Ordering of Likelihood Ratios and Partial Sufficiency, and . Statistics, 22 (4): 551--558 (1991)Conditional variability ordering of distributions., and . Ann. Oper. Res., 32 (1): 127-140 (1991)Optimal solutions of multivariate coupling problems. Angewandte Mathematik und Informatik / Universität Münster Univ., Münster, (1993)A CONSISTENCY RESULT IN GENERAL CENSORING MODELS, and . Statistics, 37 (3): 205--216 (2003)Two remarks on order statistics. Journal of Statistical Planning and Inference, 11 (1): 71--74 (January 1985)Worst case portfolio vectors and diversification effects.. Finance and Stochastics, 16 (1): 155-175 (2012)On the internal path length of d-dimensional quad trees., and . Random Struct. Algorithms, 15 (1): 25-41 (1999)Note on the Weighted Internal Path Length of b-ary Trees., and . Discret. Math. Theor. Comput. Sci., (2007)Supermodular and directionally convex comparison results for general factor models., and . J. Multivar. Anal., (2024)