Results 251 to 260 of about 2,051,678 (269)

On Kusuoka Representation of Law Invariant Risk Measures

Mathematics of Operations Research, 2013
Alexander Shapiro
exaly  

Measuring Systemic Risk

2013
Acharya V. V., Brownlees C., Engle R., Farazmand F., Richardson M.   +4 more
openaire   +1 more source

RISK MEASURES ON ORLICZ HEARTS

Mathematical Finance, 2009
Patrick Cheridito
exaly  

Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization

Operations Research, 2018
Jonathan Yu-Meng Li
exaly  

Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures

Risk Analysis, 2014
Jaume Belles-Sampera, Montserrat Guillen, MIGUEL Santolino   +2 more
exaly  

CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY

Mathematical Finance, 2009
Nicole El Karoui
exaly  

Risk and Risk Measures

2011
openaire   +1 more source

Loss-based risk measures

Statistics and Risk Modeling, 2013
Rama Cont, Romain Deguest, Xue Dong He
exaly  

A new approach for fuzzy risk analysis based on similarity measures of generalized fuzzy numbers

Expert Systems With Applications, 2009
Shyi-Ming Chen
exaly  

Higher moment coherent risk measures

Quantitative Finance, 2007
Pavlo A Krokhmal
exaly