Results 321 to 325 of about 2,204,741 (325)

Subdifferential representations of risk measures

Mathematical Programming, 2006
Georg Ch Pflug
exaly  

Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Journal of Empirical Finance, 2000
Alexander J Mcneil, Rüdiger Frey
exaly  

On Kusuoka Representation of Law Invariant Risk Measures

Mathematics of Operations Research, 2013
Alexander Shapiro
exaly  

Quantitative Techniques for Financial Risk Assessment: A Comparative Approach Using Different Risk Measures and Estimation Methods

Procedia Economics and Finance, 2014
Silvia Dedu
exaly  

Measures of risk

European Journal of Operational Research, 2005
exaly