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person:"Powell, Robert"
~isPartOf:"Finance and stochastics"
~person:"Biagini, Francesca"
~person:"McAleer, Michael"
~person:"Uryasev, Stan"
~person:"Vries, Casper G. de"
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Search: subject_exact:"Conditional value at risk"
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Powell, Robert
Biagini, Francesca
McAleer, Michael
Uryasev, Stan
Vries, Casper G. de
Wang, Ruodu
4
Embrechts, Paul
3
Feinstein, Zachary
3
Klüppelberg, Claudia
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Ziegel, Johanna F.
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Zähle, Henryk
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Ararat, Çağın
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Finance and stochastics
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On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
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Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
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