EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Monetary risk measures"
Narrow search

Narrow search

Year of publication
Subject
All
Risiko 3 Risikomaß 3 Risk 3 Risk measure 3 Theorie 3 Theory 3 Coherent risk measures 2 Concave monetary utility functionals 2 Measurement 2 Messung 2 Nutzenfunktion 2 Portfolio selection 2 Portfolio-Management 2 Risikomanagement 2 Risk management 2 Utility function 2 Acceptability indices 1 Coherent utility functionals 1 Convex monetary risk measures 1 Extension of risk measures 1 Geldpolitik 1 Monetary policy 1 Monetary risk measures 1 Monetary risk measures for processes 1 Monetary utility functions 1 Optimal portfolio choice 1 Optimal risk allocation 1 Orlicz space duality 1 Premium calculation principles 1 Risk functionals 1 Stochastic process 1 Stochastischer Prozess 1 Unbounded càdlàg processes 1 acceptance sets 1 coherence 1 coherent utility functionals 1 concave monetary utility functionals 1 conicity 1 convex monetary risk measures 1 extension of risk measures 1
more ... less ...
Online availability
All
Undetermined 4 Free 1
Type of publication
All
Article 4 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
more ... less ...
Language
All
English 3 Undetermined 2
Author
All
Cheridito, Patrick 2 Delbaen, Freddy 2 Kupper, Michael 2 Farkas, Walter 1 Floros, Christos 1 Gillas, Konstantinos Gkillas 1 Kountzakis, Christos 1 Kountzakis, Christos E. 1 Rossello, Damiano 1 Smirnow, Alexander 1
more ... less ...
Published in...
All
Finance and Stochastics 2 Decisions in economics and finance : a journal of applied mathematics 1 Essays on Financial Analytics : Applications and Methods 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
Source
All
ECONIS (ZBW) 3 RePEc 2
Showing 1 - 5 of 5
Cover Image
Monetary risk measures for stochastic processes via Orlicz duality
Kountzakis, Christos E.; Rossello, Damiano - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10013380529
Saved in:
Cover Image
Monetary utility functions and risk functionals
Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 27-35). 2023
Persistent link: https://www.econbiz.de/10014338785
Saved in:
Cover Image
Intrinsic risk measures
Farkas, Walter; Smirnow, Alexander - 2016 - First version: October 26, 2016
Monetary risk measures classify a financial position by the minimal amount of external capital that must be added to …
Persistent link: https://www.econbiz.de/10011620033
Saved in:
Cover Image
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and Stochastics 10 (2006) 3, pp. 427-448
Persistent link: https://www.econbiz.de/10005184390
Saved in:
Cover Image
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and Stochastics 9 (2005) 3, pp. 369-387
coherent or convex monetary risk measures on the space of all bounded adapted càdlàg processes that can be extended to coherent … or convex monetary risk measures on the space of all adapted càdlàg processes. As examples we discuss a new approach to … risk measures on the space of all càdlàg processes that are adapted to a given filtration. We show that if such risk …
Persistent link: https://www.econbiz.de/10005759616
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...