Showing 1 - 10 of 94
, D. and Tversky, A. (1979), 'Prospect theory: An analysis of decision under risk', Econometrica, 46, 263-91. -- Keynes, J …
Persistent link: https://www.econbiz.de/10011852162
Persistent link: https://www.econbiz.de/10001917139
We introduce the notion of a convex measure of risk, an extension of the concept of a coherent risk measure defined in … the underlying space of scenarios. As a case study, we consider convex measures of risk defined in terms of a robust not … ion of bounded shortfall risk. In the context of a financial market model, it turns out that the representation theorem is …
Persistent link: https://www.econbiz.de/10009615426
academic research articles one should know in risk measurement and management. Through his central position in financial … Diebold's fascinating compilation summarizes the history of risk management research, focussing on research prior to the … involved in risk management, both in academia and in industry.'--Andrew Lo, MIT Sloan Management, US. This authoritative volume …
Persistent link: https://www.econbiz.de/10011852322
This paper presents a general theory that works out the relation between coherent risk measures, valuation bounds, and … preferences, in the way many coherent risk measures are somewhat generic. -- coherent risk rneasures ; valuation bounds …
Persistent link: https://www.econbiz.de/10009581108
integration from central, commercial and investment banks, governments, international organizations, universities and research … Schumpeter to be rediscovered? / Peter Mooslechner -- The impact of the euro on investment : sectoral evidence / Tomas Dvorak … / Sophie Claeys and Christa Hainz -- Ownership structures and investment in transition economies / Dennis C. Mueller and Evgeni …
Persistent link: https://www.econbiz.de/10011851237
Persistent link: https://www.econbiz.de/10012441565
Private investment by Small and Medium-sized Enterprises (SMEs)1 is a key generator of economic growth and social …
Persistent link: https://www.econbiz.de/10012442008
Private investment by Small and Medium-sized Enterprises (SMEs)1 is a key generator of economic growth and social …
Persistent link: https://www.econbiz.de/10012445094
Private investment by Small and Medium-sized Enterprises (SMEs)1 is a key generator of economic growth and social …
Persistent link: https://www.econbiz.de/10012446332