, D. and Tversky, A. (1979), 'Prospect theory: An analysis of decision under risk', Econometrica, 46, 263-91. -- Keynes, J …

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 …

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 …

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 …

This paper sets out essential facts about the economic case for water-related investment and the financing gap. It … charts a series of actions to better value water and ultimately facilitate investment at a scale commensurate with the …