Narrow search
Showing 1 - 10 of 124
Cover Image
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Cover Image
Does individual-stock skewness/coskewness reflect portfolio risk?
Kim, Thomas - In: Finance research letters 15 (2015), pp. 167-174
Persistent link: https://www.econbiz.de/10011553095
Cover Image
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Cover Image
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Cover Image
Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole; Meziou, Asma - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
Cover Image
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Cover Image
Tractable robust expected utility and risk models for portfolio optimization
Natarajan, Karthik; Sim, Melvyn; Uichanco, Joline - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 695-731
Persistent link: https://www.econbiz.de/10008667625
Cover Image
Local risk minimization for defaultable markets
Biagini, Francesca; Cretarola, Alessandra - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
Cover Image
Equity duration and convexity when firms can fail or stagnate
Shaffer, Sherrill - In: Finance research letters 4 (2007) 4, pp. 233-241
Persistent link: https://www.econbiz.de/10003702509
Cover Image
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 317-331
Persistent link: https://www.econbiz.de/10003683293