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Natural risk measures
Assa, Hirbod - In: Mathematics and financial economics 10 (2016) 4, pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
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On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša; Henderson, Vicky; Lazrak, Ali - In: Mathematics and financial economics 8 (2014) 4, pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
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Risk management with expected shortfall
Wei, Pengyu - In: Mathematics and financial economics 15 (2021) 4, pp. 847-883
Persistent link: https://www.econbiz.de/10012616860
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Disentangling price, risk and model risk : V&R measures
Frittelli, Marco; Maggis, Marco - In: Mathematics and financial economics 12 (2018) 2, pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
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The effect of market power on risk-sharing
Anthropelos, Michail - In: Mathematics and financial economics 11 (2017) 3, pp. 323-368
Persistent link: https://www.econbiz.de/10011900565
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Continuity properties of law-invariant (quasi-)convex risk functions on L∞
Svindland, Gregor - In: Mathematics and financial economics 3 (2010) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10003978412
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Exchanges and measures of risks
Flåm, Sjur D. - In: Mathematics and financial economics 5 (2011) 4, pp. 249-267
Persistent link: https://www.econbiz.de/10009549053
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Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela - In: Mathematics and financial economics 9 (2015) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
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A multiple-curve HJM model of interbank risk
Crépey, Stéphane; Grbac, Zorana; Nguyen, Hai Nam - In: Mathematics and financial economics 6 (2012) 3, pp. 155-190
Persistent link: https://www.econbiz.de/10009624635
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Liquidity-adjusted risk measures
Weber, Stefan; Anderson, W.; Hamm, A.-M.; Knispel, Thomas; … - In: Mathematics and financial economics 7 (2013) 1, pp. 69-91
Persistent link: https://www.econbiz.de/10009708950