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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish - In: Finance research letters 55 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
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Risk concentration and the mean-expected shortfall criterion
Han, Xia; Wang, Ruodu; Wu, Qinyu - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
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How accurate is our misinformation? : a randomized comparison of four survey interview methods to measure risk behavior among young adults in the Dominican Republic
Vivo, Sigrid; McCoy, Sandra I.; López-Peña, Paula; … - In: Development engineering 2 (2017), pp. 53-67
aggregate level (how desirability bias, interviewer gender, and interview privacy settings affect responses). Results: No … were differences in survey interview methods used when looking at drug and alcohol use indicators. The direction of bias …
Persistent link: https://www.econbiz.de/10011825220
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Estimating and backtesting risk under heavy tails
Pitera, Marcin; Schmidt, Thorsten - In: Insurance / Mathematics & economics 104 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
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Decomposing uncertainty in Turkey into its determinants
Baştan, Emine Meltem; Özlale, Ümit - 2019
Persistent link: https://www.econbiz.de/10012888540
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Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: Quantitative finance 21 (2021) 10, pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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Self-employment and psychometric measure of risk aversion : a replication and extension
Korhonen, Marko; Svento, Rauli; Vaaramo, Mikko - In: Applied economics letters 27 (2020) 9, pp. 697-702
Persistent link: https://www.econbiz.de/10012205807
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A note on the statistical robustness of risk measures
Zhelonkin, Mikhail; Chavez-Demoulin, Valérie - In: The journal of operational risk 12 (2017) 2, pp. 47-68
Persistent link: https://www.econbiz.de/10011775516
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Risks, Rights, Statistics and Compulsory Measures
Meyerson, Denise - 2010
Preventive coercive measures are an increasingly common feature of the legal landscape. Examples are the preventive imprisonment of dangerous individuals after the expiration of their sentences, the involuntary commitment of dangerous individuals to mental institutions purely to protect the...
Persistent link: https://www.econbiz.de/10014194066