Similar Search Results

Set-valued law invariant coherent and convex risk measures

Chen, Yanhong; Hu, Yijun - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10012019780

Application of duration measure in quantifying the sensitivity of project returns to changes in discount rates

Yousefi, Vahidreza; Yakhchali, Siamak Haji; … - In: Administrative Sciences : open access journal 9 (2019) 1/13, pp. 1-14

In this research, the concept of Duration with a new application in project management has been defined. The Duration of each project provides the project manager with a combined measure containing concepts of return, cost and time of the project. Further in this article, the changes in project...

Persistent link: https://www.econbiz.de/10012126909

Characterization of acceptance sets for co-monotone risk measures

Rieger, Marc Oliver - In: Insurance / Mathematics & economics 74 (2017), pp. 147-152

Persistent link: https://www.econbiz.de/10011712430

Risk tomography

Prékopa, András; Lee, Jinwook - In: European journal of operational research : EJOR 265 (2018) 1, pp. 149-168

Persistent link: https://www.econbiz.de/10011805383

Entropy coherent and entropy convex measures of risk

Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 38 (2013) 2, pp. 265-293

Persistent link: https://www.econbiz.de/10009751526

Modeling of risk measure bonds using the beta model

Hachicha, Fatma; Hachicha, Ahmed; Masmoudi, Afif - In: Review of Pacific Basin financial markets and policies 24 (2021) 4, pp. 2150033-1-2150033-18

Persistent link: https://www.econbiz.de/10012805199

Star-shaped risk measures

Castagnoli, Erio; Cattelan, Giacomo; Maccheroni, Fabio; … - In: Operations research 70 (2022) 5, pp. 2637-2654

Persistent link: https://www.econbiz.de/10014306966

Delta-Normal value at risk using exponential duration with convexity for measuring government bond risk

Maruddani, Di Asih I; Abdurakhman Abdurakhman - In: DLSU business & economics review 31 (2021) 1, pp. 72-80

Persistent link: https://www.econbiz.de/10013472258