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Red-blooded risk : the secret history of Wall Street
Brown, Aaron - 2012
Persistent link: https://www.econbiz.de/10009427753
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On the impossibility of fair risk allocation
Csóka, Péter; Pintér, Miklós - 2011
Measuring and allocating risk properly are crucial for performance evaluation and internal capital allocation of portfolios held by banks, insurance companies, investment funds and other entities subject to financial risk. We show that by using coherent measures of risk it is impossible to...
Persistent link: https://www.econbiz.de/10008991828
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning; Zhang, Nan; Zhuo, Jin; Qian, Linyi - In: Insurance / Mathematics & economics 96 (2021), pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
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Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641
Persistent link: https://www.econbiz.de/10012500976
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Analysing consumer RP in a dual-channel supply chain with a risk-averse retailer
Jiang, Yushan; Li, Bo; Song, Dongping - In: European journal of industrial engineering : EJIE 11 (2017) 3, pp. 271-302
Persistent link: https://www.econbiz.de/10011844453
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A risk-averse and buyer-led supply chain under option contract : CVaR minimization and channel coordination
Fan, Yinghua; Yi, Feng; Shou, Yongyi - In: International journal of production economics 219 (2020), pp. 66-81
Persistent link: https://www.econbiz.de/10012155186
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Red-Blooded Risk : The Secret History of Wall Street
Brown, Aaron - 2011 - 1st ed.
-- Principle VI: Superposition -- Principle VII: Game Theory -- Chapter 4: The Secret History of Wall Street: 1654-1982 -- Pascal … -- Chapter 5: When Harry Met Kelly -- Kelly -- Harry -- Commodity Futures -- If Harry Knew Kelly -- Investment Growth Theory … Money: The Future -- Farmers and Millers -- Money, New and Improved -- A General Theory of Money -- Value and Money …
Persistent link: https://www.econbiz.de/10012688591
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Financing a capital-constrained supply chain : equity or debt
He, Xiuli; Sethi, Suresh P.; Xu, Xun; Yan, Nina - In: Transportation research : an international journal 188 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015095187
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Banken als delegierte Risikomanager
Hakenes, Hendrik - 2002
Persistent link: https://www.econbiz.de/10001708296
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Die Anwendung spieltheoretischer Methoden zur Definition eines optimalen Kontrolldesigns
Biermann, Bernd - 2006
Persistent link: https://www.econbiz.de/10003280565